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Challenger Energy Group plc (CEG.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINIM00BN2RD444
SectorEnergy
IndustryOil & Gas E&P

Highlights

Market Cap£17.32M
Revenue (TTM)£3.47M
Gross Profit (TTM)-£471.00K
EBITDA (TTM)-£5.32M
Year Range£0.04 - £0.17

Share Price Chart


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Challenger Energy Group plc

Popular comparisons: CEG.L vs. CWEN, CEG.L vs. SRE, CEG.L vs. BTC-USD, CEG.L vs. SMH, CEG.L vs. MCD

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Challenger Energy Group plc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%NovemberDecember2024FebruaryMarchApril
100.00%
19.27%
CEG.L (Challenger Energy Group plc)
Benchmark (^GSPC)

S&P 500

Returns By Period

Challenger Energy Group plc had a return of 64.29% year-to-date (YTD) and 53.33% in the last 12 months. Over the past 10 years, Challenger Energy Group plc had an annualized return of -40.11%, while the S&P 500 had an annualized return of 10.46%, indicating that Challenger Energy Group plc did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date64.29%5.84%
1 month15.00%-2.98%
6 months222.00%22.02%
1 year53.33%24.47%
5 years (annualized)-61.15%11.44%
10 years (annualized)-40.11%10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-10.20%42.05%12.00%
2023-41.10%51.16%61.54%-6.67%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CEG.L is 73, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of CEG.L is 7373
Challenger Energy Group plc(CEG.L)
The Sharpe Ratio Rank of CEG.L is 6868Sharpe Ratio Rank
The Sortino Ratio Rank of CEG.L is 7777Sortino Ratio Rank
The Omega Ratio Rank of CEG.L is 7676Omega Ratio Rank
The Calmar Ratio Rank of CEG.L is 7272Calmar Ratio Rank
The Martin Ratio Rank of CEG.L is 6969Martin 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

The charts below present risk-adjusted performance metrics for Challenger Energy Group plc (CEG.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CEG.L
Sharpe ratio
The chart of Sharpe ratio for CEG.L, currently valued at 0.54, compared to the broader market-2.00-1.000.001.002.003.004.000.54
Sortino ratio
The chart of Sortino ratio for CEG.L, currently valued at 1.73, compared to the broader market-4.00-2.000.002.004.006.001.73
Omega ratio
The chart of Omega ratio for CEG.L, currently valued at 1.22, compared to the broader market0.501.001.501.22
Calmar ratio
The chart of Calmar ratio for CEG.L, currently valued at 0.53, compared to the broader market0.002.004.006.000.53
Martin ratio
The chart of Martin ratio for CEG.L, currently valued at 1.93, compared to the broader market0.0010.0020.0030.001.93
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market-2.00-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-4.00-2.000.002.004.006.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.501.001.501.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0010.0020.0030.008.05

Sharpe Ratio

The current Challenger Energy Group plc Sharpe ratio is 0.54. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
0.54
1.85
CEG.L (Challenger Energy Group plc)
Benchmark (^GSPC)

Dividends

Dividend History


Challenger Energy Group plc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-99.96%
-2.71%
CEG.L (Challenger Energy Group plc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Challenger Energy Group plc. 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 Challenger Energy Group plc was 99.99%, occurring on Oct 5, 2023. The portfolio has not yet recovered.

The current Challenger Energy Group plc drawdown is 99.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.99%Jan 4, 20054488Oct 5, 2023
-11.11%Dec 14, 20046Dec 21, 20045Dec 30, 200411

Volatility

Volatility Chart

The current Challenger Energy Group plc volatility is 19.01%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril
19.01%
4.45%
CEG.L (Challenger Energy Group plc)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Challenger Energy Group plc over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

Income Before Tax

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Operating Income

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EBIT

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Earnings From Continuing Operations

0.00

Net Income

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Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

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Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items