Constellation Energy (CEG): analysis and statistics
Return, volatility, Sharpe ratio and risk for Constellation Energy, a component of both the S&P 500 and the Nasdaq 100 in the Utilities. Data as of 2026-10-29.
| Last close price | $258.08 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +33.55% |
| Total return over period | +137.13% |
| Annualized volatility | 54.25% |
| Period volatility | 93.72% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.33 |
| Sortino ratio | 2.03 |
| Max drawdown | -50.70% |
| CVaR 95% (avg. loss, worst 5% of days) | -7.54% |
| Correlation with the S&P 500 | 0.47 |
| Period range | $108.84 – $402.32 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Constellation Energy (CEG) has posted an annualized return of +33.55% with annual volatility of 54.25%, a Sharpe ratio of 1.33. 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 stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Constellation Energy (CEG) is of both the S&P 500 and the Nasdaq 100.
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