BRE.MI vs. CPRT
Compare and contrast key facts about Brembo N.V. (BRE.MI) and Copart, Inc. (CPRT).
Performance
BRE.MI vs. CPRT - Performance Comparison
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BRE.MI vs. CPRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRE.MI Brembo N.V. | -11.10% | 7.32% | -15.82% | 8.32% | -14.43% | 18.69% | -2.35% | 27.08% | -28.46% | 11.75% |
CPRT Copart, Inc. | -14.36% | -39.88% | 24.85% | 56.12% | -14.70% | 28.06% | 28.39% | 94.63% | 15.82% | 36.73% |
Different Trading Currencies
BRE.MI is traded in EUR, while CPRT is traded in USD. To make them comparable, the CPRT values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, BRE.MI achieves a -11.10% return, which is significantly higher than CPRT's -14.36% return. Over the past 10 years, BRE.MI has underperformed CPRT with an annualized return of 1.24%, while CPRT has yielded a comparatively higher 20.24% annualized return.
BRE.MI
- 1D
- 3.14%
- 1M
- -13.71%
- YTD
- -11.10%
- 6M
- -7.51%
- 1Y
- 10.92%
- 3Y*
- -12.35%
- 5Y*
- -2.48%
- 10Y*
- 1.24%
CPRT
- 1D
- -0.65%
- 1M
- -12.90%
- YTD
- -14.36%
- 6M
- -25.73%
- 1Y
- -46.15%
- 3Y*
- -6.29%
- 5Y*
- 3.61%
- 10Y*
- 20.24%
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Return for Risk
BRE.MI vs. CPRT — Risk / Return Rank
BRE.MI
CPRT
BRE.MI vs. CPRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brembo N.V. (BRE.MI) and Copart, Inc. (CPRT). 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.
| BRE.MI | CPRT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.38 | -1.64 | +2.01 |
Sortino ratioReturn per unit of downside risk | 0.72 | -2.46 | +3.18 |
Omega ratioGain probability vs. loss probability | 1.09 | 0.68 | +0.41 |
Calmar ratioReturn relative to maximum drawdown | 0.35 | -0.89 | +1.24 |
Martin ratioReturn relative to average drawdown | 1.33 | -1.35 | +2.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRE.MI | CPRT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | -1.64 | +2.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | 0.14 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | 0.74 | -0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.65 | 0.64 | -1.29 |
Correlation
The correlation between BRE.MI and CPRT is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
BRE.MI vs. CPRT - Dividend Comparison
BRE.MI's dividend yield for the trailing twelve months is around 3.58%, while CPRT has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRE.MI Brembo N.V. | 3.58% | 3.19% | 3.30% | 2.52% | 2.58% | 1.76% | 0.00% | 1.99% | 2.48% | 1.58% | 1.39% | 1.79% |
CPRT Copart, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BRE.MI vs. CPRT - Drawdown Comparison
The maximum BRE.MI drawdown since its inception was -100.00%, which is greater than CPRT's maximum drawdown of -53.85%. Use the drawdown chart below to compare losses from any high point for BRE.MI and CPRT.
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Drawdown Indicators
| BRE.MI | CPRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -72.49% | -27.51% |
Max Drawdown (1Y)Largest decline over 1 year | -31.48% | -49.20% | +17.72% |
Max Drawdown (5Y)Largest decline over 5 years | -50.52% | -49.20% | -1.32% |
Max Drawdown (10Y)Largest decline over 10 years | -58.65% | -49.20% | -9.45% |
Current DrawdownCurrent decline from peak | -99.98% | -48.28% | -51.70% |
Average DrawdownAverage peak-to-trough decline | -99.74% | -16.37% | -83.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.19% | 31.05% | -22.86% |
Volatility
BRE.MI vs. CPRT - Volatility Comparison
Brembo N.V. (BRE.MI) has a higher volatility of 13.88% compared to Copart, Inc. (CPRT) at 7.22%. This indicates that BRE.MI's price experiences larger fluctuations and is considered to be riskier than CPRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRE.MI | CPRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.88% | 7.22% | +6.66% |
Volatility (6M)Calculated over the trailing 6-month period | 22.93% | 19.36% | +3.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.08% | 28.28% | +0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.79% | 25.54% | +3.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.27% | 27.61% | +2.66% |
Financials
BRE.MI vs. CPRT - Financials Comparison
This section allows you to compare key financial metrics between Brembo N.V. and Copart, 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.
Total Revenue: Total amount of money received from sales and other business activities