Nuclear Power - Electrical Engineering

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Nuclear Power - Electrical Engineering

Currency in USD · Last updated May 27, 2025

Nuclear Power & Electrical Engineering - add GEV

Asset Allocation

Position	Category/Sector	Target Weight
CEG Constellation Energy Corp	Utilities	8%
EME EMCOR Group, Inc.	Industrials	7.50%
EMR Emerson Electric Co.	Industrials	8%
ETN Eaton Corporation plc	Industrials	8%
IESC IES Holdings, Inc.	Industrials	8%
ITRI Itron, Inc.	Technology	7%
NEE NextEra Energy, Inc.	Utilities	8%
NRG NRG Energy, Inc.	Utilities	7.50%
OKLO Oklo Inc.	Utilities	4%
PAM Pampa Energía S.A.	Utilities	8%
PEG Public Service Enterprise Group Incorporated	Utilities	8%
PWR Quanta Services, Inc.	Industrials	8%
SMR Nuscale Power Corp	Industrials	4%
VRT Vertiv Holdings Co.	Industrials	6%

Benchmark

S&P 500

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Performance

Performance Chart

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The earliest data available for this chart is Feb 2, 2022, corresponding to the inception date of CEG

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-1.34%	5.02%	-3.08%	9.39%	14.45%	10.68%
Nuclear Power - Electrical Engineering	16.44%	22.24%	4.22%	44.83%	N/A	N/A
Portfolio components:
CEG Constellation Energy Corp	33.41%	33.59%	19.89%	30.05%	N/A	N/A
PEG Public Service Enterprise Group Incorporated	-5.79%	-2.55%	-13.85%	8.48%	14.26%	10.04%
NRG NRG Energy, Inc.	76.39%	46.27%	73.22%	86.90%	38.97%	22.88%
ETN Eaton Corporation plc	-2.56%	11.55%	-14.16%	-4.56%	34.97%	19.27%
PWR Quanta Services, Inc.	6.18%	16.71%	-2.14%	18.48%	58.18%	28.01%
EME EMCOR Group, Inc.	2.19%	12.94%	-9.22%	16.49%	50.07%	26.82%
ITRI Itron, Inc.	3.73%	2.01%	-5.11%	2.82%	13.03%	11.98%
IESC IES Holdings, Inc.	21.70%	21.43%	-12.55%	52.38%	60.30%	41.65%
VRT Vertiv Holdings Co.	-8.30%	19.77%	-21.07%	-1.79%	54.00%	N/A
EMR Emerson Electric Co.	-3.77%	12.80%	-10.16%	6.12%	18.74%	9.82%
PAM Pampa Energía S.A.	-6.35%	7.82%	-0.33%	80.14%	47.44%	18.77%
NEE NextEra Energy, Inc.	-4.70%	2.53%	-10.86%	-9.06%	5.51%	13.24%
OKLO Oklo Inc.	130.19%	105.86%	113.31%	381.48%	N/A	N/A
SMR Nuscale Power Corp	68.66%	81.51%	7.77%	288.69%	N/A	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of Nuclear Power - Electrical Engineering, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	9.43%	-10.75%	-9.32%	6.92%	22.98%								16.44%
2024	-0.15%	16.23%	12.22%	4.30%	10.60%	-5.17%	2.11%	3.31%	11.60%	11.39%	16.17%	-12.89%	89.06%
2023	2.96%	0.63%	0.75%	0.23%	4.70%	11.40%	3.48%	6.34%	-7.23%	-1.68%	8.43%	6.52%	41.48%
2022		-6.03%	7.13%	-8.17%	3.81%	-6.92%	13.89%	-0.48%	-7.49%	13.64%	5.51%	-2.85%	9.12%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Nuclear Power - Electrical Engineering has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 82, Nuclear Power - Electrical Engineering is among the top 18% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
CEG Constellation Energy Corp	0.51	1.18	1.16	0.69	1.65
PEG Public Service Enterprise Group Incorporated	0.48	0.63	1.09	0.48	1.00
NRG NRG Energy, Inc.	1.80	2.44	1.33	3.57	10.30
ETN Eaton Corporation plc	-0.10	0.14	1.02	-0.10	-0.24
PWR Quanta Services, Inc.	0.51	0.99	1.14	0.69	1.72
EME EMCOR Group, Inc.	0.45	0.84	1.13	0.54	1.33
ITRI Itron, Inc.	0.16	0.47	1.06	0.20	0.46
IESC IES Holdings, Inc.	0.75	1.40	1.18	1.09	2.21
VRT Vertiv Holdings Co.	0.04	0.60	1.08	0.08	0.19
EMR Emerson Electric Co.	0.22	0.49	1.07	0.20	0.52
PAM Pampa Energía S.A.	1.85	2.21	1.27	2.20	6.35
NEE NextEra Energy, Inc.	-0.26	-0.25	0.97	-0.39	-0.75
OKLO Oklo Inc.	4.01	3.78	1.43	8.03	17.03
SMR Nuscale Power Corp	2.96	3.03	1.34	5.29	9.61

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Nuclear Power - Electrical Engineering Sharpe ratios as of May 27, 2025 (values are recalculated daily):

