EXC vs. CEG

Last updated Apr 1, 2026

Compare and contrast key facts about Exelon Corporation (EXC) and Constellation Energy Corp (CEG).

Performance

EXC vs. CEG - Performance Comparison

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

EXC vs. CEG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
EXC Exelon Corporation	13.42%	20.02%	10.29%	-13.96%	4.09%
CEG Constellation Energy Corp	-20.85%	58.80%	92.71%	37.24%	64.11%

Fundamentals

EPS EXC : $2.80 CEG : $7.39
PE Ratio EXC : 17.51 CEG : 37.81
PEG Ratio EXC : 2.91 CEG : 0.66
PS Ratio EXC : 2.03 CEG : 3.35
Total Revenue (TTM) EXC : $24.32B CEG : $26.15B
Gross Profit (TTM) EXC : $10.33B CEG : -$3.91B
EBITDA (TTM) EXC : $8.94B CEG : $3.98B

Returns By Period

In the year-to-date period, EXC achieves a 13.42% return, which is significantly higher than CEG's -20.85% return.

EXC

• 1D: -0.18%
• 1M: -0.06%
• YTD: 13.42%
• 6M: 10.80%
• 1Y: 10.17%
• 3Y*: 9.74%
• 5Y*: 13.51%
• 10Y*: 10.70%

CEG

• 1D: -6.48%
• 1M: -15.23%
• YTD: -20.85%
• 6M: -14.93%
• 1Y: 39.20%
• 3Y*: 53.80%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

EXC vs. CEG — Risk / Return Rank

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

EXC

EXC Risk / Return Rank: 60
EXC Sharpe Ratio Rank: 62
EXC Sortino Ratio Rank: 54
EXC Omega Ratio Rank: 51
EXC Calmar Ratio Rank: 69
EXC Martin Ratio Rank: 63

CEG

CEG Risk / Return Rank: 65
CEG Sharpe Ratio Rank: 69
CEG Sortino Ratio Rank: 65
CEG Omega Ratio Rank: 63
CEG Calmar Ratio Rank: 63
CEG Martin Ratio Rank: 65

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.

EXC vs. CEG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Exelon Corporation (EXC) 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.

	EXC	CEG	Difference
Sharpe ratio Return per unit of total volatility	0.54	0.76	-0.22
Sortino ratio Return per unit of downside risk	0.90	1.32	-0.42
Omega ratio Gain probability vs. loss probability	1.11	1.17	-0.06
Calmar ratio Return relative to maximum drawdown	1.32	0.95	+0.37
Martin ratio Return relative to average drawdown	2.28	2.57	-0.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EXC vs. CEG - Sharpe Ratio Comparison

The current EXC Sharpe Ratio is 0.54, which is comparable to the CEG Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of EXC 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.

Sharpe Ratios by Period

	EXC	CEG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.54	0.76	-0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	1.03	-0.65

Correlation

The correlation between EXC and CEG is 0.20, 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.

Dividends

EXC vs. CEG - Dividend Comparison

EXC's dividend yield for the trailing twelve months is around 3.30%, more than CEG's 0.57% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EXC Exelon Corporation	3.30%	3.67%	5.05%	4.01%	3.12%	2.65%	3.62%	3.18%	3.06%	3.32%	3.56%	4.47%
CEG Constellation Energy Corp	0.57%	0.44%	0.63%	0.97%	0.65%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

EXC vs. CEG - Drawdown Comparison

The maximum EXC drawdown since its inception was -62.27%, which is greater than CEG's maximum drawdown of -50.70%. Use the drawdown chart below to compare losses from any high point for EXC and CEG.

Drawdown Indicators

	EXC	CEG	Difference
Max Drawdown Largest peak-to-trough decline	-62.27%	-50.70%	-11.57%
Max Drawdown (1Y) Largest decline over 1 year	-10.29%	-38.77%	+28.48%
Max Drawdown (5Y) Largest decline over 5 years	-29.06%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-40.04%	—	—
Current Drawdown Current decline from peak	-2.53%	-30.70%	+28.17%
Average Drawdown Average peak-to-trough decline	-20.09%	-10.82%	-9.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.93%	14.27%	-8.34%

Volatility

EXC vs. CEG - Volatility Comparison

The current volatility for Exelon Corporation (EXC) is 6.05%, while Constellation Energy Corp (CEG) has a volatility of 16.75%. This indicates that EXC 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.

Volatility by Period

	EXC	CEG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.05%	16.75%	-10.70%
Volatility (6M) Calculated over the trailing 6-month period	13.74%	36.99%	-23.25%
Volatility (1Y) Calculated over the trailing 1-year period	19.16%	51.89%	-32.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.63%	49.33%	-28.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.91%	49.33%	-25.42%

Financials