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

Correlation

The correlation between SUZ and NRG is 0.18, 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.


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.

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Key characteristics

Sharpe Ratio

SUZ:

-0.23

NRG:

1.62

Sortino Ratio

SUZ:

-0.18

NRG:

2.38

Omega Ratio

SUZ:

0.98

NRG:

1.33

Calmar Ratio

SUZ:

-0.19

NRG:

3.41

Martin Ratio

SUZ:

-0.70

NRG:

10.21

Ulcer Index

SUZ:

9.05%

NRG:

8.75%

Daily Std Dev

SUZ:

27.43%

NRG:

54.67%

Max Drawdown

SUZ:

-90.78%

NRG:

-79.41%

Current Drawdown

SUZ:

-31.29%

NRG:

-3.31%

Fundamentals

Market Cap

SUZ:

$10.98B

NRG:

$30.48B

EPS

SUZ:

-$0.95

NRG:

$6.35

PS Ratio

SUZ:

0.22

NRG:

1.04

PB Ratio

SUZ:

1.59

NRG:

14.20

Total Revenue (TTM)

SUZ:

$37.94B

NRG:

$29.29B

Gross Profit (TTM)

SUZ:

$16.08B

NRG:

$7.52B

EBITDA (TTM)

SUZ:

$21.75B

NRG:

$3.70B

Returns By Period

In the year-to-date period, SUZ achieves a -14.23% return, which is significantly lower than NRG's 74.24% return. Over the past 10 years, SUZ has underperformed NRG with an annualized return of 7.17%, while NRG has yielded a comparatively higher 23.01% annualized return.


SUZ

YTD

-14.23%

1M

-1.25%

6M

-13.39%

1Y

-4.13%

3Y*

-5.22%

5Y*

6.59%

10Y*

7.17%

NRG

YTD

74.24%

1M

36.59%

6M

54.71%

1Y

96.02%

3Y*

54.75%

5Y*

38.37%

10Y*

23.01%

*Annualized

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Suzano S.A.

NRG Energy, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 3535
Overall Rank
The Sharpe Ratio Rank of SUZ is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of SUZ is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SUZ is 3131
Omega Ratio Rank
The Calmar Ratio Rank of SUZ is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SUZ is 3535
Martin Ratio Rank

NRG
The Risk-Adjusted Performance Rank of NRG is 9292
Overall Rank
The Sharpe Ratio Rank of NRG is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of NRG is 8989
Sortino Ratio Rank
The Omega Ratio Rank of NRG is 8989
Omega Ratio Rank
The Calmar Ratio Rank of NRG is 9797
Calmar Ratio Rank
The Martin Ratio Rank of NRG is 9494
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.


The current SUZ Sharpe Ratio is -0.23, which is lower than the NRG Sharpe Ratio of 1.62. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SUZ vs. NRG - Dividend Comparison

SUZ's dividend yield for the trailing twelve months is around 3.80%, more than NRG's 1.09% yield.


TTM20242023202220212020201920182017201620152014
SUZ
Suzano S.A.
3.80%3.26%2.09%6.42%0.00%0.00%1.14%0.54%2.76%1.86%2.67%3.93%
NRG
NRG Energy, Inc.
1.09%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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SUZ vs. NRG - Volatility Comparison

The current volatility for Suzano S.A. (SUZ) is 7.31%, while NRG Energy, Inc. (NRG) has a volatility of 24.10%. 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.


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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


2.00B4.00B6.00B8.00B10.00B12.00B14.00B20212022202320242025
14.18B
8.59B
(SUZ) Total Revenue
(NRG) Total Revenue
Values in USD except per share items