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CEG vs. IREN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CEG vs. IREN - Performance Comparison

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

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Returns By Period

In the year-to-date period, CEG achieves a -27.96% return, which is significantly lower than IREN's 58.25% return.


CEG

1D
2.86%
1M
-7.54%
YTD
-27.96%
6M
-27.70%
1Y
-15.08%
3Y*
40.06%
5Y*
10Y*

IREN

1D
5.40%
1M
8.34%
YTD
58.25%
6M
48.94%
1Y
487.71%
3Y*
155.58%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEG vs. IREN - Yearly Performance Comparison


2026 (YTD)2025202420232022
CEG
Constellation Energy Corp
-27.96%58.80%92.71%37.24%73.87%
IREN
IREN Limited
58.25%284.62%37.34%472.00%-90.96%

Correlation

The correlation between CEG and IREN is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2022

0.25

Fundamentals

EPS

CEG:

$8.13

IREN:

$0.45

PE Ratio

CEG:

31.23

IREN:

131.80

PS Ratio

CEG:

3.31

IREN:

13.39

Total Revenue (TTM)

CEG:

$24.82B

IREN:

$757.07M

Gross Profit (TTM)

CEG:

$20.98B

IREN:

$433.88M

EBITDA (TTM)

CEG:

$5.87B

IREN:

-$173.05M

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Return for Risk

CEG vs. IREN — Risk / Return Rank

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

CEG
CEG Risk / Return Rank: 2929
Overall Rank
CEG Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CEG Sortino Ratio Rank: 2828
Sortino Ratio Rank
CEG Omega Ratio Rank: 2828
Omega Ratio Rank
CEG Calmar Ratio Rank: 3131
Calmar Ratio Rank
CEG Martin Ratio Rank: 2828
Martin Ratio Rank

IREN
IREN Risk / Return Rank: 9595
Overall Rank
IREN Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IREN Sortino Ratio Rank: 9494
Sortino Ratio Rank
IREN Omega Ratio Rank: 9191
Omega Ratio Rank
IREN Calmar Ratio Rank: 9797
Calmar Ratio Rank
IREN Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CEG vs. IREN - Risk-Adjusted Trends Comparison

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


CEGIRENDifference
Sharpe ratioReturn per unit of total volatility

-5.09

Sortino ratioReturn per unit of downside risk

-3.82

Omega ratioGain probability vs. loss probability

0.98

1.42

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.38

8.39

-8.77

Martin ratioReturn relative to average drawdown

-0.78

15.97

-16.75

CEG vs. IREN - Sharpe Ratio Comparison

The current CEG Sharpe Ratio is -0.32, which is lower than the IREN Sharpe Ratio of 4.76. The chart below compares the historical Sharpe Ratios of CEG and IREN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CEG vs. IREN - Drawdown Comparison

The maximum CEG drawdown since its inception was -50.70%, smaller than the maximum IREN drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for CEG and IREN.


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Drawdown Indicators


CEGIRENDifference

Max Drawdown

Largest peak-to-trough decline

-50.70%

-96.21%

+45.51%

Max Drawdown (1Y)

Largest decline over 1 year

-39.77%

-58.62%

+18.85%

Max Drawdown (3Y)

Largest decline over 3 years

-50.70%

-65.56%

+14.86%

Current Drawdown

Current decline from peak

-36.93%

-21.78%

-15.15%

Average Drawdown

Average peak-to-trough decline

-11.67%

-65.42%

+53.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.38%

30.74%

-11.36%

Volatility

CEG vs. IREN - Volatility Comparison

The current volatility for Constellation Energy Corp (CEG) is 15.26%, while IREN Limited (IREN) has a volatility of 34.10%. This indicates that CEG experiences smaller price fluctuations and is considered to be less risky than IREN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEGIRENDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.26%

34.10%

-18.84%

Volatility (6M)

Calculated over the trailing 6-month period

37.72%

75.79%

-38.07%

Volatility (1Y)

Calculated over the trailing 1-year period

46.66%

103.25%

-56.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.38%

118.61%

-69.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.38%

118.61%

-69.23%

Dividends

CEG vs. IREN - Dividend Comparison

CEG's dividend yield for the trailing twelve months is around 0.64%, while IREN has not paid dividends to shareholders.


PositionTTM2025202420232022
CEG
Constellation Energy Corp
0.64%0.44%0.63%0.97%0.65%
IREN
IREN Limited
0.00%0.00%0.00%0.00%0.00%

Financials

CEG vs. IREN - Financials Comparison

This section allows you to compare key financial metrics between Constellation Energy Corp and IREN Limited. 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


0.002.00B4.00B6.00B8.00B20222023202420252026
6.07B
208.24M
(CEG) Total Revenue
(IREN) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CEG and IREN have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IREN has higher volatility (34.10%) compared to CEG (15.26%). In terms of maximum drawdown, CEG dropped -50.70% vs IREN's -96.21%.

IREN currently has the higher Sharpe Ratio (4.76 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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