CCK vs. BERY

Last updated Apr 1, 2026

Compare and contrast key facts about Crown Holdings, Inc. (CCK) and Berry Global Group, Inc. (BERY).

Performance

CCK vs. BERY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crown Holdings, Inc. (CCK) and Berry Global Group, Inc. (BERY). The values are adjusted to include any dividend payments, if applicable.

CCK vs. BERY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCK Crown Holdings, Inc.	-2.32%	25.87%	-9.13%	13.29%	-24.99%	11.26%	38.13%	74.50%	-26.10%	7.00%
BERY Berry Global Group, Inc.	0.00%	4.95%	15.87%	13.37%	-17.73%	31.30%	18.32%	-0.08%	-18.99%	20.40%

Fundamentals

Total Revenue (TTM) CCK : $12.37B BERY : $11.23B
Gross Profit (TTM) CCK : $2.27B BERY : $2.11B
EBITDA (TTM) CCK : $2.01B BERY : $1.55B

Returns By Period

CCK

• 1D: 2.07%
• 1M: -12.23%
• YTD: -2.32%
• 6M: 4.41%
• 1Y: 13.57%
• 3Y*: 7.85%
• 5Y*: 1.03%
• 10Y*: 7.87%

BERY

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CCK vs. BERY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CCK

CCK Risk / Return Rank: 58
CCK Sharpe Ratio Rank: 60
CCK Sortino Ratio Rank: 55
CCK Omega Ratio Rank: 53
CCK Calmar Ratio Rank: 62
CCK Martin Ratio Rank: 61

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CCK vs. BERY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Crown Holdings, Inc. (CCK) 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.

	CCK	BERY	Difference
Sharpe ratio Return per unit of total volatility	0.52	—	—
Sortino ratio Return per unit of downside risk	0.94	—	—
Omega ratio Gain probability vs. loss probability	1.12	—	—
Calmar ratio Return relative to maximum drawdown	0.91	—	—
Martin ratio Return relative to average drawdown	1.98	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CCK	BERY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.52	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.04	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.27	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.08	—	—

Correlation

The correlation between CCK and BERY is 0.50, 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.

Dividends

CCK vs. BERY - Dividend Comparison

CCK's dividend yield for the trailing twelve months is around 1.13%, while BERY has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021
CCK Crown Holdings, Inc.	1.13%	1.01%	1.21%	1.04%	1.07%	0.72%
BERY Berry Global Group, Inc.	0.00%	0.46%	10.64%	1.52%	0.41%	0.00%

Drawdowns

Drawdown Indicators

	CCK	BERY	Difference
Max Drawdown Largest peak-to-trough decline	-98.20%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-16.35%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-48.28%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-48.28%	—	—
Current Drawdown Current decline from peak	-19.15%	—	—
Average Drawdown Average peak-to-trough decline	-29.25%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	7.56%	—	—

Volatility

Volatility by Period

	CCK	BERY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.84%	—	—
Volatility (6M) Calculated over the trailing 6-month period	18.01%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	26.10%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.73%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.22%	—	—

Financials