NRG vs YJ: Correlation
NRG Energy (NRG) and Yunji Inc. - American Depository Shares (YJ) show a negative relationship: their 3-year correlation of weekly returns is -0.23.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are NRG and YJ?
On 3 years of weekly data the NRG/YJ correlation comes out at -0.23, negative, meaning they tend to move in opposite directions. Lately the two have drifted apart, with the 1-year correlation at -0.40 versus -0.23 over 3 years. The 5-year figure is -0.17, and annualized covariance runs at -1420.8 %².
By 3-year correlation, YJ places #26 of the 31 assets tracked against NRG. The last year tells two different stories: YJ led by 105.1 percentage points, -21.8% for NRG against +83.3% for YJ. Note the risk asymmetry: YJ runs 3.1 times the annualized volatility of the other leg, so equal-weighting the two is not an equal-risk position.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
NRG vs YJ: side by side
| NRG (NRG Energy) | YJ (Yunji Inc. - American Depository Shares) | |
|---|---|---|
| 1-year return | -21.8% | +83.3% |
| 5-year return | +191.5% | -89.8% |
| Volatility (ann.) | 44.4% | 139.4% |
| Beta vs S&P 500 | 1.30 | 0.56 |
| Max drawdown (3Y) | -38.9% | -73.6% |
| Market cap | $24.1B | – |
| P/E (trailing) | 30.2 | 1.5 |
| Dividend yield | 1.61% | 0.00% |
| Sector / category | Utilities | US Listed |
Year-by-year returns
| Year | NRG | YJ |
|---|---|---|
| 2022 | -23.5% | +30.7% |
| 2023 | +69.4% | -91.3% |
| 2024 | +78.6% | -43.4% |
| 2025 | +78.9% | -26.7% |
| 2026 | -27.5% | +170.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are NRG and YJ good diversifiers for each other?
Yes: at -0.23, the two have gone their own ways historically, which is what genuine diversification looks like.
FAQ
What is the correlation between NRG and YJ?
Using weekly returns as of 2026-08-27: -0.23 over 3 years, with -0.40 over the last year and -0.17 over 5 years.
Is YJ a good diversifier for NRG?
Yes: at -0.23, the two have gone their own ways historically, which is what genuine diversification looks like.
What does a correlation of -0.23 mean?
A reading of -0.23 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/nrg-vs-yj.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/nrg-vs-yj/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: NRG correlations · YJ correlations
