Constellation Energy Corp

10-Year Study

CEG.US · Utilities · US · Common Stock

Executive Summary: Constellation Energy Corp has compounded at 55.1% annually over the last 10 years, with a maximum drawdown of 32.7% and an annualized volatility of 111.8%.

1Y CAGR
-2.2%
3Y CAGR
+55.4%
5Y CAGR
+55.1%
10Y CAGR
+55.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
32.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.03
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
46.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +92.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -15.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-20.517.5-15.37.1————————-15.3%
202534.1-16.5-19.410.837.25.47.8-11.46.814.6-3.2-3.058.8%
20244.438.110.00.617.0-7.8-5.23.832.21.1-2.3-12.892.7%
2023-1.0-12.04.8-1.48.99.05.68.14.73.57.4-3.437.2%
2022—-3.922.35.35.1-7.815.423.72.013.61.8-10.381.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 111.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 61.8% of variance. Idiosyncratic stock-specific factors contribute 6.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-01-0110000
2022-02-019610.603948471222
2022-03-0111757.20543211047
2022-04-0112375.891185424742
2022-05-0113007.741382245022
2022-06-0111997.806644273465
2022-07-0113850.071855023065
2022-08-0117126.359266497027
2022-09-0117462.214168905626
2022-10-0119844.655257482293
2022-11-0120206.257312083493
2022-12-0118122.978740824212
2023-01-0117944.29996832777
2023-02-0115799.551417817029
2023-03-0116561.15002510078
2023-04-0116329.080923622525
2023-05-0117788.847497139803
2023-06-0119383.102542612072
2023-07-0120462.888550381467
2023-08-0122111.89130608085
2023-09-0123156.342310004333
2023-10-0123971.525157876364
2023-11-0125754.84401965833
2023-12-0124871.813655255326
2024-01-0125959.119124209003
2024-02-0135842.72906885802
2024-03-0139409.60379549651
2024-04-0139641.99608298555
2024-05-0146388.03005198985
2024-06-0142762.378562856444
2024-07-0140526.793197580846
2024-08-0142078.34459816128
2024-09-0155623.845956619814
2024-10-0156252.76593360898
2024-11-0154969.78210799153
2024-12-0147931.43716509849
2025-01-0164272.82070286494
2025-02-0153681.02402564804
2025-03-0143281.501479114646
2025-04-0147963.17403135766
2025-05-0165807.32942780993
2025-06-0169377.67301763086
2025-07-0174768.6526806125
2025-08-0166280.4952933344
2025-09-0170819.27653734198
2025-10-0181134.31826065599
2025-11-0178504.03659327472
2025-12-0176114.61468686507
2026-01-0160474.566338237855
2026-02-0171075.06749201192
2026-03-0160166.46234128873
2026-04-0164451.90884430836
Annual Return Matrix
YearAnnual Return
20230.37239104073043716
20240.9271388017564512
20250.5879894113062041
2026-0.15322557816967197
Total Factor Risk
1.1182246055951
VTI.US Exposure
0.352536386872989
VEA.US Exposure
-0.003563502775287111
VWO.US Exposure
-0.0032400857657428187
QQQ.US Exposure
-0.03873159886524768
VTV.US Exposure
-0.007623823310403622
IJR.US Exposure
-0.014778192489919195
QUAL.US Exposure
0.01830556169621374
SHV.US Exposure
0.6178062759827819
TLT.US Exposure
-0.0004047746524440348
LQD.US Exposure
0.0002235493438724676
HYG.US Exposure
0.00025860398171825177
GLD.US Exposure
0.008282905505036388
USO.US Exposure
-0.00004265140303012839
VNQ.US Exposure
-0.0008351293894476493
BTC-USD.CC Exposure
-0.0003214834128191217
CPER.US Exposure
0.005853724699298809
VIX.INDX Exposure
-0.0025015134583308406
UUP.US Exposure
0.001439778920428774
TIP.US Exposure
-0.0002582024563459178
Idiosyncratic Exposure
0.06759417097667886
Value Score
35.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
6.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
111.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →37.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.57%
Market Cap$99.7B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$92
Avg Yield on Cost
0.92%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$920.92%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-8.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
25.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.19
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Constellation Energy Corp a high-risk investment?

Constellation Energy Corp (CEG.US) has an annualized volatility of 111.8% and experienced a maximum drawdown of 32.7% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CEG.US?

Over the past 10 years, CEG.US has generated a Compound Annual Growth Rate (CAGR) of 55.1%. It has had a positive return in 75% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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