CEG vs. GDE
CEG (Constellation Energy Corp) is a stock, while GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) is Gold fund actively managed by WisdomTree. Over the past 3 years, CEG returned 39.97%/yr vs 44.47%/yr for GDE. At a 0.36 correlation, their price movements are largely independent.
Performance
CEG vs. GDE - Performance Comparison
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Returns By Period
In the year-to-date period, CEG achieves a -28.84% return, which is significantly lower than GDE's 5.74% return.
CEG
- 1D
- -1.63%
- 1M
- -17.31%
- YTD
- -28.84%
- 6M
- -29.71%
- 1Y
- -15.67%
- 3Y*
- 39.97%
- 5Y*
- —
- 10Y*
- —
GDE
- 1D
- 0.95%
- 1M
- -7.44%
- YTD
- 5.74%
- 6M
- 8.50%
- 1Y
- 47.93%
- 3Y*
- 44.47%
- 5Y*
- —
- 10Y*
- —
CEG vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CEG Constellation Energy Corp | -28.84% | 58.80% | 92.71% | 37.24% | 70.05% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 5.74% | 73.76% | 44.79% | 33.85% | -18.67% |
Correlation
The correlation between CEG and GDE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2022 | 0.36 |
The correlation between CEG and GDE shifts across timeframes, from 0.25 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CEG vs. GDE — Risk / Return Rank
CEG
GDE
CEG vs. GDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Constellation Energy Corp (CEG) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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.
| CEG | GDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.00 | ||
| Sortino ratioReturn per unit of downside risk | -2.26 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.31 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.41 | 2.13 | -2.53 |
| Martin ratioReturn relative to average drawdown | -0.84 | 6.49 | -7.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CEG | GDE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.34 | 1.66 | -2.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 1.10 | -0.20 |
Drawdowns
CEG vs. GDE - Drawdown Comparison
The maximum CEG drawdown since its inception was -50.70%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for CEG and GDE.
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Drawdown Indicators
| CEG | GDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.70% | -32.01% | -18.69% |
Max Drawdown (1Y)Largest decline over 1 year | -38.77% | -22.66% | -16.11% |
Max Drawdown (3Y)Largest decline over 3 years | -50.70% | -22.66% | -28.04% |
Current DrawdownCurrent decline from peak | -37.69% | -14.44% | -23.25% |
Average DrawdownAverage peak-to-trough decline | -11.58% | -7.90% | -3.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.77% | 7.40% | +11.37% |
Volatility
CEG vs. GDE - Volatility Comparison
Constellation Energy Corp (CEG) has a higher volatility of 15.62% compared to WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) at 8.25%. This indicates that CEG's price experiences larger fluctuations and is considered to be riskier than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CEG | GDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.62% | 8.25% | +7.37% |
Volatility (6M)Calculated over the trailing 6-month period | 37.45% | 25.04% | +12.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.57% | 29.09% | +17.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.35% | 26.26% | +23.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.35% | 26.26% | +23.09% |
Dividends
CEG vs. GDE - Dividend Comparison
CEG's dividend yield for the trailing twelve months is around 0.65%, less than GDE's 4.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CEG Constellation Energy Corp | 0.65% | 0.44% | 0.63% | 0.97% | 0.65% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.09% | 4.32% | 7.14% | 2.22% | 0.81% |
Frequently Asked Questions
CEG and GDE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CEG has higher volatility (15.62%) compared to GDE (8.25%). In terms of maximum drawdown, CEG dropped -50.70% vs GDE's -32.01%.
GDE currently has the higher Sharpe Ratio (1.66 vs -0.34), 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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