SID vs. NRG
SID (Companhia Siderúrgica Nacional) and NRG (NRG Energy, Inc.) are both stocks. SID operates in Steel (Basic Materials), while NRG operates in Utilities - Independent Power Producers (Utilities). Over the past 10 years, SID returned -2.25%/yr vs 28.42%/yr for NRG. At a 0.29 correlation, their price movements are largely independent.
Performance
SID vs. NRG - Performance Comparison
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Returns By Period
In the year-to-date period, SID achieves a -34.37% return, which is significantly lower than NRG's -12.23% return. Over the past 10 years, SID has underperformed NRG with an annualized return of -2.25%, while NRG has yielded a comparatively higher 28.42% annualized return.
SID
- 1D
- 1.94%
- 1M
- -22.22%
- YTD
- -34.37%
- 6M
- -35.98%
- 1Y
- -26.57%
- 3Y*
- -23.59%
- 5Y*
- -28.62%
- 10Y*
- -2.25%
NRG
- 1D
- 2.85%
- 1M
- 0.92%
- YTD
- -12.23%
- 6M
- -10.95%
- 1Y
- -7.52%
- 3Y*
- 62.10%
- 5Y*
- 34.01%
- 10Y*
- 28.42%
SID vs. NRG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SID Companhia Siderúrgica Nacional | -34.37% | 11.11% | -59.60% | 69.73% | -29.68% | -22.18% | 72.67% | 68.56% | -10.61% | -24.15% |
NRG NRG Energy, Inc. | -12.23% | 78.91% | 78.58% | 69.36% | -23.47% | 18.54% | -2.14% | 0.69% | 39.59% | 133.69% |
Correlation
The correlation between SID and NRG is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 2003 | 0.29 |
Fundamentals
SID:
$1.39B
NRG:
$28.89B
SID:
-R$1.51
NRG:
$1.21
SID:
0.16
NRG:
0.85
SID:
0.56
NRG:
6.84
SID:
R$44.47B
NRG:
$32.38B
SID:
R$12.14B
NRG:
$4.69B
SID:
R$7.32B
NRG:
$2.57B
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Return for Risk
SID vs. NRG — Risk / Return Rank
SID
NRG
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.
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.
| SID | NRG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.01 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | -0.22 | -0.30 |
| Martin ratioReturn relative to average drawdown | -1.13 | -0.53 | -0.60 |
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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.
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Drawdown Indicators
| SID | NRG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.79% | -79.41% | -16.38% |
Max Drawdown (1Y)Largest decline over 1 year | -51.42% | -34.24% | -17.18% |
Max Drawdown (3Y)Largest decline over 3 years | -71.61% | -34.24% | -37.37% |
Max Drawdown (5Y)Largest decline over 5 years | -83.38% | -34.24% | -49.14% |
Max Drawdown (10Y)Largest decline over 10 years | -84.09% | -48.76% | -35.33% |
Current DrawdownCurrent decline from peak | -89.95% | -24.29% | -65.66% |
Average DrawdownAverage peak-to-trough decline | -51.73% | -27.99% | -23.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.61% | 14.25% | +9.36% |
Volatility
SID vs. NRG - Volatility Comparison
Companhia Siderúrgica Nacional (SID) has a higher volatility of 20.92% compared to NRG Energy, Inc. (NRG) at 12.42%. 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.
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Volatility by Period
| SID | NRG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.92% | 12.42% | +8.50% |
Volatility (6M)Calculated over the trailing 6-month period | 47.23% | 34.43% | +12.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.31% | 45.24% | +12.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.66% | 40.01% | +13.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.22% | 39.17% | +20.05% |
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 1.32%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NRG NRG Energy, Inc. | 1.32% | 1.11% | 1.81% | 2.92% | 4.40% | 3.02% | 3.20% | 0.30% | 0.30% | 0.42% | 1.92% | 4.93% |
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% |
Financials
SID vs. NRG - Financials Comparison
This section allows you to compare key financial metrics between Companhia Siderúrgica Nacional 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
SID vs. NRG - Profitability Comparison
SID - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Companhia Siderúrgica Nacional reported a gross profit of 2.41B and revenue of 10.41B. Therefore, the gross margin over that period was 23.1%.
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%.
SID - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Companhia Siderúrgica Nacional reported an operating income of 803.82M and revenue of 10.41B, resulting in an operating margin of 7.7%.
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%.
SID - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Companhia Siderúrgica Nacional reported a net income of -604.01M and revenue of 10.41B, resulting in a net margin of -5.8%.
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
SID and NRG have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SID has higher volatility (20.92%) compared to NRG (12.42%). In terms of maximum drawdown, SID dropped -95.79% vs NRG's -79.41%.
NRG currently has the higher Sharpe Ratio (-0.17 vs -0.47), 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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