ITRI vs. CEG
Compare and contrast key facts about Itron, Inc. (ITRI) and Constellation Energy Corp (CEG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITRI or CEG.
Key characteristics
| ITRI | CEG | |
|---|---|---|
| YTD Return | 64.81% | 104.07% |
| 1Y Return | 96.48% | 96.35% |
| Sharpe Ratio | 2.51 | 1.91 |
| Sortino Ratio | 3.74 | 2.71 |
| Omega Ratio | 1.47 | 1.38 |
| Calmar Ratio | 2.08 | 3.55 |
| Martin Ratio | 17.08 | 9.65 |
| Ulcer Index | 5.77% | 10.18% |
| Daily Std Dev | 39.37% | 51.50% |
| Max Drawdown | -94.36% | -27.65% |
| Current Drawdown | 0.00% | -16.90% |
Fundamentals
| ITRI | CEG | |
|---|---|---|
| Market Cap | $5.61B | $74.87B |
| EPS | $4.87 | $9.07 |
| PE Ratio | 25.55 | 26.39 |
| PEG Ratio | 1.01 | 3.63 |
| Total Revenue (TTM) | $2.41B | $22.81B |
| Gross Profit (TTM) | $808.85M | $5.14B |
| EBITDA (TTM) | $297.83M | $6.66B |
Correlation
The correlation between ITRI and CEG is 0.37, 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.
Performance
ITRI vs. CEG - Performance Comparison
In the year-to-date period, ITRI achieves a 64.81% return, which is significantly lower than CEG's 104.07% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ITRI vs. CEG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Itron, Inc. (ITRI) 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.
Dividends
ITRI vs. CEG - Dividend Comparison
ITRI has not paid dividends to shareholders, while CEG's dividend yield for the trailing twelve months is around 0.57%.
| TTM | 2023 | 2022 | |
|---|---|---|---|
ITRI Itron, Inc. | 0.00% | 0.00% | 0.00% |
CEG Constellation Energy Corp | 0.57% | 0.97% | 0.65% |
Drawdowns
ITRI vs. CEG - Drawdown Comparison
The maximum ITRI drawdown since its inception was -94.36%, which is greater than CEG's maximum drawdown of -27.65%. Use the drawdown chart below to compare losses from any high point for ITRI and CEG. For additional features, visit the drawdowns tool.
Volatility
ITRI vs. CEG - Volatility Comparison
The current volatility for Itron, Inc. (ITRI) is 10.58%, while Constellation Energy Corp (CEG) has a volatility of 16.27%. This indicates that ITRI 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.
Financials
ITRI vs. CEG - Financials Comparison
This section allows you to compare key financial metrics between Itron, Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities