VIG vs. CEG
VIG (Vanguard Dividend Appreciation ETF) is Dividend fund tracking the S&P U.S. Dividend Growers Index, while CEG (Constellation Energy Corp) is a stock. Over the past 3 years, VIG returned 15.98%/yr vs 40.06%/yr for CEG. At a 0.41 correlation, their price movements are largely independent.
Performance
VIG vs. CEG - Performance Comparison
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Returns By Period
In the year-to-date period, VIG achieves a 7.68% return, which is significantly higher than CEG's -27.96% return.
VIG
- 1D
- 0.53%
- 1M
- 2.76%
- YTD
- 7.68%
- 6M
- 6.99%
- 1Y
- 19.52%
- 3Y*
- 15.98%
- 5Y*
- 10.74%
- 10Y*
- 13.24%
CEG
- 1D
- 2.86%
- 1M
- -5.03%
- YTD
- -27.96%
- 6M
- -27.70%
- 1Y
- -14.08%
- 3Y*
- 40.06%
- 5Y*
- —
- 10Y*
- —
VIG vs. CEG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VIG Vanguard Dividend Appreciation ETF | 7.68% | 14.17% | 16.99% | 14.51% | -5.25% |
CEG Constellation Energy Corp | -27.96% | 58.80% | 92.71% | 37.24% | 73.87% |
Correlation
The correlation between VIG and CEG is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2022 | 0.41 |
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Return for Risk
VIG vs. CEG — Risk / Return Rank
VIG
CEG
VIG vs. CEG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) 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.
| VIG | CEG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.12 | ||
| Sortino ratioReturn per unit of downside risk | +2.78 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 0.98 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | -0.38 | +2.70 |
| Martin ratioReturn relative to average drawdown | 9.34 | -0.78 | +10.12 |
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Drawdowns
VIG vs. CEG - Drawdown Comparison
The maximum VIG drawdown since its inception was -46.81%, smaller than the maximum CEG drawdown of -50.70%. Use the drawdown chart below to compare losses from any high point for VIG and CEG.
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Drawdown Indicators
| VIG | CEG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.81% | -50.70% | +3.89% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -39.77% | +31.86% |
Max Drawdown (3Y)Largest decline over 3 years | -14.95% | -50.70% | +35.75% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.72% | — | — |
Current DrawdownCurrent decline from peak | -0.33% | -36.93% | +36.60% |
Average DrawdownAverage peak-to-trough decline | -5.51% | -11.67% | +6.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 19.38% | -17.42% |
Volatility
VIG vs. CEG - Volatility Comparison
The current volatility for Vanguard Dividend Appreciation ETF (VIG) is 2.93%, while Constellation Energy Corp (CEG) has a volatility of 15.26%. This indicates that VIG 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
| VIG | CEG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.93% | 15.26% | -12.33% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 37.72% | -29.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.19% | 46.66% | -36.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.25% | 49.38% | -35.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 49.38% | -33.32% |
Dividends
VIG vs. CEG - Dividend Comparison
VIG's dividend yield for the trailing twelve months is around 1.47%, more than CEG's 0.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEG Constellation Energy Corp | 0.64% | 0.44% | 0.63% | 0.97% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VIG Vanguard Dividend Appreciation ETF | 1.47% | 1.62% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% |
Frequently Asked Questions
VIG and CEG have a correlation of 0.32, 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 VIG (2.93%). In terms of maximum drawdown, VIG dropped -46.81% vs CEG's -50.70%.
VIG currently has the higher Sharpe Ratio (1.80 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.
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