CEG vs. SPYG
Compare and contrast key facts about Constellation Energy Corp (CEG) and SPDR Portfolio S&P 500 Growth ETF (SPYG).
SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CEG or SPYG.
Performance
CEG vs. SPYG - Performance Comparison
Returns By Period
In the year-to-date period, CEG achieves a 98.37% return, which is significantly higher than SPYG's 31.96% return.
CEG
98.37%
-14.63%
7.60%
90.55%
N/A
N/A
SPYG
31.96%
1.16%
13.97%
38.05%
17.36%
14.88%
Key characteristics
| CEG | SPYG | |
|---|---|---|
| Sharpe Ratio | 1.76 | 2.23 |
| Sortino Ratio | 2.58 | 2.91 |
| Omega Ratio | 1.35 | 1.41 |
| Calmar Ratio | 3.28 | 2.82 |
| Martin Ratio | 8.65 | 11.85 |
| Ulcer Index | 10.47% | 3.21% |
| Daily Std Dev | 51.46% | 17.07% |
| Max Drawdown | -27.64% | -67.79% |
| Current Drawdown | -19.22% | -2.43% |
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Correlation
The correlation between CEG and SPYG is 0.44, 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. SPYG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Constellation Energy Corp (CEG) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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. SPYG - Dividend Comparison
CEG's dividend yield for the trailing twelve months is around 0.61%, less than SPYG's 0.66% 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% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.66% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
Drawdowns
CEG vs. SPYG - Drawdown Comparison
The maximum CEG drawdown since its inception was -27.64%, smaller than the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for CEG and SPYG. For additional features, visit the drawdowns tool.
Volatility
CEG vs. SPYG - Volatility Comparison
Constellation Energy Corp (CEG) has a higher volatility of 15.38% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 5.50%. This indicates that CEG's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.