CEG vs. STIP
CEG (Constellation Energy Corp) is a stock, while STIP (iShares 0-5 Year TIPS Bond ETF) is Inflation-Protected Bonds fund tracking the Bloomberg US Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). Over the past 3 years, CEG returned 44.65%/yr vs 5.01%/yr for STIP. At a 0.06 correlation, their price movements are largely independent.
Performance
CEG vs. STIP - Performance Comparison
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Returns By Period
In the year-to-date period, CEG achieves a -23.93% return, which is significantly lower than STIP's 1.39% return.
CEG
- 1D
- -0.85%
- 1M
- -8.88%
- YTD
- -23.93%
- 6M
- -26.16%
- 1Y
- -15.99%
- 3Y*
- 44.65%
- 5Y*
- —
- 10Y*
- —
STIP
- 1D
- 0.05%
- 1M
- -0.24%
- YTD
- 1.39%
- 6M
- 1.47%
- 1Y
- 3.65%
- 3Y*
- 5.01%
- 5Y*
- 3.28%
- 10Y*
- 3.08%
CEG vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CEG Constellation Energy Corp | -23.93% | 58.80% | 92.71% | 37.24% | 73.87% |
STIP iShares 0-5 Year TIPS Bond ETF | 1.39% | 6.03% | 4.77% | 4.63% | -2.11% |
Correlation
The correlation between CEG and STIP is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2022 | 0.06 |
The correlation between CEG and STIP shifts across timeframes, from -0.05 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CEG vs. STIP — Risk / Return Rank
CEG
STIP
CEG vs. STIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Constellation Energy Corp (CEG) and iShares 0-5 Year TIPS Bond ETF (STIP). 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 | STIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.73 | ||
| Sortino ratioReturn per unit of downside risk | -3.95 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.50 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | 5.05 | -5.46 |
| Martin ratioReturn relative to average drawdown | -0.80 | 18.15 | -18.95 |
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Drawdowns
CEG vs. STIP - Drawdown Comparison
The maximum CEG drawdown since its inception was -50.70%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for CEG and STIP.
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Drawdown Indicators
| CEG | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.70% | -5.50% | -45.20% |
Max Drawdown (1Y)Largest decline over 1 year | -39.77% | -0.73% | -39.04% |
Max Drawdown (3Y)Largest decline over 3 years | -50.70% | -0.95% | -49.75% |
Max Drawdown (5Y)Largest decline over 5 years | — | -5.50% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.50% | — |
Current DrawdownCurrent decline from peak | -33.39% | -0.67% | -32.72% |
Average DrawdownAverage peak-to-trough decline | -11.80% | -0.99% | -10.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.15% | 0.20% | +19.95% |
Volatility
CEG vs. STIP - Volatility Comparison
Constellation Energy Corp (CEG) has a higher volatility of 13.24% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.65%. This indicates that CEG's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CEG | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.24% | 0.65% | +12.59% |
Volatility (6M)Calculated over the trailing 6-month period | 35.89% | 1.14% | +34.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.57% | 1.53% | +45.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.28% | 2.74% | +46.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.28% | 2.45% | +46.83% |
Dividends
CEG vs. STIP - Dividend Comparison
CEG's dividend yield for the trailing twelve months is around 0.61%, less than STIP's 4.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
CEG Constellation Energy Corp | 0.61% | 0.44% | 0.63% | 0.97% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STIP iShares 0-5 Year TIPS Bond ETF | 4.33% | 4.11% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% |
Frequently Asked Questions
CEG and STIP have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CEG has higher volatility (13.24%) compared to STIP (0.65%). In terms of maximum drawdown, CEG dropped -50.70% vs STIP's -5.50%.
STIP currently has the higher Sharpe Ratio (2.39 vs -0.34), 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.
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