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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
Assets Under Management
$199M

Highlights

Avg. Volume (1M)
11K
Avg. Volume Value (1M)
$1.07M

Share Price Chart


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Performance

CNRG Performance Chart

SPDR S&P Kensho Clean Power ETF (CNRG) is up 2.0% since the beginning of the year. CNRG is currently trading at $91 per share. Investors who bought $1,000 worth of CNRG shares 5 years ago would now be looking at an investment worth $979.


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Benchmark

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Returns By Period

SPDR S&P Kensho Clean Power ETF (CNRG) has returned 2.01% so far this year and 40.07% over the past 12 months.


SPDR S&P Kensho Clean Power ETF

1D
-0.59%
1M
-13.20%
6M
-6.95%
YTD
2.01%
1Y
40.07%
3Y*
4.32%
5Y*
-0.42%
10Y*
ALL TIME*
17.18%

Benchmark (S&P 500 Index)

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNRG Monthly Returns History

Based on dividend-adjusted daily data since Oct 23, 2018, CNRG's average daily return is +0.09%, while the average monthly return is +1.81%. At this rate, an 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%14.39%17.86%-6.98%-19.46%2.01%
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 4.68%, beta of 1.20, and R2 of 0.42 versus S&P 500 Index. Calculated based on daily prices since October 23, 2018.

  • This ETF captured 145.71% of S&P 500 Index gains and 129.31% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • R2 of 0.42 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
4.68%
Beta
1.20
0.42
Upside Capture
145.71%
Downside Capture
129.31%

Expense Ratio

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


Return for Risk

Risk / Return Rank

CNRG ranks 37 for risk / return — above 37% of ETFs peers on PortfoliosLab. Its historical combined result is below the peer median.


CNRG Risk / Return Rank: 3737
Overall Rank
CNRG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CNRG Sortino Ratio Rank: 3838
Sortino Ratio Rank
CNRG Omega Ratio Rank: 3636
Omega Ratio Rank
CNRG Calmar Ratio Rank: 3535
Calmar Ratio Rank
CNRG Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CNRGBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.17

1.25

-0.08

Calmar ratioReturn relative to maximum drawdown

1.21

2.00

-0.80

Martin ratioReturn relative to average drawdown

3.76

8.49

-4.74

Dividends

Dividend History

SPDR S&P Kensho Clean Power ETF provided a 1.34% dividend yield over the last twelve months, with an annual payout of $1.22 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$1.22$1.30$0.81$0.84$1.01$1.21$0.75$0.54$0.10

Dividend yield

1.34%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$0.00$0.00$0.16$0.00$0.22
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 33.66%.


Drawdown

Fall

Recovery

Underwater

Related event

-68.49%Apr 2025
4y 1mo
5y 5moFeb 2021 - now
2025 selloff2025
-44.22%Mar 2020
27d3mo 28d
4mo 25dFeb 2020 - Jul 2020
COVID crash2020
-14.19%Dec 2018
20d1mo 2d
1mo 22dDec 2018 - Jan 2019
Rate-hike selloffLate 2018
-12.48%Oct 2020
9d12d
21dOct 2020 - Nov 2020
-9.56%Jan 2021
4d11d
15dJan 2021 - Feb 2021

Drawdown Indicators


CNRGBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-68.49%

-56.78%

-11.71%

Max Drawdown (1Y)

Largest decline over 1 year

-31.56%

-9.10%

-22.46%

Max Drawdown (3Y)

Largest decline over 3 years

-43.59%

-18.90%

-24.69%

Max Drawdown (5Y)

Largest decline over 5 years

-59.17%

-25.43%

-33.74%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-33.66%

-1.58%

-32.08%

Average Drawdown

Average peak-to-trough decline

-31.66%

-10.70%

-20.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.11%

2.14%

+7.97%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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Add SPDR S&P Kensho Clean Power ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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