SID vs. NRG

Last updated Apr 2, 2026

Compare and contrast key facts about Companhia Siderúrgica Nacional (SID) and NRG Energy, Inc. (NRG).

Performance

SID vs. NRG - Performance Comparison

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

SID vs. NRG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SID Companhia Siderúrgica Nacional	-20.62%	11.11%	-59.60%	69.73%	-29.68%	-22.18%	72.67%	68.56%	-10.61%	-24.15%
NRG NRG Energy, Inc.	-5.57%	78.91%	78.58%	69.36%	-23.47%	18.54%	-2.14%	0.69%	39.59%	133.69%

Fundamentals

Market Cap SID : $1.68B NRG : $29.83B
EPS SID : -$1.52 NRG : $4.39
PB Ratio SID : 0.13 NRG : 28.93
Total Revenue (TTM) SID : $44.97B NRG : $0.00
Gross Profit (TTM) SID : $12.27B NRG : $0.00
EBITDA (TTM) SID : $6.53B NRG : $1.80B

Returns By Period

In the year-to-date period, SID achieves a -20.62% return, which is significantly lower than NRG's -5.57% return. Over the past 10 years, SID has underperformed NRG with an annualized return of 0.19%, while NRG has yielded a comparatively higher 30.57% annualized return.

SID

• 1D: 2.42%
• 1M: -22.56%
• YTD: -20.62%
• 6M: -17.53%
• 1Y: -23.95%
• 3Y*: -19.43%
• 5Y*: -21.10%
• 10Y*: 0.19%

NRG

• 1D: 2.57%
• 1M: -14.63%
• YTD: -5.57%
• 6M: -6.89%
• 1Y: 54.03%
• 3Y*: 67.36%
• 5Y*: 35.75%
• 10Y*: 30.57%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SID vs. NRG — Risk / Return Rank

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

SID

SID Risk / Return Rank: 21
SID Sharpe Ratio Rank: 22
SID Sortino Ratio Rank: 22
SID Omega Ratio Rank: 23
SID Calmar Ratio Rank: 24
SID Martin Ratio Rank: 11

NRG

NRG Risk / Return Rank: 76
NRG Sharpe Ratio Rank: 74
NRG Sortino Ratio Rank: 72
NRG Omega Ratio Rank: 72
NRG Calmar Ratio Rank: 82
NRG Martin Ratio Rank: 80

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.

SID vs. NRG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Companhia Siderúrgica Nacional (SID) 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.

	SID	NRG	Difference
Sharpe ratio Return per unit of total volatility	-0.43	1.02	-1.45
Sortino ratio Return per unit of downside risk	-0.29	1.71	-2.00
Omega ratio Gain probability vs. loss probability	0.97	1.23	-0.27
Calmar ratio Return relative to maximum drawdown	-0.50	2.54	-3.04
Martin ratio Return relative to average drawdown	-1.41	6.05	-7.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SID vs. NRG - Sharpe Ratio Comparison

The current SID Sharpe Ratio is -0.43, which is lower than the NRG Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of SID and NRG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SID	NRG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.43	1.02	-1.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.40	0.92	-1.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.00	0.79	-0.78
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	0.38	-0.20

Correlation

The correlation between SID and NRG is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SID vs. NRG - Dividend Comparison

SID has not paid dividends to shareholders, while NRG's dividend yield for the trailing twelve months is around 1.20%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SID Companhia Siderúrgica Nacional	0.00%	0.00%	15.93%	12.83%	14.31%	8.41%	0.03%	6.89%	0.00%	0.00%	0.00%	14.30%
NRG NRG Energy, Inc.	1.20%	1.11%	1.81%	2.92%	4.40%	3.02%	3.20%	0.30%	0.30%	0.42%	1.92%	4.93%

Drawdowns

SID vs. NRG - Drawdown Comparison

The maximum SID drawdown since its inception was -95.79%, which is greater than NRG's maximum drawdown of -79.41%. Use the drawdown chart below to compare losses from any high point for SID and NRG.

Drawdown Indicators

	SID	NRG	Difference
Max Drawdown Largest peak-to-trough decline	-95.79%	-79.41%	-16.38%
Max Drawdown (1Y) Largest decline over 1 year	-47.64%	-23.26%	-24.38%
Max Drawdown (5Y) Largest decline over 5 years	-82.86%	-32.62%	-50.24%
Max Drawdown (10Y) Largest decline over 10 years	-82.86%	-48.76%	-34.10%
Current Drawdown Current decline from peak	-87.84%	-18.55%	-69.29%
Average Drawdown Average peak-to-trough decline	-51.42%	-28.06%	-23.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.99%	9.75%	+7.24%

Volatility

SID vs. NRG - Volatility Comparison

Companhia Siderúrgica Nacional (SID) has a higher volatility of 23.98% compared to NRG Energy, Inc. (NRG) at 15.32%. This indicates that SID's price experiences larger fluctuations and is considered to be riskier than NRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SID	NRG	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.98%	15.32%	+8.66%
Volatility (6M) Calculated over the trailing 6-month period	43.65%	32.27%	+11.38%
Volatility (1Y) Calculated over the trailing 1-year period	55.94%	53.38%	+2.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	53.03%	39.08%	+13.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	61.14%	39.02%	+22.12%

Financials

SID vs. NRG - Profitability Comparison

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

SID - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Companhia Siderúrgica Nacional reported a gross profit of 3.60B and revenue of 11.58B. Therefore, the gross margin over that period was 31.1%.

NRG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, NRG Energy, Inc. reported a gross profit of -4.17B and revenue of -22.96B. Therefore, the gross margin over that period was 18.2%.

SID - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Companhia Siderúrgica Nacional reported an operating income of 973.16M and revenue of 11.58B, resulting in an operating margin of 8.4%.

NRG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, NRG Energy, Inc. reported an operating income of 246.00M and revenue of -22.96B, resulting in an operating margin of -1.1%.

SID - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Companhia Siderúrgica Nacional reported a net income of -1.10B and revenue of 11.58B, resulting in a net margin of -9.5%.

NRG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, NRG Energy, Inc. reported a net income of 66.00M and revenue of -22.96B, resulting in a net margin of -0.3%.