PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AZZ vs. CEG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AZZ and CEG is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

AZZ vs. CEG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AZZ Inc. (AZZ) and Constellation Energy Corp (CEG). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
4.78%
3.01%
AZZ
CEG

Key characteristics

Sharpe Ratio

AZZ:

1.28

CEG:

1.79

Sortino Ratio

AZZ:

1.86

CEG:

2.60

Omega Ratio

AZZ:

1.24

CEG:

1.35

Calmar Ratio

AZZ:

2.77

CEG:

3.41

Martin Ratio

AZZ:

6.49

CEG:

8.47

Ulcer Index

AZZ:

7.20%

CEG:

11.14%

Daily Std Dev

AZZ:

36.47%

CEG:

52.56%

Max Drawdown

AZZ:

-74.83%

CEG:

-27.64%

Current Drawdown

AZZ:

-14.95%

CEG:

-19.92%

Fundamentals

Market Cap

AZZ:

$2.69B

CEG:

$74.85B

EPS

AZZ:

$1.44

CEG:

$9.07

PE Ratio

AZZ:

62.47

CEG:

26.38

PEG Ratio

AZZ:

1.19

CEG:

3.63

Total Revenue (TTM)

AZZ:

$1.19B

CEG:

$22.81B

Gross Profit (TTM)

AZZ:

$287.23M

CEG:

$5.14B

EBITDA (TTM)

AZZ:

$251.15M

CEG:

$6.40B

Returns By Period

In the year-to-date period, AZZ achieves a 41.88% return, which is significantly lower than CEG's 96.65% return.


AZZ

YTD

41.88%

1M

-14.54%

6M

5.48%

1Y

44.54%

5Y*

13.51%

10Y*

7.17%

CEG

YTD

96.65%

1M

-8.65%

6M

6.00%

1Y

99.31%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

AZZ vs. CEG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AZZ Inc. (AZZ) 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.


Sharpe ratio
The chart of Sharpe ratio for AZZ, currently valued at 1.28, compared to the broader market-4.00-2.000.002.001.281.79
The chart of Sortino ratio for AZZ, currently valued at 1.86, compared to the broader market-4.00-2.000.002.004.001.862.60
The chart of Omega ratio for AZZ, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.35
The chart of Calmar ratio for AZZ, currently valued at 2.77, compared to the broader market0.002.004.006.002.773.41
The chart of Martin ratio for AZZ, currently valued at 6.49, compared to the broader market-5.000.005.0010.0015.0020.0025.006.498.47
AZZ
CEG

The current AZZ Sharpe Ratio is 1.28, which is comparable to the CEG Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of AZZ and CEG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.28
1.79
AZZ
CEG

Dividends

AZZ vs. CEG - Dividend Comparison

AZZ's dividend yield for the trailing twelve months is around 0.83%, more than CEG's 0.62% yield.


TTM20232022202120202019201820172016201520142013
AZZ
AZZ Inc.
0.83%1.17%1.69%1.23%1.43%1.48%1.68%1.33%0.97%1.08%1.21%1.15%
CEG
Constellation Energy Corp
0.62%0.97%0.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AZZ vs. CEG - Drawdown Comparison

The maximum AZZ drawdown since its inception was -74.83%, which is greater than CEG's maximum drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for AZZ and CEG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.95%
-19.92%
AZZ
CEG

Volatility

AZZ vs. CEG - Volatility Comparison

The current volatility for AZZ Inc. (AZZ) is 10.72%, while Constellation Energy Corp (CEG) has a volatility of 12.70%. This indicates that AZZ 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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
10.72%
12.70%
AZZ
CEG

Financials

AZZ vs. CEG - Financials Comparison

This section allows you to compare key financial metrics between AZZ Inc. and Constellation Energy Corp. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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