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CLNE vs. XLE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CLNE and XLE 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.


-0.50.00.51.00.5

Performance

CLNE vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clean Energy Fuels Corp. (CLNE) and Energy Select Sector SPDR Fund (XLE). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-4.42%
4.50%
CLNE
XLE

Key characteristics

Sharpe Ratio

CLNE:

0.01

XLE:

0.73

Sortino Ratio

CLNE:

0.51

XLE:

1.07

Omega Ratio

CLNE:

1.05

XLE:

1.14

Calmar Ratio

CLNE:

0.00

XLE:

0.92

Martin Ratio

CLNE:

0.02

XLE:

1.99

Ulcer Index

CLNE:

16.18%

XLE:

6.67%

Daily Std Dev

CLNE:

62.08%

XLE:

18.04%

Max Drawdown

CLNE:

-95.48%

XLE:

-71.54%

Current Drawdown

CLNE:

-87.25%

XLE:

-5.35%

Returns By Period

In the year-to-date period, CLNE achieves a 21.51% return, which is significantly higher than XLE's 6.58% return. Over the past 10 years, CLNE has underperformed XLE with an annualized return of -4.68%, while XLE has yielded a comparatively higher 5.34% annualized return.


CLNE

YTD

21.51%

1M

5.90%

6M

-3.17%

1Y

-4.09%

5Y*

1.23%

10Y*

-4.68%

XLE

YTD

6.58%

1M

-2.83%

6M

4.68%

1Y

10.24%

5Y*

15.81%

10Y*

5.34%

*Annualized

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Risk-Adjusted Performance

CLNE vs. XLE — Risk-Adjusted Performance Rank

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

CLNE
The Risk-Adjusted Performance Rank of CLNE is 4444
Overall Rank
The Sharpe Ratio Rank of CLNE is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of CLNE is 4545
Sortino Ratio Rank
The Omega Ratio Rank of CLNE is 4242
Omega Ratio Rank
The Calmar Ratio Rank of CLNE is 4444
Calmar Ratio Rank
The Martin Ratio Rank of CLNE is 4444
Martin Ratio Rank

XLE
The Risk-Adjusted Performance Rank of XLE is 2626
Overall Rank
The Sharpe Ratio Rank of XLE is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of XLE is 2323
Sortino Ratio Rank
The Omega Ratio Rank of XLE is 2323
Omega Ratio Rank
The Calmar Ratio Rank of XLE is 3838
Calmar Ratio Rank
The Martin Ratio Rank of XLE is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CLNE vs. XLE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Clean Energy Fuels Corp. (CLNE) and Energy Select Sector SPDR Fund (XLE). 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.


Sharpe ratio
The chart of Sharpe ratio for CLNE, currently valued at 0.01, compared to the broader market-2.000.002.004.000.010.73
The chart of Sortino ratio for CLNE, currently valued at 0.51, compared to the broader market-6.00-4.00-2.000.002.004.006.000.511.07
The chart of Omega ratio for CLNE, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.14
The chart of Calmar ratio for CLNE, currently valued at 0.00, compared to the broader market0.002.004.006.000.000.92
The chart of Martin ratio for CLNE, currently valued at 0.02, compared to the broader market0.0010.0020.0030.000.021.99
CLNE
XLE

The current CLNE Sharpe Ratio is 0.01, which is lower than the XLE Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of CLNE and XLE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
0.01
0.73
CLNE
XLE

Dividends

CLNE vs. XLE - Dividend Comparison

CLNE has not paid dividends to shareholders, while XLE's dividend yield for the trailing twelve months is around 3.15%.


TTM20242023202220212020201920182017201620152014
CLNE
Clean Energy Fuels Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLE
Energy Select Sector SPDR Fund
3.15%3.36%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%

Drawdowns

CLNE vs. XLE - Drawdown Comparison

The maximum CLNE drawdown since its inception was -95.48%, which is greater than XLE's maximum drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for CLNE and XLE. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-87.25%
-5.35%
CLNE
XLE

Volatility

CLNE vs. XLE - Volatility Comparison

Clean Energy Fuels Corp. (CLNE) has a higher volatility of 16.73% compared to Energy Select Sector SPDR Fund (XLE) at 6.28%. This indicates that CLNE's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
16.73%
6.28%
CLNE
XLE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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