1-Year: 1.28
All Time: 1.58

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.49 to 1.03, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Nuclear Power - Electrical Engineering compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Nuclear Power - Electrical Engineering provided a 0.90% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.90%	0.90%	1.17%	1.22%	0.96%	1.10%	0.95%	1.12%	0.99%	1.25%	1.63%	1.17%
Portfolio components:
CEG Constellation Energy Corp	0.62%	0.63%	0.97%	0.65%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PEG Public Service Enterprise Group Incorporated	3.08%	2.84%	3.73%	3.53%	3.06%	3.36%	3.18%	3.46%	3.34%	3.74%	4.03%	3.57%
NRG NRG Energy, Inc.	1.07%	1.81%	2.92%	4.40%	3.02%	3.20%	0.30%	0.30%	0.42%	1.92%	4.93%	2.00%
ETN Eaton Corporation plc	1.23%	1.13%	1.43%	2.06%	1.76%	2.43%	3.00%	3.85%	3.04%	3.40%	4.23%	2.88%
PWR Quanta Services, Inc.	0.11%	0.09%	0.15%	0.25%	0.16%	0.29%	0.42%	0.13%	0.00%	0.00%	0.00%	0.00%
EME EMCOR Group, Inc.	0.22%	0.20%	0.32%	0.36%	0.41%	0.35%	0.37%	0.54%	0.39%	0.45%	0.67%	0.72%
ITRI Itron, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IESC IES Holdings, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VRT Vertiv Holdings Co.	0.12%	0.10%	0.05%	0.07%	0.04%	0.05%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EMR Emerson Electric Co.	1.78%	1.70%	2.14%	2.15%	2.18%	2.49%	2.58%	3.26%	2.76%	3.42%	3.94%	2.85%
PAM Pampa Energía S.A.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NEE NextEra Energy, Inc.	3.12%	2.87%	3.08%	2.03%	1.65%	1.81%	2.06%	2.55%	2.52%	2.91%	2.96%	2.73%
OKLO Oklo Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SMR Nuscale Power Corp	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Nuclear Power - Electrical Engineering. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Nuclear Power - Electrical Engineering was 33.94%, occurring on Apr 4, 2025. The portfolio has not yet recovered.

The current Nuclear Power - Electrical Engineering drawdown is 4.02%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-33.94%	Jan 24, 2025	50	Apr 4, 2025	—	—	—
-15.74%	Apr 21, 2022	40	Jun 16, 2022	34	Aug 5, 2022	74
-14.16%	Dec 2, 2024	13	Dec 18, 2024	20	Jan 21, 2025	33
-13.07%	Sep 13, 2022	14	Sep 30, 2022	25	Nov 4, 2022	39
-12.37%	May 29, 2024	47	Aug 5, 2024	32	Sep 19, 2024	79

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 14 assets, with an effective number of assets of 13.49, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	OKLO	PAM	NEE	SMR	PEG	IESC	CEG	NRG	ITRI	VRT	EMR	EME	PWR	ETN	Portfolio
^GSPC	1.00	0.22	0.34	0.38	0.32	0.40	0.47	0.49	0.51	0.65	0.64	0.69	0.59	0.62	0.71	0.73
OKLO	0.22	1.00	0.11	0.10	0.32	0.17	0.23	0.27	0.27	0.19	0.25	0.17	0.20	0.20	0.24	0.40
PAM	0.34	0.11	1.00	0.22	0.24	0.25	0.26	0.33	0.27	0.29	0.29	0.31	0.30	0.34	0.31	0.50
NEE	0.38	0.10	0.22	1.00	0.20	0.60	0.18	0.32	0.34	0.33	0.15	0.31	0.25	0.32	0.26	0.42
SMR	0.32	0.32	0.24	0.20	1.00	0.22	0.28	0.36	0.31	0.32	0.31	0.29	0.31	0.33	0.30	0.55
PEG	0.40	0.17	0.25	0.60	0.22	1.00	0.26	0.42	0.47	0.31	0.21	0.37	0.34	0.36	0.37	0.50
IESC	0.47	0.23	0.26	0.18	0.28	0.26	1.00	0.40	0.42	0.45	0.48	0.45	0.59	0.55	0.54	0.67
CEG	0.49	0.27	0.33	0.32	0.36	0.42	0.40	1.00	0.57	0.37	0.45	0.40	0.49	0.49	0.51	0.70
NRG	0.51	0.27	0.27	0.34	0.31	0.47	0.42	0.57	1.00	0.39	0.46	0.44	0.50	0.50	0.52	0.67
ITRI	0.65	0.19	0.29	0.33	0.32	0.31	0.45	0.37	0.39	1.00	0.50	0.56	0.55	0.54	0.56	0.67
VRT	0.64	0.25	0.29	0.15	0.31	0.21	0.48	0.45	0.46	0.50	1.00	0.53	0.60	0.57	0.68	0.72
EMR	0.69	0.17	0.31	0.31	0.29	0.37	0.45	0.40	0.44	0.56	0.53	1.00	0.58	0.60	0.69	0.68
EME	0.59	0.20	0.30	0.25	0.31	0.34	0.59	0.49	0.50	0.55	0.60	0.58	1.00	0.66	0.69	0.73
PWR	0.62	0.20	0.34	0.32	0.33	0.36	0.55	0.49	0.50	0.54	0.57	0.60	0.66	1.00	0.66	0.75
ETN	0.71	0.24	0.31	0.26	0.30	0.37	0.54	0.51	0.52	0.56	0.68	0.69	0.69	0.66	1.00	0.76
Portfolio	0.73	0.40	0.50	0.42	0.55	0.50	0.67	0.70	0.67	0.67	0.72	0.68	0.73	0.75	0.76	1.00

The correlation results are calculated based on daily price changes starting from Feb 3, 2022

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Nuclear Power - Electrical Engineering

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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