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BERY vs. GLW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BERYGLW
YTD Return9.82%58.65%
1Y Return22.70%71.40%
3Y Return (Ann)3.26%9.69%
5Y Return (Ann)12.87%13.23%
10Y Return (Ann)11.35%11.70%
Sharpe Ratio1.172.84
Sortino Ratio1.613.99
Omega Ratio1.241.53
Calmar Ratio1.291.18
Martin Ratio3.0514.59
Ulcer Index9.59%5.21%
Daily Std Dev25.02%26.74%
Max Drawdown-55.78%-99.02%
Current Drawdown-1.87%-37.74%

Fundamentals


BERYGLW
Market Cap$7.79B$41.37B
EPS$4.59$0.19
PE Ratio14.79254.32
PEG Ratio1.190.63
Total Revenue (TTM)$9.09B$12.61B
Gross Profit (TTM)$1.53B$3.99B
EBITDA (TTM)$1.43B$210.00M

Correlation

-0.50.00.51.00.4

The correlation between BERY and GLW is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

BERY vs. GLW - Performance Comparison

In the year-to-date period, BERY achieves a 9.82% return, which is significantly lower than GLW's 58.65% return. Both investments have delivered pretty close results over the past 10 years, with BERY having a 11.35% annualized return and GLW not far ahead at 11.70%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
23.05%
36.40%
BERY
GLW

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Risk-Adjusted Performance

BERY vs. GLW - Risk-Adjusted Performance Comparison

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.


BERY
Sharpe ratio
The chart of Sharpe ratio for BERY, currently valued at 1.17, compared to the broader market-4.00-2.000.002.004.001.17
Sortino ratio
The chart of Sortino ratio for BERY, currently valued at 1.61, compared to the broader market-4.00-2.000.002.004.006.001.61
Omega ratio
The chart of Omega ratio for BERY, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for BERY, currently valued at 1.29, compared to the broader market0.002.004.006.001.29
Martin ratio
The chart of Martin ratio for BERY, currently valued at 3.05, compared to the broader market0.0010.0020.0030.003.05
GLW
Sharpe ratio
The chart of Sharpe ratio for GLW, currently valued at 2.84, compared to the broader market-4.00-2.000.002.004.002.84
Sortino ratio
The chart of Sortino ratio for GLW, currently valued at 3.99, compared to the broader market-4.00-2.000.002.004.006.003.99
Omega ratio
The chart of Omega ratio for GLW, currently valued at 1.53, compared to the broader market0.501.001.502.001.53
Calmar ratio
The chart of Calmar ratio for GLW, currently valued at 2.19, compared to the broader market0.002.004.006.002.19
Martin ratio
The chart of Martin ratio for GLW, currently valued at 14.59, compared to the broader market0.0010.0020.0030.0014.59

BERY vs. GLW - Sharpe Ratio Comparison

The current BERY Sharpe Ratio is 1.17, which is lower than the GLW Sharpe Ratio of 2.84. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.17
2.84
BERY
GLW

Dividends

BERY vs. GLW - Dividend Comparison

BERY's dividend yield for the trailing twelve months is around 1.57%, less than GLW's 2.37% yield.


TTM20232022202120202019201820172016201520142013
BERY
Berry Global Group, Inc.
1.57%1.55%0.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GLW
Corning Incorporated
2.37%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%1.74%2.19%

Drawdowns

BERY vs. GLW - Drawdown Comparison

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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.87%
-3.71%
BERY
GLW

Volatility

BERY vs. GLW - Volatility Comparison

The current volatility for Berry Global Group, Inc. (BERY) is 5.57%, while Corning Incorporated (GLW) has a volatility of 7.59%. This indicates that BERY experiences smaller price fluctuations and is considered to be less risky than GLW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
5.57%
7.59%
BERY
GLW

Financials

BERY vs. GLW - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items