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TAN vs. CNRG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TAN vs. CNRG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Solar ETF (TAN) and SPDR S&P Kensho Clean Power ETF (CNRG). The values are adjusted to include any dividend payments, if applicable.

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TAN vs. CNRG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TAN
Invesco Solar ETF
14.56%48.31%-37.61%-26.79%-5.24%-25.10%233.96%66.53%1.47%
CNRG
SPDR S&P Kensho Clean Power ETF
2.22%50.23%-14.48%-11.55%-7.98%-15.68%138.35%63.26%-2.87%

Returns By Period

In the year-to-date period, TAN achieves a 14.56% return, which is significantly higher than CNRG's 2.22% return.


TAN

1D
1.01%
1M
-0.16%
YTD
14.56%
6M
24.82%
1Y
82.69%
3Y*
-10.00%
5Y*
-9.00%
10Y*
10.44%

CNRG

1D
1.20%
1M
-3.28%
YTD
2.22%
6M
3.99%
1Y
82.17%
3Y*
3.13%
5Y*
-3.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TAN vs. CNRG - Expense Ratio Comparison

TAN has a 0.69% expense ratio, which is higher than CNRG's 0.45% expense ratio.


Return for Risk

TAN vs. CNRG — Risk / Return Rank

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

TAN
TAN Risk / Return Rank: 9191
Overall Rank
TAN Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
TAN Sortino Ratio Rank: 9191
Sortino Ratio Rank
TAN Omega Ratio Rank: 8282
Omega Ratio Rank
TAN Calmar Ratio Rank: 9797
Calmar Ratio Rank
TAN Martin Ratio Rank: 9393
Martin Ratio Rank

CNRG
CNRG Risk / Return Rank: 9090
Overall Rank
CNRG Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CNRG Sortino Ratio Rank: 9090
Sortino Ratio Rank
CNRG Omega Ratio Rank: 8383
Omega Ratio Rank
CNRG Calmar Ratio Rank: 9696
Calmar Ratio Rank
CNRG Martin Ratio Rank: 8989
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.

TAN vs. CNRG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Solar ETF (TAN) and SPDR S&P Kensho Clean Power ETF (CNRG). 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.


TANCNRGDifference

Sharpe ratio

Return per unit of total volatility

2.10

2.13

-0.02

Sortino ratio

Return per unit of downside risk

2.68

2.62

+0.07

Omega ratio

Gain probability vs. loss probability

1.33

1.33

0.00

Calmar ratio

Return relative to maximum drawdown

5.21

4.75

+0.46

Martin ratio

Return relative to average drawdown

13.78

11.98

+1.80

TAN vs. CNRG - Sharpe Ratio Comparison

The current TAN Sharpe Ratio is 2.10, which is comparable to the CNRG Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of TAN and CNRG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TANCNRGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

2.13

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

-0.09

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

0.50

-0.65

Correlation

The correlation between TAN and CNRG is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TAN vs. CNRG - Dividend Comparison

TAN has not paid dividends to shareholders, while CNRG's dividend yield for the trailing twelve months is around 1.35%.


TTM20252024202320222021202020192018201720162015
TAN
Invesco Solar ETF
0.00%0.00%0.50%0.09%0.00%0.00%0.09%0.30%0.69%1.77%5.04%1.60%
CNRG
SPDR S&P Kensho Clean Power ETF
1.35%1.46%1.34%1.17%1.23%1.34%0.69%1.16%0.35%0.00%0.00%0.00%

Drawdowns

TAN vs. CNRG - Drawdown Comparison

The maximum TAN drawdown since its inception was -95.29%, which is greater than CNRG's maximum drawdown of -68.49%. Use the drawdown chart below to compare losses from any high point for TAN and CNRG.


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Drawdown Indicators


TANCNRGDifference

Max Drawdown

Largest peak-to-trough decline

-95.29%

-68.49%

-26.80%

Max Drawdown (1Y)

Largest decline over 1 year

-16.25%

-17.73%

+1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-73.95%

-59.32%

-14.63%

Max Drawdown (10Y)

Largest decline over 10 years

-78.53%

Current Drawdown

Current decline from peak

-74.16%

-33.53%

-40.63%

Average Drawdown

Average peak-to-trough decline

-78.57%

-32.02%

-46.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.15%

7.04%

-0.89%

Volatility

TAN vs. CNRG - Volatility Comparison

Invesco Solar ETF (TAN) and SPDR S&P Kensho Clean Power ETF (CNRG) have volatilities of 10.07% and 10.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TANCNRGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.07%

10.59%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

26.24%

29.57%

-3.33%

Volatility (1Y)

Calculated over the trailing 1-year period

39.51%

38.81%

+0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.82%

33.79%

+6.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.78%

35.77%

+2.01%