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

Performance

GKOS vs. CEG - Performance Comparison

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

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Returns By Period

In the year-to-date period, GKOS achieves a 16.19% return, which is significantly higher than CEG's -21.78% return.


GKOS

1D
0.39%
1M
9.12%
YTD
16.19%
6M
12.04%
1Y
30.99%
3Y*
24.81%
5Y*
8.72%
10Y*
16.63%

CEG

1D
0.54%
1M
-6.30%
YTD
-21.78%
6M
-22.77%
1Y
-9.16%
3Y*
46.00%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GKOS vs. CEG - Yearly Performance Comparison


2026 (YTD)2025202420232022
GKOS
Glaukos Corporation
16.19%-24.70%88.63%81.98%-19.63%
CEG
Constellation Energy Corp
-21.78%58.80%92.71%37.24%73.87%

Correlation

The correlation between GKOS and CEG is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.19

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2022

0.22

The correlation between GKOS and CEG shifts across timeframes, from 0.07 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GKOS:

$7.61B

CEG:

$97.54B

EPS

GKOS:

-$3.30

CEG:

$8.13

PS Ratio

GKOS:

13.65

CEG:

3.60

PB Ratio

GKOS:

11.35

CEG:

2.91

Total Revenue (TTM)

GKOS:

$551.35M

CEG:

$24.82B

Gross Profit (TTM)

GKOS:

$439.11M

CEG:

$20.98B

EBITDA (TTM)

GKOS:

-$158.75M

CEG:

$5.87B

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Return for Risk

GKOS vs. CEG — Risk / Return Rank

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

GKOS
GKOS Risk / Return Rank: 6262
Overall Rank
GKOS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
GKOS Sortino Ratio Rank: 6262
Sortino Ratio Rank
GKOS Omega Ratio Rank: 6060
Omega Ratio Rank
GKOS Calmar Ratio Rank: 6363
Calmar Ratio Rank
GKOS Martin Ratio Rank: 6464
Martin Ratio Rank

CEG
CEG Risk / Return Rank: 3333
Overall Rank
CEG Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
CEG Sortino Ratio Rank: 3333
Sortino Ratio Rank
CEG Omega Ratio Rank: 3232
Omega Ratio Rank
CEG Calmar Ratio Rank: 3434
Calmar Ratio Rank
CEG Martin Ratio Rank: 3333
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.

GKOS vs. CEG - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GKOSCEGDifference
Sharpe ratioReturn per unit of total volatility

+0.79

Sortino ratioReturn per unit of downside risk

+1.25

Omega ratioGain probability vs. loss probability

1.16

1.00

+0.15

Calmar ratioReturn relative to maximum drawdown

1.04

-0.23

+1.27

Martin ratioReturn relative to average drawdown

2.29

-0.46

+2.75

GKOS vs. CEG - Sharpe Ratio Comparison

The current GKOS Sharpe Ratio is 0.59, which is higher than the CEG Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of GKOS and CEG, 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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Drawdowns

GKOS vs. CEG - Drawdown Comparison

The maximum GKOS drawdown since its inception was -69.57%, which is greater than CEG's maximum drawdown of -50.70%. Use the drawdown chart below to compare losses from any high point for GKOS and CEG.


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Drawdown Indicators


GKOSCEGDifference

Max Drawdown

Largest peak-to-trough decline

-69.57%

-50.70%

-18.87%

Max Drawdown (1Y)

Largest decline over 1 year

-29.92%

-39.77%

+9.85%

Max Drawdown (3Y)

Largest decline over 3 years

-53.68%

-50.70%

-2.98%

Max Drawdown (5Y)

Largest decline over 5 years

-59.58%

Max Drawdown (10Y)

Largest decline over 10 years

-69.57%

Current Drawdown

Current decline from peak

-18.63%

-31.52%

+12.89%

Average Drawdown

Average peak-to-trough decline

-27.75%

-11.77%

-15.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.56%

19.93%

-6.37%

Volatility

GKOS vs. CEG - Volatility Comparison

Glaukos Corporation (GKOS) has a higher volatility of 21.53% compared to Constellation Energy Corp (CEG) at 13.64%. This indicates that GKOS's price experiences larger fluctuations and is considered to be riskier than CEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GKOSCEGDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.53%

13.64%

+7.89%

Volatility (6M)

Calculated over the trailing 6-month period

40.93%

36.35%

+4.58%

Volatility (1Y)

Calculated over the trailing 1-year period

52.71%

46.74%

+5.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.47%

49.31%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.36%

49.31%

+3.05%

Dividends

GKOS vs. CEG - Dividend Comparison

GKOS has not paid dividends to shareholders, while CEG's dividend yield for the trailing twelve months is around 0.59%.


PositionTTM2025202420232022
CEG
Constellation Energy Corp
0.59%0.44%0.63%0.97%0.65%
GKOS
Glaukos Corporation
0.00%0.00%0.00%0.00%0.00%

Financials

GKOS vs. CEG - Financials Comparison

This section allows you to compare key financial metrics between Glaukos Corporation 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


0.002.00B4.00B6.00B8.00B20222023202420252026
150.57M
6.07B
(GKOS) Total Revenue
(CEG) Total Revenue
Values in USD except per share items

GKOS vs. CEG - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
77.9%
40.8%
Portfolio components
GKOS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Glaukos Corporation reported a gross profit of 117.23M and revenue of 150.57M. Therefore, the gross margin over that period was 77.9%.

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%.

GKOS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Glaukos Corporation reported an operating income of -19.86M and revenue of 150.57M, resulting in an operating margin of -13.2%.

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%.

GKOS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Glaukos Corporation reported a net income of -19.78M and revenue of 150.57M, resulting in a net margin of -13.1%.

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%.


Frequently Asked Questions


GKOS and CEG have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GKOS has higher volatility (21.53%) compared to CEG (13.64%). In terms of maximum drawdown, GKOS dropped -69.57% vs CEG's -50.70%.

GKOS currently has the higher Sharpe Ratio (0.59 vs -0.20), 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.

Portfolio Optimizer

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