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

Performance

CEG vs. LEU - Performance Comparison

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

0.00%50.00%100.00%JuneJulyAugustSeptemberOctoberNovember
3.97%
58.24%
CEG
LEU

Returns By Period

In the year-to-date period, CEG achieves a 98.37% return, which is significantly higher than LEU's 40.53% return.


CEG

YTD

98.37%

1M

-14.63%

6M

7.60%

1Y

90.55%

5Y (annualized)

N/A

10Y (annualized)

N/A

LEU

YTD

40.53%

1M

-22.45%

6M

50.42%

1Y

45.58%

5Y (annualized)

70.77%

10Y (annualized)

29.94%

Fundamentals


CEGLEU
Market Cap$70.15B$1.50B
EPS$9.06$4.82
PE Ratio24.7618.99
PEG Ratio3.630.00
Total Revenue (TTM)$22.81B$394.00M
Gross Profit (TTM)$5.14B$94.70M
EBITDA (TTM)$6.40B$40.70M

Key characteristics


CEGLEU
Sharpe Ratio1.760.64
Sortino Ratio2.581.43
Omega Ratio1.351.19
Calmar Ratio3.280.50
Martin Ratio8.652.38
Ulcer Index10.47%20.81%
Daily Std Dev51.46%77.84%
Max Drawdown-27.64%-99.98%
Current Drawdown-19.22%-98.87%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.3

The correlation between CEG and LEU is 0.28, 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.

Risk-Adjusted Performance

CEG vs. LEU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Constellation Energy Corp (CEG) and Centrus Energy Corp. (LEU). 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 CEG, currently valued at 1.76, compared to the broader market-4.00-2.000.002.004.001.760.64
The chart of Sortino ratio for CEG, currently valued at 2.58, compared to the broader market-4.00-2.000.002.004.002.581.43
The chart of Omega ratio for CEG, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.19
The chart of Calmar ratio for CEG, currently valued at 3.28, compared to the broader market0.002.004.006.003.281.20
The chart of Martin ratio for CEG, currently valued at 8.65, compared to the broader market-10.000.0010.0020.0030.008.652.38
CEG
LEU

The current CEG Sharpe Ratio is 1.76, which is higher than the LEU Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of CEG and LEU, 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-1.000.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
1.76
0.64
CEG
LEU

Dividends

CEG vs. LEU - Dividend Comparison

CEG's dividend yield for the trailing twelve months is around 0.61%, while LEU has not paid dividends to shareholders.


TTM20232022
CEG
Constellation Energy Corp
0.61%0.97%0.65%
LEU
Centrus Energy Corp.
0.00%0.00%0.00%

Drawdowns

CEG vs. LEU - Drawdown Comparison

The maximum CEG drawdown since its inception was -27.64%, smaller than the maximum LEU drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for CEG and LEU. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-19.22%
-30.19%
CEG
LEU

Volatility

CEG vs. LEU - Volatility Comparison

The current volatility for Constellation Energy Corp (CEG) is 15.38%, while Centrus Energy Corp. (LEU) has a volatility of 46.07%. This indicates that CEG experiences smaller price fluctuations and is considered to be less risky than LEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
15.38%
46.07%
CEG
LEU

Financials

CEG vs. LEU - Financials Comparison

This section allows you to compare key financial metrics between Constellation Energy Corp and Centrus 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