ALSMY vs. CRSP
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 -14.00%/yr vs -16.89%/yr for CRSP. Their 0.18 correlation means their historical movements had little consistent relationship.
Performance
ALSMY vs. CRSP - Performance Comparison
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Returns By Period
In the year-to-date period, ALSMY achieves a -38.83% return, which is significantly lower than CRSP's -8.49% return.
ALSMY
- 1D
- -1.66%
- 1M
- 2.89%
- 6M
- -43.31%
- YTD
- -38.83%
- 1Y
- -21.93%
- 3Y*
- -13.99%
- 5Y*
- -14.00%
- 10Y*
- 0.50%
- ALL TIME*
- -6.09%
CRSP
- 1D
- -0.93%
- 1M
- -20.12%
- 6M
- -3.94%
- YTD
- -8.49%
- 1Y
- -14.44%
- 3Y*
- -5.25%
- 5Y*
- -16.89%
- 10Y*
- —
- ALL TIME*
- 12.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ALSMY Alstom PK | $3.35M | $2.84M | $3.98M |
| $77.21M | $89.27M | $90.29M |
ALSMY vs. CRSP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALSMY Alstom PK | -38.83% | 34.10% | 77.98% | -45.29% | -31.06% | -38.24% | 32.55% | 34.38% | -0.45% | 53.65% |
CRSP CRISPR Therapeutics AG | -8.49% | 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 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.21 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2016 | 0.18 |
The correlation between ALSMY and CRSP shifts across timeframes, from 0.12 (1 year) to 0.23 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ALSMY:
$8.23B
CRSP:
$4.63B
ALSMY:
€0.09
CRSP:
-$6.15
ALSMY:
0.22
CRSP:
1.08K
ALSMY:
0.67
CRSP:
2.54
ALSMY:
€32.94B
CRSP:
$4.10M
ALSMY:
€4.26B
CRSP:
-$171.17M
ALSMY:
€2.03B
CRSP:
-$509.21M
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Return for Risk
ALSMY vs. CRSP — Risk / Return Rank
ALSMY
CRSP
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ALSMY | CRSP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.00 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.44 | -0.35 | -0.09 |
| Martin ratioReturn relative to average drawdown | -0.86 | -0.54 | -0.32 |
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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.
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Drawdown Indicators
| ALSMY | CRSP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.51% | -85.11% | +4.60% |
Max Drawdown (1Y)Largest decline over 1 year | -52.33% | -42.25% | -10.08% |
Max Drawdown (3Y)Largest decline over 3 years | -60.62% | -64.91% | +4.29% |
Max Drawdown (5Y)Largest decline over 5 years | -73.31% | -77.31% | +4.00% |
Max Drawdown (10Y)Largest decline over 10 years | -80.51% | — | — |
Current DrawdownCurrent decline from peak | -67.52% | -77.15% | +9.63% |
Average DrawdownAverage peak-to-trough decline | -47.37% | -49.59% | +2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.82% | 27.26% | -0.44% |
Volatility
ALSMY vs. CRSP - Volatility Comparison
The current volatility for Alstom PK (ALSMY) is 8.57%, while CRISPR Therapeutics AG (CRSP) has a volatility of 14.89%. 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.
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Volatility by Period
| ALSMY | CRSP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.57% | 14.89% | -6.32% |
Volatility (6M)Calculated over the trailing 6-month period | 34.28% | 42.58% | -8.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.90% | 58.68% | -18.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.59% | 60.64% | -13.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.86% | 64.15% | -24.29% |
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
ALSMY vs. CRSP - Financials Comparison
This section allows you to compare key financial metrics between Alstom PK and CRISPR Therapeutics AG. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ALSMY and CRSP have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRSP has higher volatility (14.89%) compared to ALSMY (8.57%). In terms of maximum drawdown, ALSMY dropped -80.51% vs CRSP's -85.11%.
CRSP currently has the higher Sharpe Ratio (-0.25 vs -0.58), 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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