XLU vs. NRG
XLU (State Street Utilities Select Sector SPDR ETF) is Utilities Equities fund tracking the Utilities Select Sector Index, while NRG (NRG Energy, Inc.) is a stock. Over the past 10 years, XLU returned 9.15%/yr vs 28.74%/yr for NRG. Their 0.48 correlation means their historical movements had little consistent relationship.
Performance
XLU vs. NRG - Performance Comparison
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Returns By Period
In the year-to-date period, XLU achieves a 5.31% return, which is significantly higher than NRG's -12.19% return. Over the past 10 years, XLU has underperformed NRG with an annualized return of 9.15%, while NRG has yielded a comparatively higher 28.74% annualized return.
XLU
- 1D
- 0.02%
- 1M
- -3.06%
- 6M
- 5.48%
- YTD
- 5.31%
- 1Y
- 6.29%
- 3Y*
- 14.91%
- 5Y*
- 9.09%
- 10Y*
- 9.15%
- ALL TIME*
- 7.66%
NRG
- 1D
- 3.48%
- 1M
- 1.65%
- 6M
- -6.52%
- YTD
- -12.19%
- 1Y
- -16.37%
- 3Y*
- 57.41%
- 5Y*
- 30.49%
- 10Y*
- 28.74%
- ALL TIME*
- 14.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $343.39M | $305.89M | $366.18M | |
| $861.26M | $820.83M | $918.15M |
XLU vs. NRG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLU State Street Utilities Select Sector SPDR ETF | 5.31% | 16.03% | 23.31% | -7.18% | 1.44% | 17.70% | 0.51% | 25.93% | 3.94% | 12.05% |
NRG NRG Energy, Inc. | -12.19% | 78.91% | 78.58% | 69.36% | -23.47% | 18.54% | -2.14% | 0.69% | 39.59% | 133.69% |
Correlation
The correlation between XLU and NRG is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.51 |
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 | 0.48 |
The correlation between XLU and NRG has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.
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Return for Risk
XLU vs. NRG — Risk / Return Rank
XLU
NRG
XLU vs. NRG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Utilities Select Sector SPDR ETF (XLU) 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.
| XLU | NRG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 0.98 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | -0.48 | +1.17 |
| Martin ratioReturn relative to average drawdown | 1.40 | -1.00 | +2.40 |
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Drawdowns
XLU vs. NRG - Drawdown Comparison
The maximum XLU drawdown since its inception was -51.98%, smaller than the maximum NRG drawdown of -79.41%. Use the drawdown chart below to compare losses from any high point for XLU and NRG.
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Drawdown Indicators
| XLU | NRG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.98% | -79.41% | +27.43% |
Max Drawdown (1Y)Largest decline over 1 year | -9.18% | -34.24% | +25.06% |
Max Drawdown (3Y)Largest decline over 3 years | -13.15% | -34.24% | +21.09% |
Max Drawdown (5Y)Largest decline over 5 years | -25.26% | -34.24% | +8.98% |
Max Drawdown (10Y)Largest decline over 10 years | -36.07% | -48.76% | +12.69% |
Current DrawdownCurrent decline from peak | -5.81% | -24.26% | +18.45% |
Average DrawdownAverage peak-to-trough decline | -10.19% | -27.98% | +17.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.49% | 16.48% | -11.99% |
Volatility
XLU vs. NRG - Volatility Comparison
The current volatility for State Street Utilities Select Sector SPDR ETF (XLU) is 3.95%, while NRG Energy, Inc. (NRG) has a volatility of 15.24%. This indicates that XLU 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
| XLU | NRG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 15.24% | -11.29% |
Volatility (6M)Calculated over the trailing 6-month period | 12.01% | 35.53% | -23.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.02% | 46.83% | -31.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.34% | 40.45% | -23.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.30% | 39.22% | -19.92% |
Dividends
XLU vs. NRG - Dividend Comparison
XLU's dividend yield for the trailing twelve months is around 2.69%, more than NRG's 1.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NRG NRG Energy, Inc. | 1.35% | 1.11% | 1.81% | 2.92% | 4.40% | 3.02% | 3.20% | 0.30% | 0.30% | 0.42% | 1.92% | 4.93% |
XLU State Street Utilities Select Sector SPDR ETF | 2.69% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
Frequently Asked Questions
XLU and NRG have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NRG has higher volatility (15.24%) compared to XLU (3.95%). In terms of maximum drawdown, XLU dropped -51.98% vs NRG's -79.41%.
XLU currently has the higher Sharpe Ratio (0.42 vs -0.35), 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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