CEG vs. VQNPX
Compare and contrast key facts about Constellation Energy Corp (CEG) and Vanguard Growth and Income Fund Investor Shares (VQNPX).
VQNPX is managed by Vanguard. It was launched on Dec 10, 1986.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CEG or VQNPX.
Performance
CEG vs. VQNPX - Performance Comparison
Returns By Period
In the year-to-date period, CEG achieves a 98.37% return, which is significantly higher than VQNPX's 25.56% return.
CEG
98.37%
-14.63%
7.60%
90.55%
N/A
N/A
VQNPX
25.56%
0.47%
10.39%
23.28%
7.42%
6.06%
Key characteristics
| CEG | VQNPX | |
|---|---|---|
| Sharpe Ratio | 1.76 | 1.62 |
| Sortino Ratio | 2.58 | 2.07 |
| Omega Ratio | 1.35 | 1.32 |
| Calmar Ratio | 3.28 | 1.02 |
| Martin Ratio | 8.65 | 8.23 |
| Ulcer Index | 10.47% | 2.86% |
| Daily Std Dev | 51.46% | 14.52% |
| Max Drawdown | -27.64% | -61.71% |
| Current Drawdown | -19.22% | -1.99% |
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Correlation
The correlation between CEG and VQNPX 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. VQNPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Constellation Energy Corp (CEG) and Vanguard Growth and Income Fund Investor Shares (VQNPX). 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. VQNPX - Dividend Comparison
CEG's dividend yield for the trailing twelve months is around 0.61%, less than VQNPX's 0.87% 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% |
VQNPX Vanguard Growth and Income Fund Investor Shares | 0.87% | 1.20% | 1.64% | 1.15% | 1.36% | 1.58% | 1.79% | 1.47% | 2.07% | 1.87% | 1.65% | 1.50% |
Drawdowns
CEG vs. VQNPX - Drawdown Comparison
The maximum CEG drawdown since its inception was -27.64%, smaller than the maximum VQNPX drawdown of -61.71%. Use the drawdown chart below to compare losses from any high point for CEG and VQNPX. For additional features, visit the drawdowns tool.
Volatility
CEG vs. VQNPX - Volatility Comparison
Constellation Energy Corp (CEG) has a higher volatility of 15.38% compared to Vanguard Growth and Income Fund Investor Shares (VQNPX) at 4.22%. This indicates that CEG's price experiences larger fluctuations and is considered to be riskier than VQNPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.