NRG·NRG Energy, Inc.

Realized volatility (21d)

45.8% 78th pct

Below its peak

-45.2%

vs 200-day average

-27.5%

Up days (1y)

47%

NRG Energy, Inc. is currently running 45.8% annualised volatility over the last 21 sessions. Measured against NRG's own 13 years of daily returns rather than a market-wide average, that is the 78th percentile — elevated for this stock, against a typical reading of 32.9%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

NRG is trading -45.2% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -26.7%, and the deepest was -67.1% in 2015. The current drawdown is already deeper than this stock's typical annual low point, which puts it in the part of its range where past recoveries began — and where past declines also continued.

Price sits -27.5% from its 200-day moving average. Against every other day in its history, that gap ranks at the 4th percentile — a narrower gap than it typically runs. Over the past year NRG closed higher on 47% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 14 years of records, NRG finished the month higher 8 of 14 times, with a median return of +1.9% and an average of +1.3%. Its strongest month historically has been May at +4.9% on average, its weakest September at -1.8%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: NRG has opened more than 2% away from the prior close in 200 of 3,268 sessions (6.1% of the time), with the largest gaps running +12.3% and -8.3%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

Across the last 3 dated reports on file, NRG moved an average of 3.0% in the session after earnings, closing higher 1 of those 3 times, with a median move of -0.4% and a largest of -5.6%.

All figures computed from 3,269 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against NRG's own 13-year history, not a peer group or index.