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SPDR S&P Kensho Clean Power ETF (CNRG)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US78468R6559
CUSIP
78468R655
Inception Date
Oct 22, 2018
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
S&P Kensho Clean Power Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR S&P Kensho Clean Power ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

SPDR S&P Kensho Clean Power ETF (CNRG) has returned 1.01% so far this year and 82.11% over the past 12 months.


SPDR S&P Kensho Clean Power ETF

1D
3.67%
1M
-3.81%
YTD
1.01%
6M
8.19%
1Y
82.11%
3Y*
2.72%
5Y*
-3.25%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 23, 2018, CNRG's average daily return is +0.09%, while the average monthly return is +1.82%. At this rate, your investment would double in approximately 3.2 years.

Historically, 54% of months were positive and 46% were negative. The best month was Nov 2020 with a return of +28.1%, while the worst month was Mar 2020 at -22.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, CNRG closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +12.3%, while the worst single day was Mar 12, 2020 at -13.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.64%-4.22%-3.81%1.01%
20250.72%-9.65%-8.44%-1.91%12.54%7.26%12.67%9.77%14.95%20.04%-4.92%-6.16%50.23%
2024-13.74%1.97%2.97%-9.27%15.51%-10.72%5.52%-2.82%6.76%-5.64%4.40%-6.42%-14.48%
202312.13%-6.44%0.96%-5.52%-2.16%5.80%-0.33%-10.21%-10.70%-11.04%7.89%11.32%-11.55%
2022-11.31%5.03%7.04%-14.74%8.18%-5.32%18.27%4.54%-11.76%0.49%9.20%-11.73%-7.98%
202120.81%-9.66%-3.39%-8.11%-3.59%5.18%-6.51%-0.58%-4.33%16.46%-7.77%-10.15%-15.68%

Benchmark Metrics

SPDR S&P Kensho Clean Power ETF has an annualized alpha of 6.81%, beta of 1.17, and R² of 0.43 versus S&P 500 Index. Calculated based on daily prices since October 24, 2018.

  • This ETF captured 138.87% of S&P 500 Index gains and 116.54% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • R² of 0.43 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
6.81%
Beta
1.17
0.43
Upside Capture
138.87%
Downside Capture
116.54%

Expense Ratio

CNRG has an expense ratio of 0.45%, placing it in the medium range.


Return for Risk

Risk / Return Rank

CNRG ranks 90 for risk / return — in the top 90% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


CNRG Risk / Return Rank: 9090
Overall Rank
CNRG Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CNRG Sortino Ratio Rank: 9090
Sortino Ratio Rank
CNRG Omega Ratio Rank: 8383
Omega Ratio Rank
CNRG Calmar Ratio Rank: 9696
Calmar Ratio Rank
CNRG Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for SPDR S&P Kensho Clean Power ETF (CNRG) and compare them to a chosen benchmark (S&P 500 Index).


CNRGBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.13

0.90

+1.23

Sortino ratio

Return per unit of downside risk

2.61

1.39

+1.23

Omega ratio

Gain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratio

Return relative to maximum drawdown

4.50

1.40

+3.11

Martin ratio

Return relative to average drawdown

11.42

6.61

+4.82

Explore CNRG risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

SPDR S&P Kensho Clean Power ETF provided a 1.37% dividend yield over the last twelve months, with an annual payout of $1.24 per share.


0.40%0.60%0.80%1.00%1.20%1.40%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$1.24$1.30$0.81$0.84$1.01$1.21$0.75$0.54$0.10

Dividend yield

1.37%1.46%1.34%1.17%1.23%1.34%0.69%1.16%0.35%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR S&P Kensho Clean Power ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.06$0.06
2025$0.00$0.00$0.12$0.00$0.00$0.18$0.00$0.00$0.31$0.00$0.00$0.69$1.30
2024$0.00$0.00$0.20$0.00$0.00$0.27$0.00$0.00$0.26$0.00$0.00$0.09$0.81
2023$0.00$0.00$0.15$0.00$0.00$0.17$0.00$0.00$0.18$0.00$0.00$0.33$0.84
2022$0.00$0.00$0.19$0.00$0.00$0.38$0.00$0.00$0.14$0.00$0.00$0.31$1.01
2021$0.00$0.00$0.20$0.00$0.00$0.34$0.00$0.00$0.17$0.00$0.00$0.49$1.21

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 SPDR S&P Kensho Clean Power ETF. 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 SPDR S&P Kensho Clean Power ETF was 68.49%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current SPDR S&P Kensho Clean Power ETF drawdown is 34.32%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68.49%Feb 10, 20211045Apr 8, 2025
-44.22%Feb 20, 202020Mar 18, 202081Jul 14, 2020101
-14.19%Dec 4, 201814Dec 24, 201821Jan 25, 201935
-12.48%Oct 21, 20208Oct 30, 20208Nov 11, 202016
-9.56%Jan 25, 20215Jan 29, 20217Feb 9, 202112

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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