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CEG vs. XEL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CEG vs. XEL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Constellation Energy Corp (CEG) and Xcel Energy Inc. (XEL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CEG achieves a -24.13% return, which is significantly lower than XEL's 5.55% return.


CEG

1D
-1.98%
1M
-16.63%
YTD
-24.13%
6M
-25.81%
1Y
-14.18%
3Y*
46.05%
5Y*
10Y*

XEL

1D
-0.62%
1M
-4.66%
YTD
5.55%
6M
0.22%
1Y
15.16%
3Y*
10.75%
5Y*
5.29%
10Y*
9.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEG vs. XEL - Yearly Performance Comparison


2026 (YTD)2025202420232022
CEG
Constellation Energy Corp
-24.13%58.80%92.71%37.24%64.11%
XEL
Xcel Energy Inc.
5.55%13.89%12.32%-8.67%3.55%

Correlation

The correlation between CEG and XEL is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2022

0.18

The correlation between CEG and XEL shifts across timeframes, from 0.07 (3 years) to 0.18 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CEG:

$94.60B

XEL:

$48.45B

EPS

CEG:

$8.13

XEL:

$3.50

PE Ratio

CEG:

32.88

XEL:

22.09

PEG Ratio

CEG:

0.57

XEL:

5.69

PS Ratio

CEG:

3.49

XEL:

3.12

PB Ratio

CEG:

2.83

XEL:

2.04

Total Revenue (TTM)

CEG:

$24.82B

XEL:

$14.78B

Gross Profit (TTM)

CEG:

$20.98B

XEL:

$1.88B

EBITDA (TTM)

CEG:

$5.87B

XEL:

$6.26B

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Return for Risk

CEG vs. XEL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CEG
CEG Risk / Return Rank: 2727
Overall Rank
CEG Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CEG Sortino Ratio Rank: 2727
Sortino Ratio Rank
CEG Omega Ratio Rank: 2727
Omega Ratio Rank
CEG Calmar Ratio Rank: 2828
Calmar Ratio Rank
CEG Martin Ratio Rank: 2626
Martin Ratio Rank

XEL
XEL Risk / Return Rank: 6363
Overall Rank
XEL Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XEL Sortino Ratio Rank: 6161
Sortino Ratio Rank
XEL Omega Ratio Rank: 5757
Omega Ratio Rank
XEL Calmar Ratio Rank: 6666
Calmar Ratio Rank
XEL Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CEG vs. XEL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Constellation Energy Corp (CEG) and Xcel Energy Inc. (XEL). 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.


CEGXELDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

0.98

1.16

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.37

1.32

-1.69

Martin ratioReturn relative to average drawdown

-0.77

3.51

-4.28

CEG vs. XEL - Sharpe Ratio Comparison

The current CEG Sharpe Ratio is -0.30, which is lower than the XEL Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of CEG and XEL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CEGXELDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

0.80

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.41

+0.54

Drawdowns

CEG vs. XEL - Drawdown Comparison

The maximum CEG drawdown since its inception was -50.70%, smaller than the maximum XEL drawdown of -80.64%. Use the drawdown chart below to compare losses from any high point for CEG and XEL.


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Drawdown Indicators


CEGXELDifference

Max Drawdown

Largest peak-to-trough decline

-50.70%

-80.64%

+29.94%

Max Drawdown (1Y)

Largest decline over 1 year

-38.77%

-11.50%

-27.27%

Max Drawdown (3Y)

Largest decline over 3 years

-50.70%

-24.42%

-26.28%

Max Drawdown (5Y)

Largest decline over 5 years

-34.41%

Max Drawdown (10Y)

Largest decline over 10 years

-34.41%

Current Drawdown

Current decline from peak

-33.58%

-7.09%

-26.49%

Average Drawdown

Average peak-to-trough decline

-11.51%

-11.32%

-0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.38%

4.34%

+14.04%

Volatility

CEG vs. XEL - Volatility Comparison

Constellation Energy Corp (CEG) has a higher volatility of 15.69% compared to Xcel Energy Inc. (XEL) at 6.69%. This indicates that CEG's price experiences larger fluctuations and is considered to be riskier than XEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEGXELDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.69%

6.69%

+9.00%

Volatility (6M)

Calculated over the trailing 6-month period

37.36%

14.41%

+22.95%

Volatility (1Y)

Calculated over the trailing 1-year period

46.71%

19.03%

+27.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.38%

20.80%

+28.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.38%

21.68%

+27.70%

Dividends

CEG vs. XEL - Dividend Comparison

CEG's dividend yield for the trailing twelve months is around 0.61%, less than XEL's 2.98% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
XEL
Xcel Energy Inc.
2.98%3.83%2.43%3.36%2.78%2.70%2.58%2.55%3.09%2.99%3.34%3.56%

Financials

CEG vs. XEL - Financials Comparison

This section allows you to compare key financial metrics between Constellation Energy Corp and Xcel Energy Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


3.00B4.00B5.00B6.00B7.00B8.00B20222023202420252026
6.07B
4.02B
(CEG) Total Revenue
(XEL) Total Revenue
Values in USD except per share items

CEG vs. XEL - Profitability Comparison

The chart below illustrates the profitability comparison between Constellation Energy Corp and Xcel Energy Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-40.0%-20.0%0.0%20.0%40.0%60.0%20222023202420252026
40.8%
0
Portfolio components
CEG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Constellation Energy Corp reported a gross profit of 2.48B and revenue of 6.07B. Therefore, the gross margin over that period was 40.8%.

XEL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Xcel Energy Inc. reported a gross profit of 0.00 and revenue of 4.02B. Therefore, the gross margin over that period was 0.0%.

CEG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Constellation Energy Corp reported an operating income of 598.00M and revenue of 6.07B, resulting in an operating margin of 9.9%.

XEL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Xcel Energy Inc. reported an operating income of 754.00M and revenue of 4.02B, resulting in an operating margin of 18.8%.

CEG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Constellation Energy Corp reported a net income of 432.00M and revenue of 6.07B, resulting in a net margin of 7.1%.

XEL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Xcel Energy Inc. reported a net income of 556.00M and revenue of 4.02B, resulting in a net margin of 13.8%.


Frequently Asked Questions


CEG and XEL have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CEG has higher volatility (15.69%) compared to XEL (6.69%). In terms of maximum drawdown, CEG dropped -50.70% vs XEL's -80.64%.

XEL currently has the higher Sharpe Ratio (0.80 vs -0.30), 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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