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CEG vs. SMH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CEG and SMH is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

CEG vs. SMH

Last updated Jun 3, 2025

Compare and contrast key facts about Constellation Energy Corp (CEG) and VanEck Vectors Semiconductor ETF (SMH).

SMH is a passively managed fund by VanEck that tracks the performance of the MVIS US Listed Semiconductor 25 Index. It was launched on Dec 20, 2011.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CEG or SMH.

Performance

CEG vs. SMH - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CEG:

0.65

SMH:

0.04

Sortino Ratio

CEG:

1.31

SMH:

0.29

Omega Ratio

CEG:

1.18

SMH:

1.04

Calmar Ratio

CEG:

0.85

SMH:

-0.01

Martin Ratio

CEG:

2.08

SMH:

-0.03

Ulcer Index

CEG:

20.67%

SMH:

15.54%

Daily Std Dev

CEG:

69.90%

SMH:

43.34%

Max Drawdown

CEG:

-50.70%

SMH:

-83.29%

Current Drawdown

CEG:

-9.50%

SMH:

-13.12%

Returns By Period

In the year-to-date period, CEG achieves a 40.56% return, which is significantly higher than SMH's 0.47% return.

CEG

YTD

40.56%

1M

26.93%

6M

25.99%

1Y

45.24%

3Y*

70.24%

5Y*

N/A

10Y*

N/A

SMH

YTD

0.47%

1M

11.08%

6M

-1.41%

1Y

1.62%

3Y*

27.18%

5Y*

27.82%

10Y*

25.20%

*Annualized

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Constellation Energy Corp

VanEck Vectors Semiconductor ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CEG vs. SMH — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CEG
The Risk-Adjusted Performance Rank of CEG is 7575
Overall Rank
The Sharpe Ratio Rank of CEG is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of CEG is 7373
Sortino Ratio Rank
The Omega Ratio Rank of CEG is 7373
Omega Ratio Rank
The Calmar Ratio Rank of CEG is 8181
Calmar Ratio Rank
The Martin Ratio Rank of CEG is 7373
Martin Ratio Rank
SMH
The Risk-Adjusted Performance Rank of SMH is 1717
Overall Rank
The Sharpe Ratio Rank of SMH is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of SMH is 1919
Sortino Ratio Rank
The Omega Ratio Rank of SMH is 1919
Omega Ratio Rank
The Calmar Ratio Rank of SMH is 1515
Calmar Ratio Rank
The Martin Ratio Rank of SMH is 1515
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CEG vs. SMH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Constellation Energy Corp (CEG) and VanEck Vectors Semiconductor ETF (SMH). 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.

The current CEG Sharpe Ratio is 0.65, which is higher than the SMH Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of CEG and SMH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CEG vs. SMH - Dividend Comparison

CEG's dividend yield for the trailing twelve months is around 0.47%, more than SMH's 0.44% yield.

TTM20242023202220212020201920182017201620152014
CEG
Constellation Energy Corp		0.47%0.63%0.97%0.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Vectors Semiconductor ETF		0.44%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%1.16%

Drawdowns

CEG vs. SMH - Drawdown Comparison

The maximum CEG drawdown since its inception was -50.70%, smaller than the maximum SMH drawdown of -83.29%. Use the drawdown chart below to compare losses from any high point for CEG and SMH.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CEG vs. SMH - Volatility Comparison

Constellation Energy Corp (CEG) has a higher volatility of 12.49% compared to VanEck Vectors Semiconductor ETF (SMH) at 9.09%. This indicates that CEG's price experiences larger fluctuations and is considered to be riskier than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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