NRG Energy (NRG): analysis and statistics
Return, volatility, Sharpe ratio and risk for NRG Energy, a component of the S&P 500 in the Utilities. Data as of 2026-10-29.
| Last close price | $96.97 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +35.05% |
| Total return over period | +145.13% |
| Annualized volatility | 46.87% |
| Period volatility | 80.97% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.64 |
| Sortino ratio | 2.42 |
| Max drawdown | -49.69% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.70% |
| Correlation with the S&P 500 | 0.48 |
| Period range | $40.12 – $183.47 |
| Trading days analyzed | 752 |
Over the last 3.0 years, NRG Energy (NRG) has posted an annualized return of +35.05% with annual volatility of 46.87%, a Sharpe ratio of 1.64. Its worst stretch (max drawdown from a peak) was -49.69%. Its correlation with the S&P 500 is 0.48, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how NRG would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, NRG Energy (NRG) is of the S&P 500.
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