NRG Energy (NRG): analysis and statistics
Return, volatility, Sharpe ratio and risk for NRG Energy, an S&P 500 component in the Utilities sector. Data as of 2026-07-30.
| Last close price | $133.95 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +55.21% |
| Total return over period | +271.33% |
| Annualized volatility | 44.59% |
| Sharpe ratio | 1.16 |
| Sortino ratio | 1.76 |
| Max drawdown | -34.24% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.31% |
| Correlation with the S&P 500 | 0.51 |
| Period range | $34.61 – $183.47 |
| Trading days analyzed | 752 |
Over the last 3.0 years, NRG Energy (NRG) has posted an annualized return of +55.21% with annual volatility of 44.59%, a Sharpe ratio of 1.16. Its worst stretch (max drawdown from a peak) was -34.24%. Its correlation with the S&P 500 is 0.51, 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 S&P 500 stocks, try the optimizer.
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