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

Correlation

The correlation between SUZ and NRG is 0.11, 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.


-0.50.00.51.00.1

Performance

SUZ vs. NRG - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
3.91%
31.14%
SUZ
NRG

Key characteristics

Sharpe Ratio

SUZ:

-0.08

NRG:

2.79

Sortino Ratio

SUZ:

0.10

NRG:

3.14

Omega Ratio

SUZ:

1.01

NRG:

1.44

Calmar Ratio

SUZ:

-0.08

NRG:

5.72

Martin Ratio

SUZ:

-0.12

NRG:

17.16

Ulcer Index

SUZ:

20.31%

NRG:

6.49%

Daily Std Dev

SUZ:

30.55%

NRG:

40.03%

Max Drawdown

SUZ:

-90.78%

NRG:

-79.41%

Current Drawdown

SUZ:

-20.51%

NRG:

-3.83%

Fundamentals

Market Cap

SUZ:

$12.85B

NRG:

$21.80B

EPS

SUZ:

-$0.98

NRG:

$4.09

Total Revenue (TTM)

SUZ:

$34.14B

NRG:

$21.36B

Gross Profit (TTM)

SUZ:

$14.52B

NRG:

$2.21B

EBITDA (TTM)

SUZ:

$20.25B

NRG:

$2.27B

Returns By Period

In the year-to-date period, SUZ achieves a 2.47% return, which is significantly lower than NRG's 19.78% return. Over the past 10 years, SUZ has underperformed NRG with an annualized return of 14.19%, while NRG has yielded a comparatively higher 18.46% annualized return.


SUZ

YTD

2.47%

1M

1.77%

6M

3.91%

1Y

-1.61%

5Y*

4.02%

10Y*

14.19%

NRG

YTD

19.78%

1M

3.84%

6M

31.14%

1Y

110.98%

5Y*

25.99%

10Y*

18.46%

*Annualized

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Risk-Adjusted Performance

SUZ vs. NRG — Risk-Adjusted Performance Rank

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

SUZ
The Risk-Adjusted Performance Rank of SUZ is 3838
Overall Rank
The Sharpe Ratio Rank of SUZ is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of SUZ is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SUZ is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SUZ is 4040
Calmar Ratio Rank
The Martin Ratio Rank of SUZ is 4242
Martin Ratio Rank

NRG
The Risk-Adjusted Performance Rank of NRG is 9595
Overall Rank
The Sharpe Ratio Rank of NRG is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of NRG is 9292
Sortino Ratio Rank
The Omega Ratio Rank of NRG is 9292
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.

SUZ vs. NRG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Suzano S.A. (SUZ) 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.


Sharpe ratio
The chart of Sharpe ratio for SUZ, currently valued at -0.08, compared to the broader market-2.000.002.004.00-0.082.79
The chart of Sortino ratio for SUZ, currently valued at 0.10, compared to the broader market-6.00-4.00-2.000.002.004.006.000.103.14
The chart of Omega ratio for SUZ, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.44
The chart of Calmar ratio for SUZ, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.085.72
The chart of Martin ratio for SUZ, currently valued at -0.12, compared to the broader market-10.000.0010.0020.0030.00-0.1217.16
SUZ
NRG

The current SUZ Sharpe Ratio is -0.08, which is lower than the NRG Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of SUZ 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 Ratio-1.000.001.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
-0.08
2.79
SUZ
NRG

Dividends

SUZ vs. NRG - Dividend Comparison

SUZ has not paid dividends to shareholders, while NRG's dividend yield for the trailing twelve months is around 1.55%.


TTM20242023202220212020201920182017201620152014
SUZ
Suzano S.A.
0.00%0.00%2.10%6.49%0.00%0.00%1.17%0.53%2.71%1.82%2.65%3.93%
NRG
NRG Energy, Inc.
1.55%1.81%2.92%4.40%3.02%3.20%0.30%0.30%0.42%1.92%4.93%2.00%

Drawdowns

SUZ vs. NRG - Drawdown Comparison

The maximum SUZ drawdown since its inception was -90.78%, which is greater than NRG's maximum drawdown of -79.41%. Use the drawdown chart below to compare losses from any high point for SUZ and NRG. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-20.51%
-3.83%
SUZ
NRG

Volatility

SUZ vs. NRG - Volatility Comparison

The current volatility for Suzano S.A. (SUZ) is 6.72%, while NRG Energy, Inc. (NRG) has a volatility of 18.16%. This indicates that SUZ 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.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
6.72%
18.16%
SUZ
NRG

Financials

SUZ vs. NRG - Financials Comparison

This section allows you to compare key financial metrics between Suzano S.A. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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