CEG vs. LEU

Last updated Apr 1, 2026

Compare and contrast key facts about Constellation Energy Corp (CEG) and Centrus Energy Corp. (LEU).

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.

CEG vs. LEU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CEG Constellation Energy Corp	-20.85%	58.80%	92.71%	37.24%	64.11%
LEU Centrus Energy Corp.	-28.49%	264.45%	22.42%	67.52%	-24.55%

Fundamentals

Market Cap CEG : $87.68B LEU : $3.91B
EPS CEG : $7.39 LEU : $3.92
PE Ratio CEG : 37.81 LEU : 44.34
PS Ratio CEG : 3.35 LEU : 7.69
PB Ratio CEG : 6.04 LEU : 5.11
Total Revenue (TTM) CEG : $26.15B LEU : $448.70M
Gross Profit (TTM) CEG : -$3.91B LEU : $117.50M
EBITDA (TTM) CEG : $3.98B LEU : $94.20M

Returns By Period

In the year-to-date period, CEG achieves a -20.85% return, which is significantly higher than LEU's -28.49% return.

CEG

• 1D: -6.48%
• 1M: -15.23%
• YTD: -20.85%
• 6M: -14.93%
• 1Y: 39.20%
• 3Y*: 53.80%
• 5Y*: —
• 10Y*: —

LEU

• 1D: 3.01%
• 1M: -14.31%
• YTD: -28.49%
• 6M: -44.02%
• 1Y: 179.04%
• 3Y*: 75.34%
• 5Y*: 48.51%
• 10Y*: 44.32%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CEG vs. LEU — Risk / Return Rank

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

CEG

CEG Risk / Return Rank: 65
CEG Sharpe Ratio Rank: 69
CEG Sortino Ratio Rank: 65
CEG Omega Ratio Rank: 63
CEG Calmar Ratio Rank: 63
CEG Martin Ratio Rank: 65

LEU

LEU Risk / Return Rank: 85
LEU Sharpe Ratio Rank: 90
LEU Sortino Ratio Rank: 86
LEU Omega Ratio Rank: 83
LEU Calmar Ratio Rank: 84
LEU Martin Ratio Rank: 80

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. LEU - Risk-Adjusted Trends 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.

	CEG	LEU	Difference
Sharpe ratio Return per unit of total volatility	0.76	1.92	-1.16
Sortino ratio Return per unit of downside risk	1.32	2.46	-1.13
Omega ratio Gain probability vs. loss probability	1.17	1.30	-0.13
Calmar ratio Return relative to maximum drawdown	0.95	2.64	-1.70
Martin ratio Return relative to average drawdown	2.57	5.57	-3.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CEG vs. LEU - Sharpe Ratio Comparison

The current CEG Sharpe Ratio is 0.76, which is lower than the LEU Sharpe Ratio of 1.92. 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.

Sharpe Ratios by Period

	CEG	LEU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.76	1.92	-1.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.57	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.54	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.03	-0.10	+1.13

Correlation

The correlation between CEG and LEU is 0.35, 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.

Dividends

CEG vs. LEU - Dividend Comparison

CEG's dividend yield for the trailing twelve months is around 0.57%, while LEU has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022
CEG Constellation Energy Corp	0.57%	0.44%	0.63%	0.97%	0.65%
LEU Centrus Energy Corp.	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

CEG vs. LEU - Drawdown Comparison

The maximum CEG drawdown since its inception was -50.70%, 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.

Drawdown Indicators

	CEG	LEU	Difference
Max Drawdown Largest peak-to-trough decline	-50.70%	-99.98%	+49.28%
Max Drawdown (1Y) Largest decline over 1 year	-38.77%	-61.35%	+22.58%
Max Drawdown (5Y) Largest decline over 5 years	—	-78.23%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-83.84%	—
Current Drawdown Current decline from peak	-30.70%	-97.44%	+66.74%
Average Drawdown Average peak-to-trough decline	-10.82%	-73.82%	+63.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.27%	29.08%	-14.81%

Volatility

CEG vs. LEU - Volatility Comparison

The current volatility for Constellation Energy Corp (CEG) is 16.75%, while Centrus Energy Corp. (LEU) has a volatility of 18.99%. 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.

Volatility by Period

	CEG	LEU	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.75%	18.99%	-2.24%
Volatility (6M) Calculated over the trailing 6-month period	36.99%	67.98%	-30.99%
Volatility (1Y) Calculated over the trailing 1-year period	51.89%	93.93%	-42.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.33%	85.22%	-35.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.33%	82.31%	-32.98%

Financials