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NRG vs. TVTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NRG vs. TVTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NRG Energy, Inc. (NRG) and Travere Therapeutics, Inc. (TVTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NRG achieves a -19.30% return, which is significantly lower than TVTX's 23.21% return. Over the past 10 years, NRG has outperformed TVTX with an annualized return of 26.54%, while TVTX has yielded a comparatively lower 10.47% annualized return.


NRG

1D
-1.15%
1M
-7.53%
YTD
-19.30%
6M
-21.70%
1Y
-17.17%
3Y*
58.56%
5Y*
31.87%
10Y*
26.54%

TVTX

1D
2.77%
1M
10.52%
YTD
23.21%
6M
37.30%
1Y
207.31%
3Y*
41.35%
5Y*
25.91%
10Y*
10.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NRG vs. TVTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NRG
NRG Energy, Inc.
-19.30%78.91%78.58%69.36%-23.47%18.54%-2.14%0.69%39.59%133.69%
TVTX
Travere Therapeutics, Inc.
23.21%119.35%93.77%-57.25%-32.25%13.89%91.94%-37.25%7.40%11.30%

Correlation

The correlation between NRG and TVTX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2012

0.19

Fundamentals

Market Cap

NRG:

$26.56B

TVTX:

$4.33B

EPS

NRG:

$1.21

TVTX:

-$0.49

PS Ratio

NRG:

0.78

TVTX:

8.20

PB Ratio

NRG:

6.29

TVTX:

43.81

Total Revenue (TTM)

NRG:

$32.38B

TVTX:

$536.20M

Gross Profit (TTM)

NRG:

$4.69B

TVTX:

$385.20M

EBITDA (TTM)

NRG:

$2.57B

TVTX:

$11.15M

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Return for Risk

NRG vs. TVTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NRG
NRG Risk / Return Rank: 2222
Overall Rank
NRG Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
NRG Sortino Ratio Rank: 2525
Sortino Ratio Rank
NRG Omega Ratio Rank: 2525
Omega Ratio Rank
NRG Calmar Ratio Rank: 2424
Calmar Ratio Rank
NRG Martin Ratio Rank: 1111
Martin Ratio Rank

TVTX
TVTX Risk / Return Rank: 9494
Overall Rank
TVTX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TVTX Sortino Ratio Rank: 9595
Sortino Ratio Rank
TVTX Omega Ratio Rank: 9393
Omega Ratio Rank
TVTX Calmar Ratio Rank: 9494
Calmar Ratio Rank
TVTX Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NRG vs. TVTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NRG Energy, Inc. (NRG) and Travere Therapeutics, Inc. (TVTX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


NRGTVTXDifference
Sharpe ratioReturn per unit of total volatility

-3.31

Sortino ratioReturn per unit of downside risk

-4.13

Omega ratioGain probability vs. loss probability

0.97

1.48

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.53

6.23

-6.76

Martin ratioReturn relative to average drawdown

-1.31

14.39

-15.70

NRG vs. TVTX - Sharpe Ratio Comparison

The current NRG Sharpe Ratio is -0.39, which is lower than the TVTX Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of NRG and TVTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NRGTVTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.39

2.92

-3.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.39

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.18

+0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.30

+0.06

Drawdowns

NRG vs. TVTX - Drawdown Comparison

The maximum NRG drawdown since its inception was -79.41%, smaller than the maximum TVTX drawdown of -85.43%. Use the drawdown chart below to compare losses from any high point for NRG and TVTX.


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Drawdown Indicators


NRGTVTXDifference

Max Drawdown

Largest peak-to-trough decline

-79.41%

-85.43%

+6.02%

Max Drawdown (1Y)

Largest decline over 1 year

-32.57%

-33.49%

+0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-32.57%

-69.77%

+37.20%

Max Drawdown (5Y)

Largest decline over 5 years

-32.62%

-83.12%

+50.50%

Max Drawdown (10Y)

Largest decline over 10 years

-48.76%

-83.64%

+34.88%

Current Drawdown

Current decline from peak

-30.39%

-1.42%

-28.97%

Average Drawdown

Average peak-to-trough decline

-28.00%

-41.13%

+13.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.14%

14.49%

-1.35%

Volatility

NRG vs. TVTX - Volatility Comparison

NRG Energy, Inc. (NRG) and Travere Therapeutics, Inc. (TVTX) have volatilities of 13.75% and 14.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NRGTVTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.75%

14.17%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

34.40%

51.90%

-17.50%

Volatility (1Y)

Calculated over the trailing 1-year period

44.45%

71.68%

-27.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.91%

66.44%

-26.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.24%

58.34%

-19.10%

Dividends

NRG vs. TVTX - Dividend Comparison

NRG's dividend yield for the trailing twelve months is around 1.43%, while TVTX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
NRG
NRG Energy, Inc.
1.43%1.11%1.81%2.92%4.40%3.02%3.20%0.30%0.30%0.42%1.92%4.93%
TVTX
Travere Therapeutics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

NRG vs. TVTX - Financials Comparison

This section allows you to compare key financial metrics between NRG Energy, Inc. and Travere Therapeutics, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B10.00B20222023202420252026
10.26B
127.20M
(NRG) Total Revenue
(TVTX) Total Revenue
Values in USD except per share items

NRG vs. TVTX - Profitability Comparison

The chart below illustrates the profitability comparison between NRG Energy, Inc. and Travere Therapeutics, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%2022202320242025202600
Portfolio components
NRG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NRG Energy, Inc. reported a gross profit of 0.00 and revenue of 10.26B. Therefore, the gross margin over that period was 0.0%.

TVTX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Travere Therapeutics, Inc. reported a gross profit of 0.00 and revenue of 127.20M. Therefore, the gross margin over that period was 0.0%.

NRG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NRG Energy, Inc. reported an operating income of 328.00M and revenue of 10.26B, resulting in an operating margin of 3.2%.

TVTX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Travere Therapeutics, Inc. reported an operating income of -36.60M and revenue of 127.20M, resulting in an operating margin of -28.8%.

NRG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NRG Energy, Inc. reported a net income of 125.00M and revenue of 10.26B, resulting in a net margin of 1.2%.

TVTX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Travere Therapeutics, Inc. reported a net income of -37.10M and revenue of 127.20M, resulting in a net margin of -29.2%.


Frequently Asked Questions


NRG and TVTX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TVTX has higher volatility (14.17%) compared to NRG (13.75%). In terms of maximum drawdown, NRG dropped -79.41% vs TVTX's -85.43%.

TVTX currently has the higher Sharpe Ratio (2.92 vs -0.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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