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

ETF Info

ISINUS78468R6559
CUSIP78468R655
IssuerState Street
Inception DateOct 22, 2018
RegionDeveloped Markets (Broad)
CategoryAlternative Energy Equities
Index TrackedS&P Kensho Clean Power Index
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The SPDR S&P Kensho Clean Power ETF has a high expense ratio of 0.45%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.45%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPDR S&P Kensho Clean Power ETF

Popular comparisons: CNRG vs. ICLN, CNRG vs. TAN, CNRG vs. QCLN, CNRG vs. KRBN, CNRG vs. BKLC, CNRG vs. CURE, CNRG vs. VGT, CNRG vs. XSD, CNRG vs. COWZ, CNRG vs. VYM

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.


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
-8.97%
16.40%
CNRG (SPDR S&P Kensho Clean Power ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR S&P Kensho Clean Power ETF had a return of -19.30% year-to-date (YTD) and -30.98% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-19.30%5.29%
1 month-5.04%-2.47%
6 months-8.97%16.40%
1 year-30.98%20.88%
5 years (annualized)12.05%11.60%
10 years (annualized)N/A10.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-13.74%1.97%2.96%
2023-10.69%-11.04%7.90%11.31%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CNRG is 2, indicating that it is in the bottom 2% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of CNRG is 22
SPDR S&P Kensho Clean Power ETF(CNRG)
The Sharpe Ratio Rank of CNRG is 22Sharpe Ratio Rank
The Sortino Ratio Rank of CNRG is 22Sortino Ratio Rank
The Omega Ratio Rank of CNRG is 22Omega Ratio Rank
The Calmar Ratio Rank of CNRG is 11Calmar Ratio Rank
The Martin Ratio Rank of CNRG is 11Martin 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 SPDR S&P Kensho Clean Power ETF (CNRG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CNRG
Sharpe ratio
The chart of Sharpe ratio for CNRG, currently valued at -1.08, compared to the broader market-1.000.001.002.003.004.005.00-1.08
Sortino ratio
The chart of Sortino ratio for CNRG, currently valued at -1.62, compared to the broader market-2.000.002.004.006.008.00-1.62
Omega ratio
The chart of Omega ratio for CNRG, currently valued at 0.83, compared to the broader market1.001.502.002.500.83
Calmar ratio
The chart of Calmar ratio for CNRG, currently valued at -0.53, compared to the broader market0.002.004.006.008.0010.0012.00-0.53
Martin ratio
The chart of Martin ratio for CNRG, currently valued at -1.51, compared to the broader market0.0020.0040.0060.0080.00-1.51
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.79, compared to the broader market-1.000.001.002.003.004.005.001.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.61, compared to the broader market-2.000.002.004.006.008.002.61
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.002.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.0012.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0020.0040.0060.0080.007.21

Sharpe Ratio

The current SPDR S&P Kensho Clean Power ETF Sharpe ratio is -1.08. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-1.08
1.79
CNRG (SPDR S&P Kensho Clean Power ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR S&P Kensho Clean Power ETF granted a 1.53% dividend yield in the last twelve months. The annual payout for that period amounted to $0.88 per share.


PeriodTTM202320222021202020192018
Dividend$0.88$0.84$1.01$1.21$0.75$0.54$0.10

Dividend yield

1.53%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.20
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
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
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
2020$0.00$0.00$0.31$0.00$0.00$0.23$0.00$0.00$0.10$0.00$0.00$0.12
2019$0.00$0.00$0.14$0.00$0.00$0.13$0.00$0.00$0.09$0.00$0.00$0.17
2018$0.10

Drawdowns

Drawdowns Chart

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


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-59.15%
-4.42%
CNRG (SPDR S&P Kensho Clean Power ETF)
Benchmark (^GSPC)

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 59.30%, occurring on Apr 16, 2024. The portfolio has not yet recovered.

The current SPDR S&P Kensho Clean Power ETF drawdown is 59.15%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.3%Feb 10, 2021800Apr 16, 2024
-44.22%Feb 20, 202020Mar 18, 202081Jul 14, 2020101
-14.18%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 current SPDR S&P Kensho Clean Power ETF volatility is 8.41%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
8.41%
3.35%
CNRG (SPDR S&P Kensho Clean Power ETF)
Benchmark (^GSPC)