CCL vs. CUK

The year-to-date returns for both investments are quite close, with CCL having a -25.36% return and CUK slightly higher at -24.92%. Over the past 10 years, CCL has outperformed CUK with an annualized return of -6.85%, while CUK has yielded a comparatively lower -8.01% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Carnival Corporation & Plc (CCL) and Carnival Corporation & Plc (CUK). 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 CCL Sharpe Ratio is 0.52, which is comparable to the CUK Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of CCL and CUK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither CCL nor CUK has paid dividends to shareholders.

The maximum CCL drawdown since its inception was -90.37%, roughly equal to the maximum CUK drawdown of -91.43%. Use the drawdown chart below to compare losses from any high point for CCL and CUK. For additional features, visit the drawdowns tool.

Carnival Corporation & Plc (CCL) and Carnival Corporation & Plc (CUK) have volatilities of 26.98% and 27.33%, 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 Carnival Corporation & Plc and Carnival Corporation & Plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.