VOLMX vs. NRG
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 5.38%/yr vs 28.16%/yr for NRG. Their 0.45 correlation means their historical movements had little consistent relationship.
Performance
VOLMX vs. NRG - Performance Comparison
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Returns By Period
In the year-to-date period, VOLMX achieves a 9.35% return, which is significantly higher than NRG's -15.15% return. Over the past 10 years, VOLMX has underperformed NRG with an annualized return of 5.38%, while NRG has yielded a comparatively higher 28.16% annualized return.
VOLMX
- 1D
- 1.17%
- 1M
- 0.04%
- 6M
- 7.85%
- YTD
- 9.35%
- 1Y
- 11.95%
- 3Y*
- 6.29%
- 5Y*
- 3.51%
- 10Y*
- 5.38%
- ALL TIME*
- 4.39%
NRG
- 1D
- 0.24%
- 1M
- -1.76%
- 6M
- -11.47%
- YTD
- -15.15%
- 1Y
- -19.19%
- 3Y*
- 55.21%
- 5Y*
- 29.91%
- 10Y*
- 28.16%
- ALL TIME*
- 13.87%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $334.61M | $308.87M | $365.54M | |
VOLMX Volumetric Fund | $0.00 | $0.00 | $0.00 |
VOLMX vs. NRG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VOLMX Volumetric Fund | 9.35% | 1.52% | 5.77% | 12.57% | -14.29% | 17.79% | 10.05% | 20.13% | -10.31% | 9.08% |
NRG NRG Energy, Inc. | -15.15% | 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 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.47 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 2003 | 0.45 |
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Return for Risk
VOLMX vs. NRG — Risk / Return Rank
VOLMX
NRG
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 ratioReturn per unit of total volatility | +1.22 | ||
| Sortino ratioReturn per unit of downside risk | +1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.97 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | -0.55 | +1.71 |
| Martin ratioReturn relative to average drawdown | 4.29 | -1.15 | +5.44 |
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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.
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Drawdown Indicators
| VOLMX | NRG | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.42% | -26.80% | +24.38% |
Average DrawdownAverage peak-to-trough decline | -9.47% | -27.98% | +18.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 16.41% | -14.07% |
Volatility
VOLMX vs. NRG - Volatility Comparison
The current volatility for Volumetric Fund (VOLMX) is 3.43%, while NRG Energy, Inc. (NRG) has a volatility of 15.10%. 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.
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Volatility by Period
| VOLMX | NRG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 15.10% | -11.67% |
Volatility (6M)Calculated over the trailing 6-month period | 10.00% | 35.36% | -25.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.34% | 46.61% | -34.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 40.41% | -26.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.59% | 39.21% | -24.62% |
Dividends
VOLMX vs. NRG - Dividend Comparison
VOLMX's dividend yield for the trailing twelve months is around 1.73%, more than NRG's 1.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NRG NRG Energy, Inc. | 1.04% | 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 | 1.73% | 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
VOLMX and NRG have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NRG has higher volatility (15.10%) compared to VOLMX (3.43%). In terms of maximum drawdown, VOLMX dropped -49.79% vs NRG's -79.41%.
VOLMX currently has the higher Sharpe Ratio (0.81 vs -0.40), 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.
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