VOLMX vs. NRG
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOLMX or NRG.
Key characteristics
| VOLMX | NRG | |
|---|---|---|
| YTD Return | 19.44% | 90.30% |
| 1Y Return | 26.22% | 118.29% |
| 3Y Return (Ann) | -0.46% | 45.10% |
| 5Y Return (Ann) | 4.57% | 24.27% |
| 10Y Return (Ann) | 3.25% | 13.88% |
| Sharpe Ratio | 2.12 | 3.45 |
| Sortino Ratio | 2.89 | 3.80 |
| Omega Ratio | 1.39 | 1.53 |
| Calmar Ratio | 1.15 | 5.93 |
| Martin Ratio | 11.99 | 19.93 |
| Ulcer Index | 2.14% | 5.79% |
| Daily Std Dev | 12.11% | 33.42% |
| Max Drawdown | -49.43% | -79.41% |
| Current Drawdown | -2.07% | -0.27% |
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.
Performance
VOLMX vs. NRG - Performance Comparison
In the year-to-date period, VOLMX achieves a 19.44% return, which is significantly lower than NRG's 90.30% return. Over the past 10 years, VOLMX has underperformed NRG with an annualized return of 3.25%, while NRG has yielded a comparatively higher 13.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VOLMX vs. NRG - Risk-Adjusted Performance 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.
Dividends
VOLMX vs. NRG - Dividend Comparison
VOLMX has not paid dividends to shareholders, while NRG's dividend yield for the trailing twelve months is around 1.70%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOLMX Volumetric Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 10.48% | 6.56% | 0.00% |
NRG NRG Energy, Inc. | 1.70% | 2.92% | 4.40% | 3.02% | 3.20% | 0.30% | 0.30% | 0.42% | 1.92% | 4.93% | 2.00% | 1.57% |
Drawdowns
VOLMX vs. NRG - Drawdown Comparison
The maximum VOLMX drawdown since its inception was -49.43%, 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. For additional features, visit the drawdowns tool.
Volatility
VOLMX vs. NRG - Volatility Comparison
The current volatility for Volumetric Fund (VOLMX) is 4.12%, while NRG Energy, Inc. (NRG) has a volatility of 11.06%. 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.