LEU vs. CEG

Last updated Apr 1, 2026

Compare and contrast key facts about Centrus Energy Corp. (LEU) and Constellation Energy Corp (CEG).

Performance

LEU vs. CEG - Performance Comparison

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

LEU vs. CEG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
LEU Centrus Energy Corp.	-28.49%	264.45%	22.42%	67.52%	-24.55%
CEG Constellation Energy Corp	-20.85%	58.80%	92.71%	37.24%	64.11%

Fundamentals

Market Cap LEU : $3.91B CEG : $87.68B
EPS LEU : $3.92 CEG : $7.39
PE Ratio LEU : 44.34 CEG : 37.81
PS Ratio LEU : 7.69 CEG : 3.35
PB Ratio LEU : 5.11 CEG : 6.04
Total Revenue (TTM) LEU : $448.70M CEG : $26.15B
Gross Profit (TTM) LEU : $117.50M CEG : -$3.91B
EBITDA (TTM) LEU : $94.20M CEG : $3.98B

Returns By Period

In the year-to-date period, LEU achieves a -28.49% return, which is significantly lower than CEG's -20.85% return.

LEU

• 1D: 3.01%
• 1M: -14.31%
• YTD: -28.49%
• 6M: -44.02%
• 1Y: 179.04%
• 3Y*: 75.34%
• 5Y*: 48.51%
• 10Y*: 44.32%

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

LEU vs. CEG — Risk / Return Rank

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

LEU

LEU Risk / Return Rank: 85
LEU Sharpe Ratio Rank: 90
LEU Sortino Ratio Rank: 86
LEU Omega Ratio Rank: 83
LEU Calmar Ratio Rank: 84
LEU Martin Ratio Rank: 80

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.

LEU vs. CEG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Centrus Energy Corp. (LEU) 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.

	LEU	CEG	Difference
Sharpe ratio Return per unit of total volatility	1.92	0.76	+1.16
Sortino ratio Return per unit of downside risk	2.46	1.32	+1.13
Omega ratio Gain probability vs. loss probability	1.30	1.17	+0.13
Calmar ratio Return relative to maximum drawdown	2.64	0.95	+1.70
Martin ratio Return relative to average drawdown	5.57	2.57	+3.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LEU vs. CEG - Sharpe Ratio Comparison

The current LEU Sharpe Ratio is 1.92, which is higher than the CEG Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of LEU 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

	LEU	CEG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.92	0.76	+1.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.10	1.03	-1.13

Correlation

The correlation between LEU and CEG is 0.35, 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

LEU vs. CEG - Dividend Comparison

LEU has not paid dividends to shareholders, while CEG's dividend yield for the trailing twelve months is around 0.57%.

	TTM	2025	2024	2023	2022
LEU Centrus Energy Corp.	0.00%	0.00%	0.00%	0.00%	0.00%
CEG Constellation Energy Corp	0.57%	0.44%	0.63%	0.97%	0.65%

Drawdowns

LEU vs. CEG - Drawdown Comparison

The maximum LEU drawdown since its inception was -99.98%, which is greater than CEG's maximum drawdown of -50.70%. Use the drawdown chart below to compare losses from any high point for LEU and CEG.

Drawdown Indicators

	LEU	CEG	Difference
Max Drawdown Largest peak-to-trough decline	-99.98%	-50.70%	-49.28%
Max Drawdown (1Y) Largest decline over 1 year	-61.35%	-38.77%	-22.58%
Max Drawdown (5Y) Largest decline over 5 years	-78.23%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-83.84%	—	—
Current Drawdown Current decline from peak	-97.44%	-30.70%	-66.74%
Average Drawdown Average peak-to-trough decline	-73.82%	-10.82%	-63.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	29.08%	14.27%	+14.81%

Volatility

LEU vs. CEG - Volatility Comparison

Centrus Energy Corp. (LEU) has a higher volatility of 18.99% compared to Constellation Energy Corp (CEG) at 16.75%. This indicates that LEU'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.

Volatility by Period

	LEU	CEG	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.99%	16.75%	+2.24%
Volatility (6M) Calculated over the trailing 6-month period	67.98%	36.99%	+30.99%
Volatility (1Y) Calculated over the trailing 1-year period	93.93%	51.89%	+42.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	85.22%	49.33%	+35.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	82.31%	49.33%	+32.98%

Financials