PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SPDR S&P Kensho Clean Power ETF (CNRG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US78468R6559

CUSIP

78468R655

Issuer

State Street

Inception Date

Oct 22, 2018

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

S&P Kensho Clean Power Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

CNRG features an expense ratio of 0.45%, falling within the medium range.


Expense ratio chart for CNRG: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Share Price Chart


Loading data...

Compare to other instruments

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


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


90.00%100.00%110.00%120.00%130.00%140.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
119.66%
114.26%
CNRG (SPDR S&P Kensho Clean Power ETF)
Benchmark (^GSPC)

Returns By Period

SPDR S&P Kensho Clean Power ETF had a return of -15.31% year-to-date (YTD) and -14.89% in the last 12 months.


CNRG

YTD

-15.31%

1M

-1.18%

6M

-6.68%

1Y

-14.89%

5Y*

8.61%

10Y*

N/A

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of CNRG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-13.74%1.97%2.96%-9.28%15.52%-10.72%5.52%-2.81%6.75%-5.64%4.40%-15.31%
202312.12%-6.44%0.96%-5.53%-2.16%5.81%-0.33%-10.21%-10.69%-11.04%7.90%11.31%-11.55%
2022-11.31%5.03%7.04%-14.74%8.18%-5.32%18.27%4.54%-11.76%0.49%9.19%-11.72%-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%
20200.17%3.28%-22.20%16.56%7.10%8.07%15.20%19.49%7.13%1.85%28.14%14.02%138.35%
201915.26%4.41%-0.25%2.24%-1.20%10.15%2.71%0.33%-0.09%-0.64%3.01%15.95%63.23%
2018-4.05%9.74%-7.74%-2.86%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CNRG is 5, meaning it’s performing worse than 95% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CNRG is 55
Overall Rank
The Sharpe Ratio Rank of CNRG is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of CNRG is 55
Sortino Ratio Rank
The Omega Ratio Rank of CNRG is 55
Omega Ratio Rank
The Calmar Ratio Rank of CNRG is 55
Calmar Ratio Rank
The Martin Ratio Rank of CNRG is 44
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for CNRG, currently valued at -0.40, compared to the broader market0.002.004.00-0.401.90
The chart of Sortino ratio for CNRG, currently valued at -0.38, compared to the broader market-2.000.002.004.006.008.0010.00-0.382.54
The chart of Omega ratio for CNRG, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.000.961.35
The chart of Calmar ratio for CNRG, currently valued at -0.21, compared to the broader market0.005.0010.0015.00-0.212.81
The chart of Martin ratio for CNRG, currently valued at -0.90, compared to the broader market0.0020.0040.0060.0080.00100.00-0.9012.39
CNRG
^GSPC

The current SPDR S&P Kensho Clean Power ETF Sharpe ratio is -0.40. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR S&P Kensho Clean Power ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.40
1.90
CNRG (SPDR S&P Kensho Clean Power ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR S&P Kensho Clean Power ETF provided a 1.20% dividend yield over the last twelve months, with an annual payout of $0.72 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$1.20201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018
Dividend$0.72$0.84$1.01$1.21$0.75$0.54$0.10

Dividend yield

1.20%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
2024$0.00$0.00$0.20$0.00$0.00$0.27$0.00$0.00$0.26$0.00$0.00$0.00$0.72
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$0.50$1.21
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$0.75
2019$0.00$0.00$0.14$0.00$0.00$0.13$0.00$0.00$0.09$0.00$0.00$0.18$0.54
2018$0.10$0.10

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-57.14%
-3.58%
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 59.60%, occurring on Apr 19, 2024. The portfolio has not yet recovered.

The current SPDR S&P Kensho Clean Power ETF drawdown is 57.14%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.6%Feb 10, 2021803Apr 19, 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 6.71%, 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%JulyAugustSeptemberOctoberNovemberDecember
6.71%
3.64%
CNRG (SPDR S&P Kensho Clean Power ETF)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab