CLNE vs. XLE

In the year-to-date period, CLNE achieves a -36.25% return, which is significantly lower than XLE's -3.02% return. Over the past 10 years, CLNE has underperformed XLE with an annualized return of -15.57%, while XLE has yielded a comparatively higher 4.27% annualized return.

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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.

The current CLNE Sharpe Ratio is -0.47, which is comparable to the XLE Sharpe Ratio of -0.39. 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.

CLNE has not paid dividends to shareholders, while XLE's dividend yield for the trailing twelve months is around 3.47%.

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.

Clean Energy Fuels Corp. (CLNE) has a higher volatility of 18.11% compared to Energy Select Sector SPDR Fund (XLE) at 9.70%. 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.