NRG vs. XLU
NRG (NRG Energy, Inc.) is a stock, while XLU (State Street Utilities Select Sector SPDR ETF) is Utilities Equities fund tracking the Utilities Select Sector Index. Over the past 10 years, NRG returned 28.16%/yr vs 8.92%/yr for XLU. Their 0.48 correlation means their historical movements had little consistent relationship.
Performance
NRG vs. XLU - Performance Comparison
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Returns By Period
In the year-to-date period, NRG achieves a -15.15% return, which is significantly lower than XLU's 5.28% return. Over the past 10 years, NRG has outperformed XLU with an annualized return of 28.16%, while XLU has yielded a comparatively lower 8.92% annualized return.
NRG
- 1D
- 0.24%
- 1M
- -1.76%
- 6M
- -11.47%
- YTD
- -15.15%
- 1Y
- -19.19%
- 3Y*
- 55.21%
- 5Y*
- 29.91%
- 10Y*
- 28.16%
- ALL TIME*
- 13.87%
XLU
- 1D
- -0.69%
- 1M
- -3.08%
- 6M
- 3.92%
- YTD
- 5.28%
- 1Y
- 6.26%
- 3Y*
- 13.58%
- 5Y*
- 9.34%
- 10Y*
- 8.92%
- ALL TIME*
- 7.66%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $334.61M | $308.87M | $365.54M | |
| $827.32M | $819.54M | $911.53M |
NRG vs. XLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NRG NRG Energy, Inc. | -15.15% | 78.91% | 78.58% | 69.36% | -23.47% | 18.54% | -2.14% | 0.69% | 39.59% | 133.69% |
XLU State Street Utilities Select Sector SPDR ETF | 5.28% | 16.03% | 23.31% | -7.18% | 1.44% | 17.70% | 0.51% | 25.93% | 3.94% | 12.05% |
Correlation
The correlation between NRG and XLU is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.51 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.47 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 2003 | 0.48 |
The correlation between NRG and XLU has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.
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Return for Risk
NRG vs. XLU — Risk / Return Rank
NRG
XLU
NRG vs. XLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NRG Energy, Inc. (NRG) and State Street Utilities Select Sector SPDR ETF (XLU). 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.
| NRG | XLU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.08 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 0.70 | -1.25 |
| Martin ratioReturn relative to average drawdown | -1.15 | 1.44 | -2.58 |
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Drawdowns
NRG vs. XLU - Drawdown Comparison
The maximum NRG drawdown since its inception was -79.41%, which is greater than XLU's maximum drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for NRG and XLU.
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Drawdown Indicators
| NRG | XLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.41% | -51.98% | -27.43% |
Max Drawdown (1Y)Largest decline over 1 year | -34.24% | -9.18% | -25.06% |
Max Drawdown (3Y)Largest decline over 3 years | -34.24% | -13.15% | -21.09% |
Max Drawdown (5Y)Largest decline over 5 years | -34.24% | -25.26% | -8.98% |
Max Drawdown (10Y)Largest decline over 10 years | -48.76% | -36.07% | -12.69% |
Current DrawdownCurrent decline from peak | -26.80% | -5.83% | -20.97% |
Average DrawdownAverage peak-to-trough decline | -27.98% | -10.19% | -17.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.41% | 4.48% | +11.93% |
Volatility
NRG vs. XLU - Volatility Comparison
NRG Energy, Inc. (NRG) has a higher volatility of 15.10% compared to State Street Utilities Select Sector SPDR ETF (XLU) at 4.59%. This indicates that NRG's price experiences larger fluctuations and is considered to be riskier than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NRG | XLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.10% | 4.59% | +10.51% |
Volatility (6M)Calculated over the trailing 6-month period | 35.36% | 12.01% | +23.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.61% | 15.00% | +31.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.41% | 17.34% | +23.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.21% | 19.30% | +19.91% |
Dividends
NRG vs. XLU - Dividend Comparison
NRG's dividend yield for the trailing twelve months is around 1.36%, less than XLU's 2.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NRG NRG Energy, Inc. | 1.04% | 1.11% | 1.81% | 2.92% | 4.40% | 3.02% | 3.20% | 0.30% | 0.30% | 0.42% | 1.92% | 4.93% |
XLU State Street Utilities Select Sector SPDR ETF | 2.70% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
Frequently Asked Questions
NRG and XLU have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NRG has higher volatility (15.10%) compared to XLU (4.59%). In terms of maximum drawdown, NRG dropped -79.41% vs XLU's -51.98%.
XLU currently has the higher Sharpe Ratio (0.43 vs -0.40), 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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