WTI vs. NRG
WTI (W&T Offshore, Inc.) and NRG (NRG Energy, Inc.) are both stocks. WTI operates in Oil & Gas E&P (Energy), while NRG operates in Utilities - Independent Power Producers (Utilities). Over the past 10 years, WTI returned 7.75%/yr vs 28.16%/yr for NRG. Their 0.30 correlation means their historical movements had little consistent relationship.
Performance
WTI vs. NRG - Performance Comparison
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Returns By Period
In the year-to-date period, WTI achieves a 121.48% return, which is significantly higher than NRG's -15.15% return. Over the past 10 years, WTI has underperformed NRG with an annualized return of 7.75%, while NRG has yielded a comparatively higher 28.16% annualized return.
WTI
- 1D
- 3.76%
- 1M
- 16.18%
- 6M
- 66.36%
- YTD
- 121.48%
- 1Y
- 114.71%
- 3Y*
- -4.31%
- 5Y*
- -1.39%
- 10Y*
- 7.75%
- ALL TIME*
- -6.05%
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 | |
| $14.50M | $14.39M | $19.55M |
WTI vs. NRG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTI W&T Offshore, Inc. | 121.48% | 0.62% | -48.17% | -41.41% | 72.76% | 48.85% | -60.97% | 34.95% | 24.47% | 19.49% |
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 WTI and NRG is -0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.11 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2005 | 0.30 |
The correlation between WTI and NRG shifts across timeframes, from -0.09 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
Fundamentals
WTI:
$534.11M
NRG:
$28.33B
WTI:
-$0.95
NRG:
$1.21
WTI:
1.02
NRG:
0.82
WTI:
$521.61M
NRG:
$32.38B
WTI:
$15.24M
NRG:
$4.69B
WTI:
$68.54M
NRG:
$2.57B
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Return for Risk
WTI vs. NRG — Risk / Return Rank
WTI
NRG
WTI vs. NRG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for W&T Offshore, Inc. (WTI) 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.
| WTI | NRG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.65 | ||
| Sortino ratioReturn per unit of downside risk | +2.36 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.97 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | -0.55 | +3.21 |
| Martin ratioReturn relative to average drawdown | 5.33 | -1.15 | +6.48 |
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Drawdowns
WTI vs. NRG - Drawdown Comparison
The maximum WTI drawdown since its inception was -97.59%, which is greater than NRG's maximum drawdown of -79.41%. Use the drawdown chart below to compare losses from any high point for WTI and NRG.
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Drawdown Indicators
| WTI | NRG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.59% | -79.41% | -18.18% |
Max Drawdown (1Y)Largest decline over 1 year | -40.17% | -34.24% | -5.93% |
Max Drawdown (3Y)Largest decline over 3 years | -74.31% | -34.24% | -40.07% |
Max Drawdown (5Y)Largest decline over 5 years | -87.31% | -34.24% | -53.07% |
Max Drawdown (10Y)Largest decline over 10 years | -88.92% | -48.76% | -40.16% |
Current DrawdownCurrent decline from peak | -91.63% | -26.80% | -64.83% |
Average DrawdownAverage peak-to-trough decline | -74.20% | -27.98% | -46.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.00% | 16.41% | +3.59% |
Volatility
WTI vs. NRG - Volatility Comparison
W&T Offshore, Inc. (WTI) has a higher volatility of 23.17% compared to NRG Energy, Inc. (NRG) at 15.10%. This indicates that WTI'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.
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Volatility by Period
| WTI | NRG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.17% | 15.10% | +8.07% |
Volatility (6M)Calculated over the trailing 6-month period | 72.21% | 35.36% | +36.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 86.03% | 46.61% | +39.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.93% | 40.41% | +29.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.67% | 39.21% | +34.46% |
Dividends
WTI vs. NRG - Dividend Comparison
WTI's dividend yield for the trailing twelve months is around 1.11%, less 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% |
WTI W&T Offshore, Inc. | 1.11% | 2.45% | 2.41% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
WTI vs. NRG - Financials Comparison
This section allows you to compare key financial metrics between W&T Offshore, Inc. 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
WTI vs. NRG - Profitability Comparison
WTI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, W&T Offshore, Inc. reported a gross profit of 0.00 and revenue of 150.02M. Therefore, the gross margin over that period was 0.0%.
NRG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.
WTI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, W&T Offshore, Inc. reported an operating income of 14.64M and revenue of 150.02M, resulting in an operating margin of 9.8%.
NRG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, NRG Energy, Inc. reported an operating income of 328.00M and revenue of 10.26B, resulting in an operating margin of 3.2%.
WTI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, W&T Offshore, Inc. reported a net income of -22.53M and revenue of 150.02M, resulting in a net margin of -15.0%.
NRG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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
WTI and NRG have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTI has higher volatility (23.17%) compared to NRG (15.10%). In terms of maximum drawdown, WTI dropped -97.59% vs NRG's -79.41%.
WTI currently has the higher Sharpe Ratio (1.24 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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