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NRG vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

NRG vs. USD=X - Performance Comparison

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

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Returns By Period


NRG

1D
1.43%
1M
-1.83%
YTD
-20.72%
6M
-21.80%
1Y
-16.53%
3Y*
57.21%
5Y*
30.96%
10Y*
26.90%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NRG vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NRG
NRG Energy, Inc.
-20.72%78.91%78.58%69.36%-23.47%18.54%-2.14%0.69%39.59%133.69%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

NRG vs. USD=X — Risk / Return Rank

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

NRG
NRG Risk / Return Rank: 2525
Overall Rank
NRG Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
NRG Sortino Ratio Rank: 2727
Sortino Ratio Rank
NRG Omega Ratio Rank: 2727
Omega Ratio Rank
NRG Calmar Ratio Rank: 2727
Calmar Ratio Rank
NRG Martin Ratio Rank: 1717
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NRG Energy, Inc. (NRG) and USD Cash (USD=X). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NRGUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.97

Calmar ratioReturn relative to maximum drawdown

-0.47

Martin ratioReturn relative to average drawdown

-1.16

NRG vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

NRG vs. USD=X - Drawdown Comparison

The maximum NRG drawdown since its inception was -79.41%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for NRG and USD=X.


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Drawdown Indicators


NRGUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-79.41%

0.00%

-79.41%

Max Drawdown (1Y)

Largest decline over 1 year

-34.24%

0.00%

-34.24%

Max Drawdown (3Y)

Largest decline over 3 years

-34.24%

0.00%

-34.24%

Max Drawdown (5Y)

Largest decline over 5 years

-34.24%

0.00%

-34.24%

Max Drawdown (10Y)

Largest decline over 10 years

-48.76%

0.00%

-48.76%

Current Drawdown

Current decline from peak

-31.61%

0.00%

-31.61%

Average Drawdown

Average peak-to-trough decline

-27.99%

0.00%

-27.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.73%

0.00%

+13.73%

Volatility

NRG vs. USD=X - Volatility Comparison

NRG Energy, Inc. (NRG) has a higher volatility of 15.26% compared to USD Cash (USD=X) at 0.00%. This indicates that NRG's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NRGUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.26%

0.00%

+15.26%

Volatility (6M)

Calculated over the trailing 6-month period

35.10%

0.00%

+35.10%

Volatility (1Y)

Calculated over the trailing 1-year period

44.88%

0.00%

+44.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.03%

0.00%

+40.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.16%

0.00%

+39.16%

Frequently Asked Questions


NRG has higher volatility (15.26%) compared to USD=X (0.00%). In terms of maximum drawdown, NRG dropped -79.41% vs USD=X's 0.00%.

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