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STX vs. NRG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between STX 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.


-0.50.00.51.00.3

Performance

STX vs. NRG - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
-15.84%
25.59%
STX
NRG

Key characteristics

Sharpe Ratio

STX:

0.47

NRG:

2.66

Sortino Ratio

STX:

0.84

NRG:

3.26

Omega Ratio

STX:

1.10

NRG:

1.42

Calmar Ratio

STX:

0.61

NRG:

4.97

Martin Ratio

STX:

1.56

NRG:

15.44

Ulcer Index

STX:

9.14%

NRG:

6.26%

Daily Std Dev

STX:

30.40%

NRG:

36.34%

Max Drawdown

STX:

-88.74%

NRG:

-79.41%

Current Drawdown

STX:

-20.52%

NRG:

-2.18%

Fundamentals

Market Cap

STX:

$18.76B

NRG:

$19.96B

EPS

STX:

$3.87

NRG:

$4.04

PE Ratio

STX:

22.92

NRG:

24.39

PEG Ratio

STX:

0.28

NRG:

2.40

Total Revenue (TTM)

STX:

$5.71B

NRG:

$21.36B

Gross Profit (TTM)

STX:

$1.74B

NRG:

$2.21B

EBITDA (TTM)

STX:

$1.33B

NRG:

$2.27B

Returns By Period

In the year-to-date period, STX achieves a 2.97% return, which is significantly lower than NRG's 10.16% return. Over the past 10 years, STX has underperformed NRG with an annualized return of 8.43%, while NRG has yielded a comparatively higher 16.69% annualized return.


STX

YTD

2.97%

1M

-9.00%

6M

-15.84%

1Y

11.93%

5Y*

12.56%

10Y*

8.43%

NRG

YTD

10.16%

1M

4.10%

6M

25.59%

1Y

101.37%

5Y*

25.88%

10Y*

16.69%

*Annualized

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Risk-Adjusted Performance

STX vs. NRG — Risk-Adjusted Performance Rank

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

STX
The Risk-Adjusted Performance Rank of STX is 6464
Overall Rank
The Sharpe Ratio Rank of STX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of STX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of STX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of STX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of STX is 6666
Martin Ratio Rank

NRG
The Risk-Adjusted Performance Rank of NRG is 9696
Overall Rank
The Sharpe Ratio Rank of NRG is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of NRG is 9494
Sortino Ratio Rank
The Omega Ratio Rank of NRG is 9393
Omega Ratio Rank
The Calmar Ratio Rank of NRG is 9898
Calmar Ratio Rank
The Martin Ratio Rank of NRG is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

STX vs. NRG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Seagate Technology plc (STX) 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.


The chart of Sharpe ratio for STX, currently valued at 0.47, compared to the broader market-4.00-2.000.002.000.472.66
The chart of Sortino ratio for STX, currently valued at 0.84, compared to the broader market-4.00-2.000.002.004.000.843.26
The chart of Omega ratio for STX, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.42
The chart of Calmar ratio for STX, currently valued at 0.61, compared to the broader market0.002.004.006.000.614.97
The chart of Martin ratio for STX, currently valued at 1.55, compared to the broader market0.0010.0020.001.5615.44
STX
NRG

The current STX Sharpe Ratio is 0.47, which is lower than the NRG Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of STX 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
0.47
2.66
STX
NRG

Dividends

STX vs. NRG - Dividend Comparison

STX's dividend yield for the trailing twelve months is around 3.17%, more than NRG's 1.64% yield.


TTM20242023202220212020201920182017201620152014
STX
Seagate Technology plc
3.17%3.27%3.28%5.32%2.40%4.21%4.27%6.53%6.02%6.60%6.14%2.75%
NRG
NRG Energy, Inc.
1.64%1.81%2.92%4.40%3.02%3.20%0.30%0.30%0.42%1.92%4.93%2.00%

Drawdowns

STX vs. NRG - Drawdown Comparison

The maximum STX drawdown since its inception was -88.74%, which is greater than NRG's maximum drawdown of -79.41%. Use the drawdown chart below to compare losses from any high point for STX and NRG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-20.52%
-2.18%
STX
NRG

Volatility

STX vs. NRG - Volatility Comparison

The current volatility for Seagate Technology plc (STX) is 7.03%, while NRG Energy, Inc. (NRG) has a volatility of 9.79%. This indicates that STX 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.


6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
7.03%
9.79%
STX
NRG

Financials

STX vs. NRG - Financials Comparison

This section allows you to compare key financial metrics between Seagate Technology plc 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


Values in USD except per share items