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CEG vs. SHLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEG vs. SHLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Constellation Energy Corp (CEG) and Global X Defense Tech ETF (SHLD). 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 -28.03% return, which is significantly lower than SHLD's -7.05% return.


CEG

1D
0.44%
1M
-7.50%
6M
-17.38%
YTD
-28.03%
1Y
-20.72%
3Y*
38.87%
5Y*
10Y*
ALL TIME*
45.07%

SHLD

1D
-0.05%
1M
-3.33%
6M
-22.70%
YTD
-7.05%
1Y
-2.37%
3Y*
5Y*
10Y*
ALL TIME*
37.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEG vs. SHLD - Yearly Performance Comparison


2026 (YTD)202520242023
CEG
Constellation Energy Corp
-28.03%58.80%92.71%7.98%
SHLD
Global X Defense Tech ETF
-7.05%74.16%35.03%12.89%

Correlation

The correlation between CEG and SHLD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2023

0.28

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Return for Risk

CEG vs. SHLD — Risk / Return Rank

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

CEG
CEG Risk / Return Rank: 2626
Overall Rank
CEG Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CEG Sortino Ratio Rank: 2626
Sortino Ratio Rank
CEG Omega Ratio Rank: 2626
Omega Ratio Rank
CEG Calmar Ratio Rank: 2727
Calmar Ratio Rank
CEG Martin Ratio Rank: 2626
Martin Ratio Rank

SHLD
SHLD Risk / Return Rank: 99
Overall Rank
SHLD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SHLD Sortino Ratio Rank: 99
Sortino Ratio Rank
SHLD Omega Ratio Rank: 99
Omega Ratio Rank
SHLD Calmar Ratio Rank: 99
Calmar Ratio Rank
SHLD Martin Ratio Rank: 99
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. SHLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Constellation Energy Corp (CEG) and Global X Defense Tech ETF (SHLD). 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.


CEGSHLDDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

0.96

1.00

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.50

-0.09

-0.41

Martin ratioReturn relative to average drawdown

-0.93

-0.23

-0.70

CEG vs. SHLD - Sharpe Ratio Comparison

The current CEG Sharpe Ratio is -0.45, which is lower than the SHLD Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of CEG and SHLD, 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. SHLD - Drawdown Comparison

The maximum CEG drawdown since its inception was -50.70%, which is greater than SHLD's maximum drawdown of -25.40%. Use the drawdown chart below to compare losses from any high point for CEG and SHLD.


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Drawdown Indicators


CEGSHLDDifference

Max Drawdown

Largest peak-to-trough decline

-50.70%

-25.40%

-25.30%

Max Drawdown (1Y)

Largest decline over 1 year

-41.22%

-25.40%

-15.82%

Max Drawdown (3Y)

Largest decline over 3 years

-50.70%

Current Drawdown

Current decline from peak

-36.99%

-22.81%

-14.18%

Average Drawdown

Average peak-to-trough decline

-12.19%

-3.95%

-8.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.36%

10.49%

+11.87%

Volatility

CEG vs. SHLD - Volatility Comparison

Constellation Energy Corp (CEG) has a higher volatility of 10.11% compared to Global X Defense Tech ETF (SHLD) at 8.21%. This indicates that CEG's price experiences larger fluctuations and is considered to be riskier than SHLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEGSHLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.11%

8.21%

+1.90%

Volatility (6M)

Calculated over the trailing 6-month period

35.36%

19.76%

+15.60%

Volatility (1Y)

Calculated over the trailing 1-year period

46.62%

25.13%

+21.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.11%

21.51%

+27.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.11%

21.51%

+27.60%

Dividends

CEG vs. SHLD - Dividend Comparison

CEG's dividend yield for the trailing twelve months is around 0.64%, less than SHLD's 0.71% yield.


PositionTTM2025202420232022
CEG
Constellation Energy Corp
0.64%0.44%0.63%0.97%0.65%
SHLD
Global X Defense Tech ETF
0.71%0.55%0.53%0.26%0.00%

Frequently Asked Questions


CEG and SHLD have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CEG has higher volatility (10.11%) compared to SHLD (8.21%). In terms of maximum drawdown, CEG dropped -50.70% vs SHLD's -25.40%.

SHLD currently has the higher Sharpe Ratio (-0.10 vs -0.45), 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.

Portfolio Optimizer

Find the right allocation for CEG and SHLD

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