NRG vs. WDC
NRG (NRG Energy, Inc.) and WDC (Western Digital Corporation) are both stocks. NRG operates in Utilities - Independent Power Producers (Utilities), while WDC operates in Computer Hardware (Technology). Over the past 10 years, NRG returned 26.54%/yr vs 32.86%/yr for WDC. At a 0.33 correlation, their price movements are largely independent.
Performance
NRG vs. WDC - Performance Comparison
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Returns By Period
In the year-to-date period, NRG achieves a -19.30% return, which is significantly lower than WDC's 206.10% return. Over the past 10 years, NRG has underperformed WDC with an annualized return of 26.54%, while WDC has yielded a comparatively higher 32.86% 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%
WDC
- 1D
- 2.97%
- 1M
- 9.81%
- YTD
- 206.10%
- 6M
- 210.59%
- 1Y
- 852.85%
- 3Y*
- 160.14%
- 5Y*
- 56.39%
- 10Y*
- 32.86%
NRG vs. WDC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NRG NRG Energy, Inc. | -19.30% | 78.91% | 78.58% | 69.36% | -23.47% | 18.54% | -2.14% | 0.69% | 39.59% | 133.69% |
WDC Western Digital Corporation | 206.10% | 283.68% | 13.86% | 65.99% | -51.62% | 17.73% | -10.89% | 77.14% | -51.90% | 19.83% |
Correlation
The correlation between NRG and WDC is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 2003 | 0.33 |
Fundamentals
NRG:
$1.21
WDC:
$23.29
NRG:
105.45
WDC:
22.63
NRG:
1.58
WDC:
0.53
NRG:
0.78
WDC:
12.46
NRG:
$32.38B
WDC:
$11.78B
NRG:
$4.69B
WDC:
$5.35B
NRG:
$2.57B
WDC:
$10.88B
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Return for Risk
NRG vs. WDC — Risk / Return Rank
NRG
WDC
NRG vs. WDC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NRG Energy, Inc. (NRG) and Western Digital Corporation (WDC). 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.
| NRG | WDC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -13.72 | ||
| Sortino ratioReturn per unit of downside risk | -7.05 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.94 | -0.97 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 41.84 | -42.36 |
| Martin ratioReturn relative to average drawdown | -1.31 | 146.77 | -148.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NRG | WDC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.39 | 13.33 | -13.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 1.17 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.68 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.20 | +0.15 |
Drawdowns
NRG vs. WDC - Drawdown Comparison
The maximum NRG drawdown since its inception was -79.41%, smaller than the maximum WDC drawdown of -96.20%. Use the drawdown chart below to compare losses from any high point for NRG and WDC.
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Drawdown Indicators
| NRG | WDC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.41% | -96.20% | +16.79% |
Max Drawdown (1Y)Largest decline over 1 year | -32.57% | -20.59% | -11.98% |
Max Drawdown (3Y)Largest decline over 3 years | -32.57% | -49.65% | +17.08% |
Max Drawdown (5Y)Largest decline over 5 years | -32.62% | -59.68% | +27.06% |
Max Drawdown (10Y)Largest decline over 10 years | -48.76% | -70.49% | +21.73% |
Current DrawdownCurrent decline from peak | -30.39% | -11.28% | -19.11% |
Average DrawdownAverage peak-to-trough decline | -28.00% | -52.09% | +24.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.14% | 5.86% | +7.28% |
Volatility
NRG vs. WDC - Volatility Comparison
The current volatility for NRG Energy, Inc. (NRG) is 13.75%, while Western Digital Corporation (WDC) has a volatility of 20.86%. This indicates that NRG experiences smaller price fluctuations and is considered to be less risky than WDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NRG | WDC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.75% | 20.86% | -7.11% |
Volatility (6M)Calculated over the trailing 6-month period | 34.40% | 52.91% | -18.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.45% | 64.74% | -20.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.91% | 48.62% | -8.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.24% | 48.52% | -9.28% |
Dividends
NRG vs. WDC - Dividend Comparison
NRG's dividend yield for the trailing twelve months is around 1.43%, more than WDC's 0.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WDC Western Digital Corporation | 0.09% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 1.81% | 2.36% | 5.41% | 2.51% | 2.94% | 3.33% |
Financials
NRG vs. WDC - Financials Comparison
This section allows you to compare key financial metrics between NRG Energy, Inc. and Western Digital Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
NRG vs. WDC - Profitability Comparison
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%.
WDC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported a gross profit of 1.68B and revenue of 3.34B. Therefore, the gross margin over that period was 50.2%.
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%.
WDC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported an operating income of 1.14B and revenue of 3.34B, resulting in an operating margin of 34.0%.
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%.
WDC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported a net income of 3.21B and revenue of 3.34B, resulting in a net margin of 96.0%.
Frequently Asked Questions
NRG and WDC have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WDC has higher volatility (20.86%) compared to NRG (13.75%). In terms of maximum drawdown, NRG dropped -79.41% vs WDC's -96.20%.
WDC currently has the higher Sharpe Ratio (13.33 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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