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SHLD vs. CEG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHLD vs. CEG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Defense Tech ETF (SHLD) 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, SHLD achieves a -1.50% return, which is significantly higher than CEG's -27.96% return.


SHLD

1D
-2.04%
1M
0.05%
YTD
-1.50%
6M
-1.03%
1Y
10.40%
3Y*
5Y*
10Y*

CEG

1D
2.86%
1M
-7.54%
YTD
-27.96%
6M
-27.70%
1Y
-15.08%
3Y*
40.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHLD vs. CEG - Yearly Performance Comparison


2026 (YTD)202520242023
SHLD
Global X Defense Tech ETF
-1.50%74.16%35.03%12.89%
CEG
Constellation Energy Corp
-27.96%58.80%92.71%7.98%

Correlation

The correlation between SHLD and CEG is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2023

0.30

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Return for Risk

SHLD vs. CEG — Risk / Return Rank

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

SHLD
SHLD Risk / Return Rank: 1616
Overall Rank
SHLD Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SHLD Sortino Ratio Rank: 1717
Sortino Ratio Rank
SHLD Omega Ratio Rank: 1616
Omega Ratio Rank
SHLD Calmar Ratio Rank: 1616
Calmar Ratio Rank
SHLD Martin Ratio Rank: 1616
Martin Ratio Rank

CEG
CEG Risk / Return Rank: 2929
Overall Rank
CEG Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CEG Sortino Ratio Rank: 2828
Sortino Ratio Rank
CEG Omega Ratio Rank: 2828
Omega Ratio Rank
CEG Calmar Ratio Rank: 3131
Calmar Ratio Rank
CEG Martin Ratio Rank: 2828
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.

SHLD vs. CEG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Defense Tech ETF (SHLD) 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.


SHLDCEGDifference
Sharpe ratioReturn per unit of total volatility

+0.75

Sortino ratioReturn per unit of downside risk

+0.94

Omega ratioGain probability vs. loss probability

1.09

0.98

+0.11

Calmar ratioReturn relative to maximum drawdown

0.52

-0.38

+0.90

Martin ratioReturn relative to average drawdown

1.28

-0.78

+2.06

SHLD vs. CEG - Sharpe Ratio Comparison

The current SHLD Sharpe Ratio is 0.43, which is higher than the CEG Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of SHLD 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

SHLD vs. CEG - Drawdown Comparison

The maximum SHLD drawdown since its inception was -20.10%, smaller than the maximum CEG drawdown of -50.70%. Use the drawdown chart below to compare losses from any high point for SHLD and CEG.


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Drawdown Indicators


SHLDCEGDifference

Max Drawdown

Largest peak-to-trough decline

-20.10%

-50.70%

+30.60%

Max Drawdown (1Y)

Largest decline over 1 year

-20.10%

-39.77%

+19.67%

Max Drawdown (3Y)

Largest decline over 3 years

-50.70%

Current Drawdown

Current decline from peak

-18.20%

-36.93%

+18.73%

Average Drawdown

Average peak-to-trough decline

-3.34%

-11.67%

+8.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.12%

19.38%

-11.26%

Volatility

SHLD vs. CEG - Volatility Comparison

The current volatility for Global X Defense Tech ETF (SHLD) is 9.05%, while Constellation Energy Corp (CEG) has a volatility of 15.26%. This indicates that SHLD 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.


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Volatility by Period


SHLDCEGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.05%

15.26%

-6.21%

Volatility (6M)

Calculated over the trailing 6-month period

19.94%

37.72%

-17.78%

Volatility (1Y)

Calculated over the trailing 1-year period

24.55%

46.66%

-22.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.29%

49.38%

-28.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.29%

49.38%

-28.09%

Dividends

SHLD vs. CEG - Dividend Comparison

SHLD's dividend yield for the trailing twelve months is around 0.56%, less than CEG's 0.64% yield.


PositionTTM2025202420232022
CEG
Constellation Energy Corp
0.64%0.44%0.63%0.97%0.65%
SHLD
Global X Defense Tech ETF
0.56%0.55%0.53%0.26%0.00%

Frequently Asked Questions


SHLD and CEG have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CEG has higher volatility (15.26%) compared to SHLD (9.05%). In terms of maximum drawdown, SHLD dropped -20.10% vs CEG's -50.70%.

SHLD currently has the higher Sharpe Ratio (0.43 vs -0.32), 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

Find the right allocation for SHLD and CEG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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