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CEG vs. CTRA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CEG and CTRA is 0.33, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

CEG vs. CTRA - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
323.86%
32.44%
CEG
CTRA

Key characteristics

Sharpe Ratio

CEG:

0.29

CTRA:

-0.21

Sortino Ratio

CEG:

0.91

CTRA:

-0.10

Omega Ratio

CEG:

1.13

CTRA:

0.99

Calmar Ratio

CEG:

0.39

CTRA:

-0.20

Martin Ratio

CEG:

1.00

CTRA:

-0.55

Ulcer Index

CEG:

19.87%

CTRA:

10.67%

Daily Std Dev

CEG:

69.01%

CTRA:

28.16%

Max Drawdown

CEG:

-50.70%

CTRA:

-74.41%

Current Drawdown

CEG:

-37.12%

CTRA:

-19.45%

Fundamentals

Market Cap

CEG:

$65.73B

CTRA:

$19.38B

EPS

CEG:

$11.90

CTRA:

$1.52

PE Ratio

CEG:

17.63

CTRA:

16.68

PEG Ratio

CEG:

3.63

CTRA:

44.67

PS Ratio

CEG:

2.79

CTRA:

3.70

PB Ratio

CEG:

4.78

CTRA:

1.48

Total Revenue (TTM)

CEG:

$17.21B

CTRA:

$3.19B

Gross Profit (TTM)

CEG:

$7.42B

CTRA:

$1.16B

EBITDA (TTM)

CEG:

$5.68B

CTRA:

$2.42B

Returns By Period

In the year-to-date period, CEG achieves a -2.34% return, which is significantly lower than CTRA's 0.50% return.


CEG

YTD

-2.34%

1M

-3.88%

6M

-17.27%

1Y

17.94%

5Y*

N/A

10Y*

N/A

CTRA

YTD

0.50%

1M

-13.14%

6M

7.88%

1Y

-7.57%

5Y*

9.86%

10Y*

0.44%

*Annualized

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Risk-Adjusted Performance

CEG vs. CTRA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CEG
The Risk-Adjusted Performance Rank of CEG is 6565
Overall Rank
The Sharpe Ratio Rank of CEG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of CEG is 6464
Sortino Ratio Rank
The Omega Ratio Rank of CEG is 6464
Omega Ratio Rank
The Calmar Ratio Rank of CEG is 7070
Calmar Ratio Rank
The Martin Ratio Rank of CEG is 6565
Martin Ratio Rank

CTRA
The Risk-Adjusted Performance Rank of CTRA is 3838
Overall Rank
The Sharpe Ratio Rank of CTRA is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of CTRA is 3535
Sortino Ratio Rank
The Omega Ratio Rank of CTRA is 3535
Omega Ratio Rank
The Calmar Ratio Rank of CTRA is 4040
Calmar Ratio Rank
The Martin Ratio Rank of CTRA is 4242
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.

CEG vs. CTRA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Constellation Energy Corp (CEG) and Coterra Energy Inc. (CTRA). 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.


The chart of Sharpe ratio for CEG, currently valued at 0.29, compared to the broader market-2.00-1.000.001.002.003.00
CEG: 0.29
CTRA: -0.21
The chart of Sortino ratio for CEG, currently valued at 0.91, compared to the broader market-6.00-4.00-2.000.002.004.00
CEG: 0.91
CTRA: -0.10
The chart of Omega ratio for CEG, currently valued at 1.13, compared to the broader market0.501.001.502.00
CEG: 1.13
CTRA: 0.99
The chart of Calmar ratio for CEG, currently valued at 0.39, compared to the broader market0.001.002.003.004.005.00
CEG: 0.39
CTRA: -0.20
The chart of Martin ratio for CEG, currently valued at 1.00, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
CEG: 1.00
CTRA: -0.55

The current CEG Sharpe Ratio is 0.29, which is higher than the CTRA Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of CEG and CTRA, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.29
-0.21
CEG
CTRA

Dividends

CEG vs. CTRA - Dividend Comparison

CEG's dividend yield for the trailing twelve months is around 0.66%, less than CTRA's 3.34% yield.


TTM20242023202220212020201920182017201620152014
CEG
Constellation Energy Corp
0.66%0.63%0.97%0.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CTRA
Coterra Energy Inc.
3.34%3.29%4.58%10.13%5.89%2.46%2.01%1.12%0.59%0.34%0.45%0.27%

Drawdowns

CEG vs. CTRA - Drawdown Comparison

The maximum CEG drawdown since its inception was -50.70%, smaller than the maximum CTRA drawdown of -74.41%. Use the drawdown chart below to compare losses from any high point for CEG and CTRA. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-37.12%
-19.45%
CEG
CTRA

Volatility

CEG vs. CTRA - Volatility Comparison

Constellation Energy Corp (CEG) has a higher volatility of 27.53% compared to Coterra Energy Inc. (CTRA) at 13.65%. This indicates that CEG's price experiences larger fluctuations and is considered to be riskier than CTRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
27.53%
13.65%
CEG
CTRA

Financials

CEG vs. CTRA - Financials Comparison

This section allows you to compare key financial metrics between Constellation Energy Corp and Coterra Energy Inc.. 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