AIA vs. CEG
AIA (iShares Asia 50 ETF) is Asia Pacific Equities fund tracking the S&P Asia 50, while CEG (Constellation Energy Corp) is a stock. Over the past 3 years, AIA returned 34.57%/yr vs 40.06%/yr for CEG. At a 0.30 correlation, their price movements are largely independent.
Performance
AIA vs. CEG - Performance Comparison
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Returns By Period
In the year-to-date period, AIA achieves a 44.56% return, which is significantly higher than CEG's -27.96% return.
AIA
- 1D
- 0.54%
- 1M
- 6.70%
- YTD
- 44.56%
- 6M
- 50.54%
- 1Y
- 83.79%
- 3Y*
- 34.57%
- 5Y*
- 11.52%
- 10Y*
- 15.05%
CEG
- 1D
- 2.86%
- 1M
- -5.03%
- YTD
- -27.96%
- 6M
- -27.70%
- 1Y
- -14.08%
- 3Y*
- 40.06%
- 5Y*
- —
- 10Y*
- —
AIA vs. CEG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AIA iShares Asia 50 ETF | 44.56% | 47.79% | 20.26% | 4.32% | -25.28% |
CEG Constellation Energy Corp | -27.96% | 58.80% | 92.71% | 37.24% | 73.87% |
Correlation
The correlation between AIA and CEG is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2022 | 0.30 |
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Return for Risk
AIA vs. CEG — Risk / Return Rank
AIA
CEG
AIA vs. CEG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Asia 50 ETF (AIA) and Constellation Energy Corp (CEG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| AIA | CEG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.21 | ||
| Sortino ratioReturn per unit of downside risk | +3.57 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 0.98 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 5.70 | -0.38 | +6.08 |
| Martin ratioReturn relative to average drawdown | 19.76 | -0.78 | +20.54 |
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Drawdowns
AIA vs. CEG - Drawdown Comparison
The maximum AIA drawdown since its inception was -60.89%, which is greater than CEG's maximum drawdown of -50.70%. Use the drawdown chart below to compare losses from any high point for AIA and CEG.
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Drawdown Indicators
| AIA | CEG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.89% | -50.70% | -10.19% |
Max Drawdown (1Y)Largest decline over 1 year | -14.15% | -39.77% | +25.62% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -50.70% | +29.06% |
Max Drawdown (5Y)Largest decline over 5 years | -50.11% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -54.64% | — | — |
Current DrawdownCurrent decline from peak | -6.44% | -36.93% | +30.49% |
Average DrawdownAverage peak-to-trough decline | -16.66% | -11.67% | -4.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.08% | 19.38% | -15.30% |
Volatility
AIA vs. CEG - Volatility Comparison
The current volatility for iShares Asia 50 ETF (AIA) is 14.34%, while Constellation Energy Corp (CEG) has a volatility of 15.26%. This indicates that AIA experiences smaller price fluctuations and is considered to be less risky than CEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIA | CEG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.34% | 15.26% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 24.49% | 37.72% | -13.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.93% | 46.66% | -18.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.96% | 49.38% | -23.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.78% | 49.38% | -25.60% |
Dividends
AIA vs. CEG - Dividend Comparison
AIA's dividend yield for the trailing twelve months is around 1.73%, more than CEG's 0.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIA iShares Asia 50 ETF | 1.73% | 2.50% | 2.78% | 2.07% | 2.59% | 1.54% | 1.11% | 2.24% | 2.49% | 1.45% | 2.29% | 2.88% |
CEG Constellation Energy Corp | 0.64% | 0.44% | 0.63% | 0.97% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AIA and CEG have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CEG has higher volatility (15.26%) compared to AIA (14.34%). In terms of maximum drawdown, AIA dropped -60.89% vs CEG's -50.70%.
AIA currently has the higher Sharpe Ratio (2.89 vs -0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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