ALSMY vs. CRSP

Last updated Jun 4, 2026

ALSMY (Alstom PK) and CRSP (CRISPR Therapeutics AG) are both stocks. ALSMY operates in Railroads (Industrials), while CRSP operates in Biotechnology (Healthcare). Over the past 5 years, ALSMY returned -17.55%/yr vs -14.40%/yr for CRSP. At a 0.18 correlation, their price movements are largely independent.

Performance

ALSMY vs. CRSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alstom PK (ALSMY) and CRISPR Therapeutics AG (CRSP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ALSMY achieves a -33.16% return, which is significantly lower than CRSP's -0.69% return.

ALSMY

• 1D: -0.77%
• 1M: 1.30%
• YTD: -33.16%
• 6M: -21.89%
• 1Y: -10.37%
• 3Y*: -9.80%
• 5Y*: -17.55%
• 10Y*: 0.86%

CRSP

• 1D: 0.12%
• 1M: -2.80%
• YTD: -0.69%
• 6M: -6.98%
• 1Y: 36.91%
• 3Y*: -7.12%
• 5Y*: -14.40%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ALSMY vs. CRSP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ALSMY Alstom PK	-33.16%	34.10%	77.98%	-45.29%	-31.06%	-38.24%	32.55%	34.38%	-0.45%	53.65%
CRSP CRISPR Therapeutics AG	-0.69%	33.23%	-37.12%	54.00%	-46.36%	-50.51%	151.39%	113.18%	21.68%	15.89%

Correlation

The correlation between ALSMY and CRSP is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.23
Correlation (All Time) Calculated using the full available price history since Oct 20, 2016	0.18

Fundamentals

Market Cap ALSMY : $8.97B CRSP : $5.00B
EPS ALSMY : $0.09 CRSP : -$6.24
PS Ratio ALSMY : 0.27 CRSP : 1.16K
PB Ratio ALSMY : 0.84 CRSP : 2.76
Total Revenue (TTM) ALSMY : $32.94B CRSP : $4.10M
Gross Profit (TTM) ALSMY : $4.26B CRSP : -$171.17M
EBITDA (TTM) ALSMY : $2.03B CRSP : -$509.21M

Return for Risk

ALSMY vs. CRSP — Risk / Return Rank

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

ALSMY

ALSMY Risk / Return Rank: 31
ALSMY Sharpe Ratio Rank: 30
ALSMY Sortino Ratio Rank: 29
ALSMY Omega Ratio Rank: 29
ALSMY Calmar Ratio Rank: 34
ALSMY Martin Ratio Rank: 31

CRSP

CRSP Risk / Return Rank: 58
CRSP Sharpe Ratio Rank: 60
CRSP Sortino Ratio Rank: 60
CRSP Omega Ratio Rank: 56
CRSP Calmar Ratio Rank: 59
CRSP Martin Ratio Rank: 55

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.

ALSMY vs. CRSP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alstom PK (ALSMY) and CRISPR Therapeutics AG (CRSP). 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.

	ALSMY	CRSP	Difference
Sharpe ratio Return per unit of total volatility	-0.25	0.60	-0.85
Sortino ratio Return per unit of downside risk	-0.06	1.28	-1.34
Omega ratio Gain probability vs. loss probability	0.99	1.15	-0.16
Calmar ratio Return relative to maximum drawdown	-0.22	0.88	-1.10
Martin ratio Return relative to average drawdown	-0.56	1.49	-2.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ALSMY vs. CRSP - Sharpe Ratio Comparison

The current ALSMY Sharpe Ratio is -0.25, which is lower than the CRSP Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of ALSMY and CRSP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ALSMY	CRSP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.25	0.60	-0.85
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.37	-0.24	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.02	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.15	0.23	-0.37

Drawdowns

ALSMY vs. CRSP - Drawdown Comparison

The maximum ALSMY drawdown since its inception was -80.51%, smaller than the maximum CRSP drawdown of -85.11%. Use the drawdown chart below to compare losses from any high point for ALSMY and CRSP.

Drawdown Indicators

	ALSMY	CRSP	Difference
Max Drawdown Largest peak-to-trough decline	-80.51%	-85.11%	+4.60%
Max Drawdown (1Y) Largest decline over 1 year	-46.62%	-42.25%	-4.37%
Max Drawdown (3Y) Largest decline over 3 years	-62.55%	-64.91%	+2.36%
Max Drawdown (5Y) Largest decline over 5 years	-79.08%	-80.68%	+1.60%
Max Drawdown (10Y) Largest decline over 10 years	-80.51%	—	—
Current Drawdown Current decline from peak	-64.51%	-75.20%	+10.69%
Average Drawdown Average peak-to-trough decline	-47.18%	-49.17%	+1.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.57%	24.92%	-6.35%

Volatility

ALSMY vs. CRSP - Volatility Comparison

The current volatility for Alstom PK (ALSMY) is 8.89%, while CRISPR Therapeutics AG (CRSP) has a volatility of 14.90%. This indicates that ALSMY experiences smaller price fluctuations and is considered to be less risky than CRSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ALSMY	CRSP	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.89%	14.90%	-6.01%
Volatility (6M) Calculated over the trailing 6-month period	35.51%	42.49%	-6.98%
Volatility (1Y) Calculated over the trailing 1-year period	42.01%	61.68%	-19.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.76%	60.46%	-12.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.13%	64.27%	-24.14%

Dividends

ALSMY vs. CRSP - Dividend Comparison

Neither ALSMY nor CRSP has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
ALSMY Alstom PK	0.00%	0.00%	4.37%	2.13%	1.05%	0.85%	8.56%	13.32%	1.01%	1.42%
CRSP CRISPR Therapeutics AG	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both ALSMY and CRSP in my portfolio?

ALSMY and CRSP have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ALSMY or CRSP?

CRSP has higher volatility (14.90%) compared to ALSMY (8.89%). In terms of maximum drawdown, ALSMY dropped -80.51% vs CRSP's -85.11%.

Which has better risk-adjusted returns?

CRSP currently has the higher Sharpe Ratio (0.60 vs -0.25), 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.