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

Performance

NVGS vs. NRG - Performance Comparison

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

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Returns By Period

In the year-to-date period, NVGS achieves a 27.13% return, which is significantly higher than NRG's -15.48% return. Over the past 10 years, NVGS has underperformed NRG with an annualized return of 5.15%, while NRG has yielded a comparatively higher 25.18% annualized return.


NVGS

1D
-1.58%
1M
-0.12%
YTD
27.13%
6M
23.08%
1Y
57.37%
3Y*
19.68%
5Y*
17.56%
10Y*
5.15%

NRG

1D
0.19%
1M
-13.60%
YTD
-15.48%
6M
-19.30%
1Y
-15.99%
3Y*
62.27%
5Y*
35.21%
10Y*
25.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVGS vs. NRG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NVGS
Navigator Holdings Ltd.
27.13%14.44%6.79%22.52%34.84%-19.00%-18.71%43.30%-4.57%5.91%
NRG
NRG Energy, Inc.
-15.48%78.91%78.58%69.36%-23.47%18.54%-2.14%0.69%39.59%133.69%

Correlation

The correlation between NVGS and NRG is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.23

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

0.24

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

0.23

Correlation (All Time)
Calculated using the full available price history since Jan 10, 2007

0.18

Fundamentals

Market Cap

NVGS:

$1.44B

NRG:

$27.82B

EPS

NVGS:

$1.62

NRG:

$1.21

PE Ratio

NVGS:

13.48

NRG:

110.45

PEG Ratio

NVGS:

0.01

NRG:

1.66

PS Ratio

NVGS:

2.54

NRG:

0.82

PB Ratio

NVGS:

1.20

NRG:

6.59

Total Revenue (TTM)

NVGS:

$576.17M

NRG:

$32.38B

Gross Profit (TTM)

NVGS:

$206.98M

NRG:

$4.69B

EBITDA (TTM)

NVGS:

$287.24M

NRG:

$2.57B

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Return for Risk

NVGS vs. NRG — Risk / Return Rank

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

NVGS
NVGS Risk / Return Rank: 8686
Overall Rank
NVGS Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
NVGS Sortino Ratio Rank: 8484
Sortino Ratio Rank
NVGS Omega Ratio Rank: 8585
Omega Ratio Rank
NVGS Calmar Ratio Rank: 8787
Calmar Ratio Rank
NVGS Martin Ratio Rank: 8989
Martin Ratio Rank

NRG
NRG Risk / Return Rank: 2222
Overall Rank
NRG Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
NRG Sortino Ratio Rank: 2424
Sortino Ratio Rank
NRG Omega Ratio Rank: 2525
Omega Ratio Rank
NRG Calmar Ratio Rank: 2323
Calmar Ratio Rank
NRG Martin Ratio Rank: 1212
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.

NVGS vs. NRG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Navigator Holdings Ltd. (NVGS) and NRG Energy, Inc. (NRG). 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.


NVGSNRGDifference
Sharpe ratioReturn per unit of total volatility

+2.43

Sortino ratioReturn per unit of downside risk

+2.82

Omega ratioGain probability vs. loss probability

1.36

0.97

+0.39

Calmar ratioReturn relative to maximum drawdown

3.80

-0.49

+4.30

Martin ratioReturn relative to average drawdown

11.64

-1.26

+12.89

NVGS vs. NRG - Sharpe Ratio Comparison

The current NVGS Sharpe Ratio is 2.06, which is higher than the NRG Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of NVGS and NRG, 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


NVGSNRGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

-0.36

+2.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.89

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.64

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.36

-0.26

Drawdowns

NVGS vs. NRG - Drawdown Comparison

The maximum NVGS drawdown since its inception was -87.68%, which is greater than NRG's maximum drawdown of -79.41%. Use the drawdown chart below to compare losses from any high point for NVGS and NRG.


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Drawdown Indicators


NVGSNRGDifference

Max Drawdown

Largest peak-to-trough decline

-87.68%

-79.41%

-8.27%

Max Drawdown (1Y)

Largest decline over 1 year

-15.15%

-32.57%

+17.42%

Max Drawdown (3Y)

Largest decline over 3 years

-38.88%

-32.57%

-6.31%

Max Drawdown (5Y)

Largest decline over 5 years

-38.88%

-32.62%

-6.26%

Max Drawdown (10Y)

Largest decline over 10 years

-73.33%

-48.76%

-24.57%

Current Drawdown

Current decline from peak

-27.72%

-27.09%

-0.63%

Average Drawdown

Average peak-to-trough decline

-44.04%

-28.00%

-16.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.94%

12.80%

-7.86%

Volatility

NVGS vs. NRG - Volatility Comparison

The current volatility for Navigator Holdings Ltd. (NVGS) is 7.54%, while NRG Energy, Inc. (NRG) has a volatility of 15.26%. This indicates that NVGS experiences smaller price fluctuations and is considered to be less risky than NRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVGSNRGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.54%

15.26%

-7.72%

Volatility (6M)

Calculated over the trailing 6-month period

22.07%

34.36%

-12.29%

Volatility (1Y)

Calculated over the trailing 1-year period

27.94%

44.34%

-16.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.82%

39.93%

-4.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.69%

39.28%

+8.41%

Dividends

NVGS vs. NRG - Dividend Comparison

NVGS's dividend yield for the trailing twelve months is around 1.19%, less than NRG's 1.37% yield.


PositionTTM20252024202320222021202020192018201720162015
NRG
NRG Energy, Inc.
1.37%1.11%1.81%2.92%4.40%3.02%3.20%0.30%0.30%0.42%1.92%4.93%
NVGS
Navigator Holdings Ltd.
1.19%1.27%1.30%0.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

NVGS vs. NRG - Financials Comparison

This section allows you to compare key financial metrics between Navigator Holdings Ltd. and NRG Energy, 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
140.62M
10.26B
(NVGS) Total Revenue
(NRG) Total Revenue
Values in USD except per share items

NVGS vs. NRG - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-10.0%0.0%10.0%20.0%30.0%40.0%50.0%20222023202420252026
29.6%
0
Portfolio components
NVGS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Navigator Holdings Ltd. reported a gross profit of 41.66M and revenue of 140.62M. Therefore, the gross margin over that period was 29.6%.

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%.

NVGS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Navigator Holdings Ltd. reported an operating income of 31.41M and revenue of 140.62M, resulting in an operating margin of 22.3%.

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%.

NVGS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Navigator Holdings Ltd. reported a net income of 35.46M and revenue of 140.62M, resulting in a net margin of 25.2%.

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%.


Frequently Asked Questions


NVGS and NRG have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NRG has higher volatility (15.26%) compared to NVGS (7.54%). In terms of maximum drawdown, NVGS dropped -87.68% vs NRG's -79.41%.

NVGS currently has the higher Sharpe Ratio (2.06 vs -0.36), 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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