WDC vs. NRG
WDC (Western Digital Corporation) and NRG (NRG Energy, Inc.) are both stocks. WDC operates in Computer Hardware (Technology), while NRG operates in Utilities - Independent Power Producers (Utilities). Over the past 10 years, WDC returned 32.86%/yr vs 26.54%/yr for NRG. At a 0.33 correlation, their price movements are largely independent.
Performance
WDC vs. NRG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WDC achieves a 206.10% return, which is significantly higher than NRG's -19.30% return. Over the past 10 years, WDC has outperformed NRG with an annualized return of 32.86%, while NRG has yielded a comparatively lower 26.54% annualized return.
WDC
- 1D
- 2.97%
- 1M
- 9.81%
- YTD
- 206.10%
- 6M
- 210.59%
- 1Y
- 852.85%
- 3Y*
- 160.14%
- 5Y*
- 56.39%
- 10Y*
- 32.86%
NRG
- 1D
- -1.15%
- 1M
- -7.53%
- YTD
- -19.30%
- 6M
- -21.70%
- 1Y
- -17.17%
- 3Y*
- 58.56%
- 5Y*
- 31.87%
- 10Y*
- 26.54%
WDC vs. NRG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WDC Western Digital Corporation | 206.10% | 283.68% | 13.86% | 65.99% | -51.62% | 17.73% | -10.89% | 77.14% | -51.90% | 19.83% |
NRG NRG Energy, Inc. | -19.30% | 78.91% | 78.58% | 69.36% | -23.47% | 18.54% | -2.14% | 0.69% | 39.59% | 133.69% |
Correlation
The correlation between WDC and NRG is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 2003 | 0.33 |
Fundamentals
WDC:
$23.29
NRG:
$1.21
WDC:
22.63
NRG:
105.45
WDC:
0.53
NRG:
1.58
WDC:
12.46
NRG:
0.78
WDC:
$11.78B
NRG:
$32.38B
WDC:
$5.35B
NRG:
$4.69B
WDC:
$10.88B
NRG:
$2.57B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WDC vs. NRG — Risk / Return Rank
WDC
NRG
WDC vs. NRG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Western Digital Corporation (WDC) 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.
| WDC | NRG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +13.72 | ||
| Sortino ratioReturn per unit of downside risk | +7.05 | ||
| Omega ratioGain probability vs. loss probability | 1.94 | 0.97 | +0.97 |
| Calmar ratioReturn relative to maximum drawdown | 41.84 | -0.53 | +42.36 |
| Martin ratioReturn relative to average drawdown | 146.77 | -1.31 | +148.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| WDC | NRG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 13.33 | -0.39 | +13.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.17 | 0.80 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.68 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.35 | -0.15 |
Drawdowns
WDC vs. NRG - Drawdown Comparison
The maximum WDC drawdown since its inception was -96.20%, which is greater than NRG's maximum drawdown of -79.41%. Use the drawdown chart below to compare losses from any high point for WDC and NRG.
Loading charts...
Drawdown Indicators
| WDC | NRG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.20% | -79.41% | -16.79% |
Max Drawdown (1Y)Largest decline over 1 year | -20.59% | -32.57% | +11.98% |
Max Drawdown (3Y)Largest decline over 3 years | -49.65% | -32.57% | -17.08% |
Max Drawdown (5Y)Largest decline over 5 years | -59.68% | -32.62% | -27.06% |
Max Drawdown (10Y)Largest decline over 10 years | -70.49% | -48.76% | -21.73% |
Current DrawdownCurrent decline from peak | -11.28% | -30.39% | +19.11% |
Average DrawdownAverage peak-to-trough decline | -52.09% | -28.00% | -24.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.86% | 13.14% | -7.28% |
Volatility
WDC vs. NRG - Volatility Comparison
Western Digital Corporation (WDC) has a higher volatility of 20.86% compared to NRG Energy, Inc. (NRG) at 13.75%. This indicates that WDC's price experiences larger fluctuations and is considered to be riskier than NRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WDC | NRG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.86% | 13.75% | +7.11% |
Volatility (6M)Calculated over the trailing 6-month period | 52.91% | 34.40% | +18.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.74% | 44.45% | +20.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.62% | 39.91% | +8.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.52% | 39.24% | +9.28% |
Dividends
WDC vs. NRG - Dividend Comparison
WDC's dividend yield for the trailing twelve months is around 0.09%, less than NRG's 1.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NRG NRG Energy, Inc. | 1.43% | 1.11% | 1.81% | 2.92% | 4.40% | 3.02% | 3.20% | 0.30% | 0.30% | 0.42% | 1.92% | 4.93% |
WDC Western Digital Corporation | 0.09% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 1.81% | 2.36% | 5.41% | 2.51% | 2.94% | 3.33% |
Financials
WDC vs. NRG - Financials Comparison
This section allows you to compare key financial metrics between Western Digital Corporation 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.
Total Revenue: Total amount of money received from sales and other business activities
WDC vs. NRG - Profitability Comparison
WDC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported a gross profit of 1.68B and revenue of 3.34B. Therefore, the gross margin over that period was 50.2%.
NRG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NRG Energy, Inc. reported a gross profit of 0.00 and revenue of 10.26B. Therefore, the gross margin over that period was 0.0%.
WDC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported an operating income of 1.14B and revenue of 3.34B, resulting in an operating margin of 34.0%.
NRG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NRG Energy, Inc. reported an operating income of 328.00M and revenue of 10.26B, resulting in an operating margin of 3.2%.
WDC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported a net income of 3.21B and revenue of 3.34B, resulting in a net margin of 96.0%.
NRG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NRG Energy, Inc. reported a net income of 125.00M and revenue of 10.26B, resulting in a net margin of 1.2%.
Frequently Asked Questions
WDC and NRG have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WDC has higher volatility (20.86%) compared to NRG (13.75%). In terms of maximum drawdown, WDC dropped -96.20% vs NRG's -79.41%.
WDC currently has the higher Sharpe Ratio (13.33 vs -0.39), 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.
Find the right allocation for WDC and NRG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer