CEG vs. FSELX
CEG (Constellation Energy Corp) is a stock, while FSELX (Fidelity Select Semiconductors Portfolio) is Semiconductors fund managed by Fidelity. Over the past 3 years, CEG returned 40.06%/yr vs 63.72%/yr for FSELX. At a 0.42 correlation, their price movements are largely independent.
Performance
CEG vs. FSELX - Performance Comparison
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Returns By Period
In the year-to-date period, CEG achieves a -27.96% return, which is significantly lower than FSELX's 74.64% return.
CEG
- 1D
- 2.86%
- 1M
- -5.03%
- YTD
- -27.96%
- 6M
- -27.70%
- 1Y
- -14.08%
- 3Y*
- 40.06%
- 5Y*
- —
- 10Y*
- —
FSELX
- 1D
- 6.51%
- 1M
- 9.39%
- YTD
- 74.64%
- 6M
- 78.43%
- 1Y
- 145.49%
- 3Y*
- 63.72%
- 5Y*
- 44.40%
- 10Y*
- 38.57%
CEG vs. FSELX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CEG Constellation Energy Corp | -27.96% | 58.80% | 92.71% | 37.24% | 73.87% |
FSELX Fidelity Select Semiconductors Portfolio | 74.64% | 52.17% | 49.68% | 78.49% | -25.20% |
Correlation
The correlation between CEG and FSELX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2022 | 0.42 |
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Return for Risk
CEG vs. FSELX — Risk / Return Rank
CEG
FSELX
CEG vs. FSELX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Constellation Energy Corp (CEG) and Fidelity Select Semiconductors Portfolio (FSELX). 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.
| CEG | FSELX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.35 | ||
| Sortino ratioReturn per unit of downside risk | -4.29 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.57 | -0.59 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 9.83 | -10.21 |
| Martin ratioReturn relative to average drawdown | -0.78 | 35.64 | -36.42 |
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Drawdowns
CEG vs. FSELX - Drawdown Comparison
The maximum CEG drawdown since its inception was -50.70%, smaller than the maximum FSELX drawdown of -82.54%. Use the drawdown chart below to compare losses from any high point for CEG and FSELX.
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Drawdown Indicators
| CEG | FSELX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.70% | -82.54% | +31.84% |
Max Drawdown (1Y)Largest decline over 1 year | -39.77% | -14.38% | -25.39% |
Max Drawdown (3Y)Largest decline over 3 years | -50.70% | -36.31% | -14.39% |
Max Drawdown (5Y)Largest decline over 5 years | — | -46.37% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.37% | — |
Current DrawdownCurrent decline from peak | -36.93% | -6.32% | -30.61% |
Average DrawdownAverage peak-to-trough decline | -11.67% | -28.68% | +17.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.38% | 3.96% | +15.42% |
Volatility
CEG vs. FSELX - Volatility Comparison
The current volatility for Constellation Energy Corp (CEG) is 15.26%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 17.37%. This indicates that CEG experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CEG | FSELX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.26% | 17.37% | -2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 37.72% | 28.71% | +9.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.66% | 35.11% | +11.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.38% | 39.38% | +10.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.38% | 35.29% | +14.09% |
Dividends
CEG vs. FSELX - Dividend Comparison
CEG's dividend yield for the trailing twelve months is around 0.64%, less than FSELX's 9.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FSELX Fidelity Select Semiconductors Portfolio | 9.38% | 11.11% | 7.97% | 7.20% | 6.69% | 6.99% | 8.13% | 3.36% | 26.80% | 14.44% | 3.82% | 15.22% |
Frequently Asked Questions
CEG and FSELX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSELX has higher volatility (17.37%) compared to CEG (15.26%). In terms of maximum drawdown, CEG dropped -50.70% vs FSELX's -82.54%.
FSELX currently has the higher Sharpe Ratio (4.03 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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