PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ENGH.TO vs. CEG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ENGH.TO and CEG is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

ENGH.TO vs. CEG - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
-14.00%
63.75%
ENGH.TO
CEG

Key characteristics

Sharpe Ratio

ENGH.TO:

-0.76

CEG:

2.28

Sortino Ratio

ENGH.TO:

-0.91

CEG:

2.88

Omega Ratio

ENGH.TO:

0.88

CEG:

1.43

Calmar Ratio

ENGH.TO:

-0.34

CEG:

5.29

Martin Ratio

ENGH.TO:

-1.27

CEG:

12.16

Ulcer Index

ENGH.TO:

16.85%

CEG:

12.04%

Daily Std Dev

ENGH.TO:

28.24%

CEG:

64.17%

Max Drawdown

ENGH.TO:

-76.25%

CEG:

-27.64%

Current Drawdown

ENGH.TO:

-62.59%

CEG:

-7.42%

Fundamentals

Market Cap

ENGH.TO:

CA$1.48B

CEG:

$100.63B

EPS

ENGH.TO:

CA$1.47

CEG:

$11.88

PE Ratio

ENGH.TO:

18.22

CEG:

27.08

Total Revenue (TTM)

ENGH.TO:

CA$382.02M

CEG:

$23.33B

Gross Profit (TTM)

ENGH.TO:

CA$234.75M

CEG:

$6.12B

EBITDA (TTM)

ENGH.TO:

CA$73.17M

CEG:

$5.76B

Returns By Period

In the year-to-date period, ENGH.TO achieves a -1.11% return, which is significantly lower than CEG's 43.79% return.


ENGH.TO

YTD

-1.11%

1M

-1.80%

6M

-9.95%

1Y

-20.27%

5Y*

-10.95%

10Y*

3.21%

CEG

YTD

43.79%

1M

1.68%

6M

63.75%

1Y

145.75%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ENGH.TO vs. CEG — Risk-Adjusted Performance Rank

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

ENGH.TO
The Risk-Adjusted Performance Rank of ENGH.TO is 1414
Overall Rank
The Sharpe Ratio Rank of ENGH.TO is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of ENGH.TO is 1212
Sortino Ratio Rank
The Omega Ratio Rank of ENGH.TO is 1111
Omega Ratio Rank
The Calmar Ratio Rank of ENGH.TO is 2626
Calmar Ratio Rank
The Martin Ratio Rank of ENGH.TO is 1212
Martin Ratio Rank

CEG
The Risk-Adjusted Performance Rank of CEG is 9393
Overall Rank
The Sharpe Ratio Rank of CEG is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of CEG is 9090
Sortino Ratio Rank
The Omega Ratio Rank of CEG is 9292
Omega Ratio Rank
The Calmar Ratio Rank of CEG is 9898
Calmar Ratio Rank
The Martin Ratio Rank of CEG is 9393
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.

ENGH.TO vs. CEG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Enghouse Systems Limited (ENGH.TO) and Constellation Energy Corp (CEG). 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 ENGH.TO, currently valued at -0.96, compared to the broader market-2.000.002.00-0.962.24
The chart of Sortino ratio for ENGH.TO, currently valued at -1.23, compared to the broader market-4.00-2.000.002.004.006.00-1.232.85
The chart of Omega ratio for ENGH.TO, currently valued at 0.83, compared to the broader market0.501.001.502.000.831.43
The chart of Calmar ratio for ENGH.TO, currently valued at -0.64, compared to the broader market0.002.004.006.00-0.645.18
The chart of Martin ratio for ENGH.TO, currently valued at -1.47, compared to the broader market0.0010.0020.0030.00-1.4711.82
ENGH.TO
CEG

The current ENGH.TO Sharpe Ratio is -0.76, which is lower than the CEG Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of ENGH.TO and CEG, 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.96
2.24
ENGH.TO
CEG

Dividends

ENGH.TO vs. CEG - Dividend Comparison

ENGH.TO's dividend yield for the trailing twelve months is around 2.91%, more than CEG's 0.44% yield.


TTM20242023202220212020201920182017201620152014
ENGH.TO
Enghouse Systems Limited
2.91%3.69%2.41%1.99%4.37%0.84%0.87%0.00%0.00%0.00%0.00%0.00%
CEG
Constellation Energy Corp
0.44%0.63%0.97%0.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ENGH.TO vs. CEG - Drawdown Comparison

The maximum ENGH.TO drawdown since its inception was -76.25%, which is greater than CEG's maximum drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for ENGH.TO and CEG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-41.05%
-7.42%
ENGH.TO
CEG

Volatility

ENGH.TO vs. CEG - Volatility Comparison

The current volatility for Enghouse Systems Limited (ENGH.TO) is 4.72%, while Constellation Energy Corp (CEG) has a volatility of 26.75%. This indicates that ENGH.TO experiences smaller price fluctuations and is considered to be less risky than CEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
4.72%
26.75%
ENGH.TO
CEG

Financials

ENGH.TO vs. CEG - Financials Comparison

This section allows you to compare key financial metrics between Enghouse Systems Limited and Constellation Energy Corp. 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


Please note, different currencies. ENGH.TO values in CAD, CEG values in USD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab