NWS vs. NRG
NWS (News Corporation) and NRG (NRG Energy, Inc.) are both stocks. NWS operates in Broadcasting (Communication Services), while NRG operates in Utilities - Independent Power Producers (Utilities). Over the past 10 years, NWS returned 10.68%/yr vs 28.30%/yr for NRG. At a 0.27 correlation, their price movements are largely independent.
Performance
NWS vs. NRG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NWS achieves a -4.14% return, which is significantly higher than NRG's -13.02% return. Over the past 10 years, NWS has underperformed NRG with an annualized return of 10.68%, while NRG has yielded a comparatively higher 28.30% annualized return.
NWS
- 1D
- 1.36%
- 1M
- -4.65%
- YTD
- -4.14%
- 6M
- -5.32%
- 1Y
- -14.13%
- 3Y*
- 15.04%
- 5Y*
- 4.11%
- 10Y*
- 10.68%
NRG
- 1D
- -0.90%
- 1M
- 0.01%
- YTD
- -13.02%
- 6M
- -12.39%
- 1Y
- -8.43%
- 3Y*
- 61.61%
- 5Y*
- 33.25%
- 10Y*
- 28.30%
NWS vs. NRG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NWS News Corporation | -4.14% | -2.01% | 19.18% | 41.02% | -17.20% | 27.73% | 24.46% | 27.44% | -29.47% | 42.83% |
NRG NRG Energy, Inc. | -13.02% | 78.91% | 78.58% | 69.36% | -23.47% | 18.54% | -2.14% | 0.69% | 39.59% | 133.69% |
Correlation
The correlation between NWS and NRG is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 2013 | 0.27 |
The correlation between NWS and NRG shifts across timeframes, from -0.08 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
Fundamentals
NWS:
$15.89B
NRG:
$28.63B
NWS:
$1.85
NRG:
$1.21
NWS:
15.34
NRG:
113.67
NWS:
0.36
NRG:
1.71
NWS:
1.83
NRG:
0.84
NWS:
1.85
NRG:
6.78
NWS:
$8.80B
NRG:
$32.38B
NWS:
$1.23B
NRG:
$4.69B
NWS:
$826.00M
NRG:
$2.57B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NWS vs. NRG — Risk / Return Rank
NWS
NRG
NWS vs. NRG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for News Corporation (NWS) 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.
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.
| NWS | NRG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.01 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | -0.25 | -0.28 |
| Martin ratioReturn relative to average drawdown | -0.98 | -0.59 | -0.39 |
Loading charts...
Drawdowns
NWS vs. NRG - Drawdown Comparison
The maximum NWS drawdown since its inception was -51.84%, smaller than the maximum NRG drawdown of -79.41%. Use the drawdown chart below to compare losses from any high point for NWS and NRG.
Loading charts...
Drawdown Indicators
| NWS | NRG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.84% | -79.41% | +27.57% |
Max Drawdown (1Y)Largest decline over 1 year | -26.84% | -34.24% | +7.40% |
Max Drawdown (3Y)Largest decline over 3 years | -26.84% | -34.24% | +7.40% |
Max Drawdown (5Y)Largest decline over 5 years | -37.40% | -34.24% | -3.16% |
Max Drawdown (10Y)Largest decline over 10 years | -51.84% | -48.76% | -3.08% |
Current DrawdownCurrent decline from peak | -18.99% | -24.97% | +5.98% |
Average DrawdownAverage peak-to-trough decline | -16.21% | -27.99% | +11.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.50% | 14.34% | +0.16% |
Volatility
NWS vs. NRG - Volatility Comparison
The current volatility for News Corporation (NWS) is 8.35%, while NRG Energy, Inc. (NRG) has a volatility of 12.28%. This indicates that NWS 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.
Loading charts...
Volatility by Period
| NWS | NRG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.35% | 12.28% | -3.93% |
Volatility (6M)Calculated over the trailing 6-month period | 18.80% | 34.27% | -15.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.12% | 45.16% | -20.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.72% | 40.00% | -12.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.63% | 39.15% | -9.52% |
Dividends
NWS vs. NRG - Dividend Comparison
NWS's dividend yield for the trailing twelve months is around 0.71%, less than NRG's 1.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NRG NRG Energy, Inc. | 1.33% | 1.11% | 1.81% | 2.92% | 4.40% | 3.02% | 3.20% | 0.30% | 0.30% | 0.42% | 1.92% | 4.93% |
NWS News Corporation | 0.71% | 0.67% | 0.66% | 0.78% | 1.08% | 0.89% | 1.13% | 1.38% | 1.73% | 1.20% | 1.69% | 0.72% |
Financials
NWS vs. NRG - Financials Comparison
This section allows you to compare key financial metrics between News Corporation 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
NWS and NRG have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NRG has higher volatility (12.28%) compared to NWS (8.35%). In terms of maximum drawdown, NWS dropped -51.84% vs NRG's -79.41%.
NRG currently has the higher Sharpe Ratio (-0.19 vs -0.57), 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.
Find the right allocation for NWS and NRG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer