Constellation Energy (CEG): analysis and statistics
Return, volatility, Sharpe ratio and risk for Constellation Energy, an S&P 500 component in the Utilities sector. Data as of 2026-07-30.
| Last close price | $263.51 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +40.91% |
| Total return over period | +178.26% |
| Annualized volatility | 53.04% |
| Sharpe ratio | 0.70 |
| Sortino ratio | 1.07 |
| Max drawdown | -50.70% |
| CVaR 95% (avg. loss, worst 5% of days) | -7.43% |
| Correlation with the S&P 500 | 0.47 |
| Period range | $93.62 – $402.32 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Constellation Energy (CEG) has posted an annualized return of +40.91% with annual volatility of 53.04%, a Sharpe ratio of 0.70. Its worst stretch (max drawdown from a peak) was -50.70%. Its correlation with the S&P 500 is 0.47, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how CEG would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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