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ZETA vs. CEG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ZETA vs. CEG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zeta Global Holdings Corp. (ZETA) 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, ZETA achieves a 14.35% return, which is significantly higher than CEG's -24.13% return.


ZETA

1D
-7.84%
1M
26.06%
YTD
14.35%
6M
26.47%
1Y
76.69%
3Y*
37.46%
5Y*
10Y*

CEG

1D
-1.98%
1M
-16.63%
YTD
-24.13%
6M
-25.81%
1Y
-14.18%
3Y*
46.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZETA vs. CEG - Yearly Performance Comparison


2026 (YTD)2025202420232022
ZETA
Zeta Global Holdings Corp.
14.35%13.12%103.97%7.96%-17.97%
CEG
Constellation Energy Corp
-24.13%58.80%92.71%37.24%64.11%

Correlation

The correlation between ZETA and CEG is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2022

0.25

Fundamentals

EPS

ZETA:

-$0.14

CEG:

$8.13

PS Ratio

ZETA:

2.68

CEG:

3.49

Total Revenue (TTM)

ZETA:

$1.44B

CEG:

$24.82B

Gross Profit (TTM)

ZETA:

$881.70M

CEG:

$20.98B

EBITDA (TTM)

ZETA:

$50.09M

CEG:

$5.87B

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Return for Risk

ZETA vs. CEG — Risk / Return Rank

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

ZETA
ZETA Risk / Return Rank: 7272
Overall Rank
ZETA Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ZETA Sortino Ratio Rank: 7474
Sortino Ratio Rank
ZETA Omega Ratio Rank: 7070
Omega Ratio Rank
ZETA Calmar Ratio Rank: 7373
Calmar Ratio Rank
ZETA Martin Ratio Rank: 7070
Martin Ratio Rank

CEG
CEG Risk / Return Rank: 2727
Overall Rank
CEG Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CEG Sortino Ratio Rank: 2727
Sortino Ratio Rank
CEG Omega Ratio Rank: 2727
Omega Ratio Rank
CEG Calmar Ratio Rank: 2828
Calmar Ratio Rank
CEG Martin Ratio Rank: 2626
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.

ZETA vs. CEG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zeta Global Holdings Corp. (ZETA) 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.


ZETACEGDifference
Sharpe ratioReturn per unit of total volatility

+1.35

Sortino ratioReturn per unit of downside risk

+2.12

Omega ratioGain probability vs. loss probability

1.23

0.98

+0.24

Calmar ratioReturn relative to maximum drawdown

1.91

-0.37

+2.28

Martin ratioReturn relative to average drawdown

3.91

-0.77

+4.69

ZETA vs. CEG - Sharpe Ratio Comparison

The current ZETA Sharpe Ratio is 1.05, which is higher than the CEG Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of ZETA 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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Sharpe Ratios by Period


ZETACEGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

-0.30

+1.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.95

-0.65

Drawdowns

ZETA vs. CEG - Drawdown Comparison

The maximum ZETA drawdown since its inception was -70.01%, which is greater than CEG's maximum drawdown of -50.70%. Use the drawdown chart below to compare losses from any high point for ZETA and CEG.


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Drawdown Indicators


ZETACEGDifference

Max Drawdown

Largest peak-to-trough decline

-70.01%

-50.70%

-19.31%

Max Drawdown (1Y)

Largest decline over 1 year

-40.37%

-38.77%

-1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-70.01%

-50.70%

-19.31%

Current Drawdown

Current decline from peak

-36.66%

-33.58%

-3.08%

Average Drawdown

Average peak-to-trough decline

-34.03%

-11.51%

-22.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.66%

18.38%

+1.28%

Volatility

ZETA vs. CEG - Volatility Comparison

Zeta Global Holdings Corp. (ZETA) has a higher volatility of 24.19% compared to Constellation Energy Corp (CEG) at 15.69%. This indicates that ZETA'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.


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Volatility by Period


ZETACEGDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.19%

15.69%

+8.50%

Volatility (6M)

Calculated over the trailing 6-month period

48.30%

37.36%

+10.94%

Volatility (1Y)

Calculated over the trailing 1-year period

73.49%

46.71%

+26.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.21%

49.38%

+22.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.21%

49.38%

+22.83%

Dividends

ZETA vs. CEG - Dividend Comparison

ZETA has not paid dividends to shareholders, while CEG's dividend yield for the trailing twelve months is around 0.61%.


PositionTTM2025202420232022
CEG
Constellation Energy Corp
0.61%0.44%0.63%0.97%0.65%
ZETA
Zeta Global Holdings Corp.
0.00%0.00%0.00%0.00%0.00%

Financials

ZETA vs. CEG - Financials Comparison

This section allows you to compare key financial metrics between Zeta Global Holdings Corp. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B20222023202420252026
396.30M
6.07B
(ZETA) Total Revenue
(CEG) Total Revenue
Values in USD except per share items

ZETA vs. CEG - Profitability Comparison

The chart below illustrates the profitability comparison between Zeta Global Holdings Corp. and Constellation Energy Corp over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
59.0%
40.8%
Portfolio components
ZETA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Zeta Global Holdings Corp. reported a gross profit of 233.86M and revenue of 396.30M. Therefore, the gross margin over that period was 59.0%.

CEG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Constellation Energy Corp reported a gross profit of 2.48B and revenue of 6.07B. Therefore, the gross margin over that period was 40.8%.

ZETA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Zeta Global Holdings Corp. reported an operating income of -18.84M and revenue of 396.30M, resulting in an operating margin of -4.8%.

CEG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Constellation Energy Corp reported an operating income of 598.00M and revenue of 6.07B, resulting in an operating margin of 9.9%.

ZETA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Zeta Global Holdings Corp. reported a net income of -13.25M and revenue of 396.30M, resulting in a net margin of -3.3%.

CEG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Constellation Energy Corp reported a net income of 432.00M and revenue of 6.07B, resulting in a net margin of 7.1%.


Frequently Asked Questions


ZETA and CEG have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZETA has higher volatility (24.19%) compared to CEG (15.69%). In terms of maximum drawdown, ZETA dropped -70.01% vs CEG's -50.70%.

ZETA currently has the higher Sharpe Ratio (1.05 vs -0.30), 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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