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Constellation Energy Corp (CEG) Sharpe Ratio: -0.27

Equity · Currency in USD · Last updated Jun 3, 2026

Constellation Energy Corporation generates and sells electricity in the United States. The company operates through five segments: Mid-Atlantic, Midwest, New York, ERCOT, and Other Power Regions. It sells natural gas, and other energy-related products and services. The company has approximately 32,355 megawatts of generating capacity consisting of nuclear, wind, solar, natural gas, and hydroelectric assets. It serves distribution utilities; municipalities; cooperatives; and commercial, industrial, governmental, and residential customers. The company was incorporated in 2021 and is headquartered in Baltimore, Maryland.

CEG's Sharpe Ratio of -0.27 indicates that for each unit of volatility, it generates -0.27 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

CEG Sharpe Ratio Rank

CEG Sharpe Ratio Rank: 29.029
Below Average

CEG ranks above 29.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

CEG Sharpe Ratio Market Positioning

The chart shows CEG's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): -0.36 or lower
  • Yellow zone (middle 50%): -0.36 to 1.19
  • Green zone (top 25%): 1.19 or higher
  • Top 1%: 6.05+
  • Median: 0.26 — half of all investments score higher

How it compares to other similar stocks

The table compares Constellation Energy Corp's Sharpe Ratio with other stocks in the Utilities - Renewable industry across multiple time periods, showing how CEG's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
ENLTEnlight Renewable Energy Ltd. Ordinary Shares8.42
NRGVEnergy Vault Holdings, Inc.5.87
FLNCFluence Energy, Inc.4.25
ORAOrmat Technologies, Inc.3.21
AXIAAXIA Energia SA2.62
BEPBrookfield Renewable Partners L.P.2.15
GEVGE Vernova Inc.2.08
CWENClearway Energy, Inc.1.50
ELLOEllomay Capital Ltd.1.26
BEPCBrookfield Renewable Corporation1.20
CEGConstellation Energy Corp-0.27

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows CEG's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when CEG consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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