CEG vs. QTUM
CEG (Constellation Energy Corp) is a stock, while QTUM (Defiance Quantum ETF) is Technology Equities fund tracking the BlueStar Machine Learning and Quantum Computing Index. Over the past 3 years, CEG returned 39.97%/yr vs 48.48%/yr for QTUM. At a 0.42 correlation, their price movements are largely independent.
Performance
CEG vs. QTUM - 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 QTUM's 44.14% return.
CEG
- 1D
- -1.63%
- 1M
- -17.31%
- YTD
- -28.84%
- 6M
- -29.71%
- 1Y
- -15.67%
- 3Y*
- 39.97%
- 5Y*
- —
- 10Y*
- —
QTUM
- 1D
- 3.25%
- 1M
- 8.85%
- YTD
- 44.14%
- 6M
- 39.20%
- 1Y
- 80.80%
- 3Y*
- 48.48%
- 5Y*
- 27.81%
- 10Y*
- —
CEG vs. QTUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CEG Constellation Energy Corp | -28.84% | 58.80% | 92.71% | 37.24% | 64.11% |
QTUM Defiance Quantum ETF | 44.14% | 36.65% | 50.54% | 39.86% | -22.50% |
Correlation
The correlation between CEG and QTUM 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 | 0.43 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2022 | 0.42 |
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Return for Risk
CEG vs. QTUM — Risk / Return Rank
CEG
QTUM
CEG vs. QTUM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Constellation Energy Corp (CEG) and Defiance Quantum ETF (QTUM). 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 | QTUM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.27 | ||
| Sortino ratioReturn per unit of downside risk | -3.61 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.47 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.41 | 5.32 | -5.73 |
| Martin ratioReturn relative to average drawdown | -0.84 | 19.76 | -20.59 |
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 | QTUM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.34 | 2.94 | -3.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.04 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 1.03 | -0.13 |
Drawdowns
CEG vs. QTUM - Drawdown Comparison
The maximum CEG drawdown since its inception was -50.70%, which is greater than QTUM's maximum drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for CEG and QTUM.
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Drawdown Indicators
| CEG | QTUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.70% | -38.45% | -12.25% |
Max Drawdown (1Y)Largest decline over 1 year | -38.77% | -15.26% | -23.51% |
Max Drawdown (3Y)Largest decline over 3 years | -50.70% | -25.39% | -25.31% |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.45% | — |
Current DrawdownCurrent decline from peak | -37.69% | -6.53% | -31.16% |
Average DrawdownAverage peak-to-trough decline | -11.58% | -8.25% | -3.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.77% | 4.10% | +14.67% |
Volatility
CEG vs. QTUM - Volatility Comparison
Constellation Energy Corp (CEG) has a higher volatility of 15.62% compared to Defiance Quantum ETF (QTUM) at 13.41%. This indicates that CEG's price experiences larger fluctuations and is considered to be riskier than QTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CEG | QTUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.62% | 13.41% | +2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 37.45% | 22.31% | +15.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.57% | 27.73% | +18.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.35% | 26.85% | +22.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.35% | 27.34% | +22.01% |
Dividends
CEG vs. QTUM - Dividend Comparison
CEG's dividend yield for the trailing twelve months is around 0.65%, less than QTUM's 0.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
CEG Constellation Energy Corp | 0.65% | 0.44% | 0.63% | 0.97% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% |
QTUM Defiance Quantum ETF | 0.74% | 1.01% | 0.61% | 0.81% | 1.46% | 0.48% | 0.42% | 0.61% | 0.21% |
Frequently Asked Questions
CEG and QTUM 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.
CEG has higher volatility (15.62%) compared to QTUM (13.41%). In terms of maximum drawdown, CEG dropped -50.70% vs QTUM's -38.45%.
QTUM currently has the higher Sharpe Ratio (2.94 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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