CEG vs. SPY
Compare and contrast key facts about Constellation Energy Corp (CEG) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CEG or SPY.
Performance
CEG vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, CEG achieves a 98.37% return, which is significantly higher than SPY's 24.91% return.
CEG
98.37%
-14.63%
7.60%
90.55%
N/A
N/A
SPY
24.91%
0.61%
11.66%
32.24%
15.43%
13.04%
Key characteristics
| CEG | SPY | |
|---|---|---|
| Sharpe Ratio | 1.76 | 2.67 |
| Sortino Ratio | 2.58 | 3.56 |
| Omega Ratio | 1.35 | 1.50 |
| Calmar Ratio | 3.28 | 3.85 |
| Martin Ratio | 8.65 | 17.38 |
| Ulcer Index | 10.47% | 1.86% |
| Daily Std Dev | 51.46% | 12.17% |
| Max Drawdown | -27.64% | -55.19% |
| Current Drawdown | -19.22% | -1.77% |
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Correlation
The correlation between CEG and SPY is 0.47, 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.
Risk-Adjusted Performance
CEG vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Constellation Energy Corp (CEG) and SPDR S&P 500 ETF (SPY). 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.
Dividends
CEG vs. SPY - Dividend Comparison
CEG's dividend yield for the trailing twelve months is around 0.61%, less than SPY's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEG Constellation Energy Corp | 0.61% | 0.97% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.19% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
CEG vs. SPY - Drawdown Comparison
The maximum CEG drawdown since its inception was -27.64%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CEG and SPY. For additional features, visit the drawdowns tool.
Volatility
CEG vs. SPY - Volatility Comparison
Constellation Energy Corp (CEG) has a higher volatility of 15.38% compared to SPDR S&P 500 ETF (SPY) at 4.08%. This indicates that CEG's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.