NRG vs. XLU
Compare and contrast key facts about NRG Energy, Inc. (NRG) and Utilities Select Sector SPDR Fund (XLU).
XLU is a passively managed fund by State Street that tracks the performance of the Utilities Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NRG or XLU.
Performance
NRG vs. XLU - Performance Comparison
Returns By Period
In the year-to-date period, NRG achieves a 84.54% return, which is significantly higher than XLU's 29.17% return. Over the past 10 years, NRG has outperformed XLU with an annualized return of 14.19%, while XLU has yielded a comparatively lower 9.30% annualized return.
NRG
84.54%
8.48%
15.57%
98.43%
22.79%
14.19%
XLU
29.17%
-2.45%
12.34%
32.56%
8.22%
9.30%
Key characteristics
| NRG | XLU | |
|---|---|---|
| Sharpe Ratio | 3.01 | 2.11 |
| Sortino Ratio | 3.45 | 2.88 |
| Omega Ratio | 1.47 | 1.36 |
| Calmar Ratio | 5.17 | 1.69 |
| Martin Ratio | 17.28 | 10.04 |
| Ulcer Index | 5.82% | 3.28% |
| Daily Std Dev | 33.51% | 15.62% |
| Max Drawdown | -79.41% | -52.27% |
| Current Drawdown | -3.29% | -2.76% |
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Correlation
The correlation between NRG and XLU is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
NRG vs. XLU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NRG Energy, Inc. (NRG) and Utilities Select Sector SPDR Fund (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.
Dividends
NRG vs. XLU - Dividend Comparison
NRG's dividend yield for the trailing twelve months is around 1.75%, less than XLU's 2.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NRG NRG Energy, Inc. | 1.75% | 2.92% | 4.40% | 3.02% | 3.20% | 0.30% | 0.30% | 0.42% | 1.92% | 4.93% | 2.00% | 1.57% |
XLU Utilities Select Sector SPDR Fund | 2.77% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
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 -52.27%. Use the drawdown chart below to compare losses from any high point for NRG and XLU. For additional features, visit the drawdowns tool.
Volatility
NRG vs. XLU - Volatility Comparison
NRG Energy, Inc. (NRG) has a higher volatility of 9.08% compared to Utilities Select Sector SPDR Fund (XLU) at 5.41%. 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.