CEG vs. SOXX
CEG (Constellation Energy Corp) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 3 years, CEG returned 40.06%/yr vs 53.00%/yr for SOXX. At a 0.40 correlation, their price movements are largely independent.
Performance
CEG vs. SOXX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CEG achieves a -27.96% return, which is significantly lower than SOXX's 98.11% return.
CEG
- 1D
- 2.86%
- 1M
- -7.67%
- YTD
- -27.96%
- 6M
- -27.70%
- 1Y
- -14.08%
- 3Y*
- 40.06%
- 5Y*
- —
- 10Y*
- —
SOXX
- 1D
- 1.59%
- 1M
- 12.49%
- YTD
- 98.11%
- 6M
- 99.51%
- 1Y
- 171.57%
- 3Y*
- 53.00%
- 5Y*
- 33.69%
- 10Y*
- 35.55%
CEG vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CEG Constellation Energy Corp | -27.96% | 58.80% | 92.71% | 37.24% | 73.87% |
SOXX iShares Semiconductor ETF | 98.11% | 40.74% | 12.92% | 67.12% | -27.18% |
Correlation
The correlation between CEG and SOXX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2022 | 0.40 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CEG vs. SOXX — Risk / Return Rank
CEG
SOXX
CEG vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Constellation Energy Corp (CEG) and iShares Semiconductor ETF (SOXX). 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.
| CEG | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.76 | ||
| Sortino ratioReturn per unit of downside risk | -4.54 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.62 | -0.64 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 10.50 | -10.88 |
| Martin ratioReturn relative to average drawdown | -0.78 | 38.20 | -38.98 |
Loading charts...
Drawdowns
CEG vs. SOXX - Drawdown Comparison
The maximum CEG drawdown since its inception was -50.70%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for CEG and SOXX.
Loading charts...
Drawdown Indicators
| CEG | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.70% | -70.21% | +19.51% |
Max Drawdown (1Y)Largest decline over 1 year | -39.77% | -15.77% | -24.00% |
Max Drawdown (3Y)Largest decline over 3 years | -50.70% | -41.36% | -9.34% |
Max Drawdown (5Y)Largest decline over 5 years | — | -45.75% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.75% | — |
Current DrawdownCurrent decline from peak | -36.93% | -3.16% | -33.77% |
Average DrawdownAverage peak-to-trough decline | -11.67% | -19.95% | +8.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.38% | 4.33% | +15.05% |
Volatility
CEG vs. SOXX - Volatility Comparison
The current volatility for Constellation Energy Corp (CEG) is 15.26%, while iShares Semiconductor ETF (SOXX) has a volatility of 19.42%. This indicates that CEG experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CEG | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.26% | 19.42% | -4.16% |
Volatility (6M)Calculated over the trailing 6-month period | 37.72% | 31.46% | +6.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.66% | 37.35% | +9.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.38% | 36.73% | +12.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.38% | 33.77% | +15.61% |
Dividends
CEG vs. SOXX - Dividend Comparison
CEG's dividend yield for the trailing twelve months is around 0.64%, more than SOXX's 0.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEG Constellation Energy Corp | 0.64% | 0.44% | 0.63% | 0.97% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXX iShares Semiconductor ETF | 0.28% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Frequently Asked Questions
CEG and SOXX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (19.42%) compared to CEG (15.26%). In terms of maximum drawdown, CEG dropped -50.70% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (4.43 vs -0.32), 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.
Find the right allocation for CEG and SOXX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer