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China Recycling Energy Corporation (CREG)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US1689133098
CUSIP
168913309
Sector
Utilities
IPO Date
Nov 24, 2004

Highlights

Market Cap
$633.69K
Enterprise Value
-$125.06M
EPS (TTM)
-$1.24
Total Revenue (TTM)
$173.66K
Gross Profit (TTM)
$18.58K
EBITDA (TTM)
-$2.39M
Year Range
$0.19 - $14.70
ROA (TTM)
-2.28%
ROE (TTM)
-2.57%

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in China Recycling Energy Corporation, 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

China Recycling Energy Corporation (CREG) has returned -80.57% so far this year and -95.70% over the past 12 months. Over the last ten years, CREG has returned -50.72% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


China Recycling Energy Corporation

1D
5.51%
1M
-77.72%
YTD
-80.57%
6M
-78.82%
1Y
-95.70%
3Y*
-74.34%
5Y*
-68.24%
10Y*
-50.72%

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 Nov 24, 2004, CREG's average daily return is +0.13%, while the average monthly return is +0.12%. At this rate, your investment would double in approximately 48.2 years.

Historically, 39% of months were positive and 61% were negative. The best month was Nov 2017 with a return of +166.4%, while the worst month was Mar 2026 at -77.7%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 9 months.

On a daily basis, CREG closed higher 38% of trading days. The best single day was Nov 9, 2017 with a return of +195.3%, while the worst single day was Jan 26, 2009 at -53.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-13.53%0.87%-77.72%-80.57%
2025-12.77%17.93%-23.92%5.66%5.50%-65.23%-29.15%-6.06%-21.29%-3.28%5.93%6.40%-82.68%
2024-7.10%19.44%-27.91%-12.90%-19.44%18.97%-3.38%-10.01%-2.21%-16.09%-3.84%8.17%-50.45%
2023-25.00%-16.92%-5.56%18.25%2.81%-12.90%-9.88%-27.21%17.62%-15.93%5.62%39.64%-40.38%
20221.45%23.04%-14.22%-22.00%-12.15%-27.16%-4.40%10.28%3.54%-12.42%5.72%-12.79%-52.90%
202144.20%14.17%-3.94%15.53%1.18%-2.66%-19.76%24.63%-34.17%6.30%-7.64%-6.76%8.45%

Benchmark Metrics

China Recycling Energy Corporation has an annualized alpha of 30.59%, beta of 0.64, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since November 26, 2004.

  • This stock participated in 198.30% of S&P 500 Index downside but only 3.01% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.64 may look defensive, but with R² of 0.01 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R² of 0.01 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
30.59%
Beta
0.64
0.01
Upside Capture
3.01%
Downside Capture
198.30%

Return for Risk

Risk / Return Rank

CREG ranks 6 for risk / return — in the bottom 6% of stocks on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


CREG Risk / Return Rank: 66
Overall Rank
CREG Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CREG Sortino Ratio Rank: 22
Sortino Ratio Rank
CREG Omega Ratio Rank: 22
Omega Ratio Rank
CREG Calmar Ratio Rank: 22
Calmar Ratio Rank
CREG Martin Ratio Rank: 1414
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 China Recycling Energy Corporation (CREG) and compare them to a chosen benchmark (S&P 500 Index).


CREGBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.74

0.90

-1.64

Sortino ratio

Return per unit of downside risk

-1.98

1.39

-3.36

Omega ratio

Gain probability vs. loss probability

0.72

1.21

-0.49

Calmar ratio

Return relative to maximum drawdown

-0.99

1.40

-2.39

Martin ratio

Return relative to average drawdown

-1.32

6.61

-7.92

Explore CREG risk-adjusted metrics in detail

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

Dividends

Dividend History


China Recycling Energy Corporation doesn't pay dividends

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 China Recycling Energy Corporation. 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 China Recycling Energy Corporation was 100.00%, occurring on Mar 25, 2026. The portfolio has not yet recovered.

The current China Recycling Energy Corporation drawdown is 100.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-100%Mar 26, 20104024Mar 25, 2026
-97.82%Feb 3, 2005418Sep 29, 2006872Mar 19, 20101290
-22.17%Dec 28, 20041Dec 28, 20047Jan 6, 20058
-19.53%Jan 11, 20058Jan 21, 20058Feb 2, 200516
-9.6%Mar 22, 20102Mar 23, 20102Mar 25, 20104

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of China Recycling Energy Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how China Recycling Energy Corporation is priced in the market compared to other companies in the Utilities - Renewable industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for CREG relative to other companies in the Utilities - Renewable industry. Currently, CREG has a P/S ratio of 3.6. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for CREG in comparison with other companies in the Utilities - Renewable industry. Currently, CREG has a P/B value of 0.0. This P/B ratio is low compared to industry peers. It might indicate the stock is undervalued or that the company’s assets are not expected to generate strong returns.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items