BERY vs. GLW

In the year-to-date period, BERY achieves a 4.95% return, which is significantly higher than GLW's -4.59% return. Over the past 10 years, BERY has underperformed GLW with an annualized return of 8.85%, while GLW has yielded a comparatively higher 10.95% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Berry Global Group, Inc. (BERY) and Corning Incorporated (GLW). 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 BERY Sharpe Ratio is 1.32, which is comparable to the GLW Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of BERY and GLW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BERY's dividend yield for the trailing twelve months is around 1.73%, less than GLW's 2.48% yield.

The maximum BERY drawdown since its inception was -55.78%, smaller than the maximum GLW drawdown of -99.02%. Use the drawdown chart below to compare losses from any high point for BERY and GLW. For additional features, visit the drawdowns tool.

Berry Global Group, Inc. (BERY) and Corning Incorporated (GLW) have volatilities of 7.05% and 7.20%, 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 Berry Global Group, Inc. and Corning Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.