ATR vs. BERY

In the year-to-date period, ATR achieves a -0.98% return, which is significantly lower than BERY's 3.22% return. Over the past 10 years, ATR has outperformed BERY with an annualized return of 10.76%, while BERY has yielded a comparatively lower 8.63% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for AptarGroup, Inc. (ATR) and Berry Global Group, Inc. (BERY). 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.

The current ATR Sharpe Ratio is 1.48, which is higher than the BERY Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of ATR and BERY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ATR's dividend yield for the trailing twelve months is around 1.11%, less than BERY's 1.67% yield.

The maximum ATR drawdown since its inception was -44.39%, smaller than the maximum BERY drawdown of -55.78%. Use the drawdown chart below to compare losses from any high point for ATR and BERY. For additional features, visit the drawdowns tool.

AptarGroup, Inc. (ATR) and Berry Global Group, Inc. (BERY) have volatilities of 5.16% and 4.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between AptarGroup, Inc. and Berry Global Group, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.