VOLMX vs. NRG

Last updated Jun 23, 2026

VOLMX (Volumetric Fund) is Large Cap Blend Equities fund managed by Volumetric, while NRG (NRG Energy, Inc.) is a stock. Over the past 10 years, VOLMX returned 5.75%/yr vs 28.42%/yr for NRG. At a 0.45 correlation, their price movements are largely independent.

Performance

VOLMX vs. NRG - Performance Comparison

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

Returns By Period

In the year-to-date period, VOLMX achieves a 11.12% return, which is significantly higher than NRG's -12.23% return. Over the past 10 years, VOLMX has underperformed NRG with an annualized return of 5.75%, while NRG has yielded a comparatively higher 28.42% annualized return.

VOLMX

• 1D: 0.69%
• 1M: 5.14%
• YTD: 11.12%
• 6M: 9.72%
• 1Y: 15.92%
• 3Y*: 8.33%
• 5Y*: 4.75%
• 10Y*: 5.75%

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%

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

VOLMX vs. NRG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VOLMX Volumetric Fund	11.12%	1.52%	5.77%	12.57%	-14.29%	17.79%	10.05%	20.13%	-10.31%	9.08%
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 VOLMX and NRG is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (3Y) Calculated over the trailing 3-year period	0.43
Correlation (5Y) Calculated over the trailing 5-year period	0.48
Correlation (10Y) Calculated over the trailing 10-year period	0.45
Correlation (All Time) Calculated using the full available price history since Dec 2, 2003	0.45

The correlation between VOLMX and NRG shifts across timeframes, from 0.36 (1 year) to 0.48 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

VOLMX vs. NRG — Risk / Return Rank

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

VOLMX

VOLMX Risk / Return Rank: 26
VOLMX Sharpe Ratio Rank: 25
VOLMX Sortino Ratio Rank: 25
VOLMX Omega Ratio Rank: 24
VOLMX Calmar Ratio Rank: 27
VOLMX Martin Ratio Rank: 32

NRG

NRG Risk / Return Rank: 34
NRG Sharpe Ratio Rank: 35
NRG Sortino Ratio Rank: 33
NRG Omega Ratio Rank: 33
NRG Calmar Ratio Rank: 35
NRG Martin Ratio Rank: 32

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.

VOLMX vs. NRG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Volumetric Fund (VOLMX) 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.

	VOLMX	NRG	Difference
Sharpe ratio: Return per unit of total volatility	1.32	-0.17	+1.49
Sortino ratio: Return per unit of downside risk	1.94	0.07	+1.87
Omega ratio: Gain probability vs. loss probability	1.24	1.01	+0.23
Calmar ratio: Return relative to maximum drawdown	1.83	-0.22	+2.05
Martin ratio: Return relative to average drawdown	6.84	-0.53	+7.37

VOLMX vs. NRG - Sharpe Ratio Comparison

The current VOLMX Sharpe Ratio is 1.32, which is higher than the NRG Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of VOLMX and NRG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VOLMX vs. NRG - Drawdown Comparison

The maximum VOLMX drawdown since its inception was -49.79%, smaller than the maximum NRG drawdown of -79.41%. Use the drawdown chart below to compare losses from any high point for VOLMX and NRG.

Drawdown Indicators

	VOLMX	NRG	Difference
Max Drawdown Largest peak-to-trough decline	-49.79%	-79.41%	+29.62%
Max Drawdown (1Y) Largest decline over 1 year	-8.67%	-34.24%	+25.57%
Max Drawdown (3Y) Largest decline over 3 years	-24.09%	-34.24%	+10.15%
Max Drawdown (5Y) Largest decline over 5 years	-24.09%	-34.24%	+10.15%
Max Drawdown (10Y) Largest decline over 10 years	-28.21%	-48.76%	+20.55%
Current Drawdown Current decline from peak	-0.84%	-24.29%	+23.45%
Average Drawdown Average peak-to-trough decline	-9.49%	-27.99%	+18.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.32%	14.25%	-11.93%

Volatility

VOLMX vs. NRG - Volatility Comparison

The current volatility for Volumetric Fund (VOLMX) is 4.73%, while NRG Energy, Inc. (NRG) has a volatility of 12.42%. This indicates that VOLMX 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.

Volatility by Period

	VOLMX	NRG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.73%	12.42%	-7.69%
Volatility (6M) Calculated over the trailing 6-month period	9.78%	34.43%	-24.65%
Volatility (1Y) Calculated over the trailing 1-year period	12.00%	45.24%	-33.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.03%	40.01%	-25.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.66%	39.17%	-24.51%

Dividends

VOLMX vs. NRG - Dividend Comparison

VOLMX's dividend yield for the trailing twelve months is around 1.71%, more than NRG's 1.32% yield.

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%
VOLMX Volumetric Fund	1.71%	1.89%	0.00%	3.28%	5.47%	8.02%	1.03%	3.36%	2.39%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VOLMX and NRG in my portfolio?

VOLMX and NRG have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VOLMX or NRG?

NRG has higher volatility (12.42%) compared to VOLMX (4.73%). In terms of maximum drawdown, VOLMX dropped -49.79% vs NRG's -79.41%.

Which has better risk-adjusted returns?

VOLMX currently has the higher Sharpe Ratio (1.32 vs -0.17), 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.