VOLMX vs. NRG

Last updated Apr 1, 2026

Compare and contrast key facts about Volumetric Fund (VOLMX) and NRG Energy, Inc. (NRG).

VOLMX is managed by Volumetric. It was launched on Jan 2, 1979.

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.

VOLMX vs. NRG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VOLMX Volumetric Fund	-5.56%	1.52%	5.77%	12.57%	-14.29%	17.79%	10.05%	20.13%	-10.31%	9.08%
NRG NRG Energy, Inc.	-7.94%	78.91%	78.58%	69.36%	-23.47%	18.54%	-2.14%	0.69%	39.59%	133.69%

Returns By Period

In the year-to-date period, VOLMX achieves a -5.56% return, which is significantly higher than NRG's -7.94% return. Over the past 10 years, VOLMX has underperformed NRG with an annualized return of 4.19%, while NRG has yielded a comparatively higher 30.24% annualized return.

VOLMX

• 1D: -0.36%
• 1M: -7.12%
• YTD: -5.56%
• 6M: -6.28%
• 1Y: 1.32%
• 3Y*: 3.62%
• 5Y*: 1.83%
• 10Y*: 4.19%

NRG

• 1D: 3.48%
• 1M: -18.34%
• YTD: -7.94%
• 6M: -9.25%
• 1Y: 54.99%
• 3Y*: 65.95%
• 5Y*: 35.06%
• 10Y*: 30.24%

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

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: 7
VOLMX Sharpe Ratio Rank: 8
VOLMX Sortino Ratio Rank: 7
VOLMX Omega Ratio Rank: 7
VOLMX Calmar Ratio Rank: 7
VOLMX Martin Ratio Rank: 7

NRG

NRG Risk / Return Rank: 77
NRG Sharpe Ratio Rank: 76
NRG Sortino Ratio Rank: 74
NRG Omega Ratio Rank: 74
NRG Calmar Ratio Rank: 82
NRG Martin Ratio Rank: 80

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.

	VOLMX	NRG	Difference
Sharpe ratio Return per unit of total volatility	0.14	1.04	-0.90
Sortino ratio Return per unit of downside risk	0.29	1.73	-1.44
Omega ratio Gain probability vs. loss probability	1.04	1.24	-0.20
Calmar ratio Return relative to maximum drawdown	0.03	2.38	-2.35
Martin ratio Return relative to average drawdown	0.13	5.73	-5.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VOLMX vs. NRG - Sharpe Ratio Comparison

The current VOLMX Sharpe Ratio is 0.14, which is lower than the NRG Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of VOLMX 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.

Sharpe Ratios by Period

	VOLMX	NRG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.14	1.04	-0.90
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.13	0.90	-0.77
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.29	0.78	-0.49
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.37	-0.09

Correlation

The correlation between VOLMX and NRG is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

VOLMX vs. NRG - Dividend Comparison

VOLMX's dividend yield for the trailing twelve months is around 2.01%, more than NRG's 1.23% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VOLMX Volumetric Fund	2.01%	1.89%	0.00%	3.28%	5.47%	8.02%	1.03%	3.36%	2.39%	0.00%	0.00%	0.00%
NRG NRG Energy, Inc.	1.23%	1.11%	1.81%	2.92%	4.40%	3.02%	3.20%	0.30%	0.30%	0.42%	1.92%	4.93%

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	-9.86%	-23.26%	+13.40%
Max Drawdown (5Y) Largest decline over 5 years	-24.09%	-32.62%	+8.53%
Max Drawdown (10Y) Largest decline over 10 years	-28.21%	-48.76%	+20.55%
Current Drawdown Current decline from peak	-15.72%	-20.59%	+4.87%
Average Drawdown Average peak-to-trough decline	-9.51%	-28.06%	+18.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.67%	9.68%	-7.01%

Volatility

VOLMX vs. NRG - Volatility Comparison

The current volatility for Volumetric Fund (VOLMX) is 3.52%, while NRG Energy, Inc. (NRG) has a volatility of 16.78%. 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	3.52%	16.78%	-13.26%
Volatility (6M) Calculated over the trailing 6-month period	8.21%	32.22%	-24.01%
Volatility (1Y) Calculated over the trailing 1-year period	14.42%	53.33%	-38.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.81%	39.07%	-25.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.55%	39.02%	-24.47%