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CENX vs. CSTM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CENX vs. CSTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Century Aluminum Company (CENX) and Constellium SE (CSTM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CENX achieves a 26.42% return, which is significantly lower than CSTM's 83.55% return. Both investments have delivered pretty close results over the past 10 years, with CENX having a 22.96% annualized return and CSTM not far behind at 22.60%.


CENX

1D
-4.22%
1M
-23.86%
YTD
26.42%
6M
33.18%
1Y
192.90%
3Y*
78.02%
5Y*
32.11%
10Y*
22.96%

CSTM

1D
1.76%
1M
4.09%
YTD
83.55%
6M
82.49%
1Y
167.80%
3Y*
29.07%
5Y*
11.97%
10Y*
22.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CENX vs. CSTM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CENX
Century Aluminum Company
26.42%115.04%50.08%48.41%-50.60%50.14%46.77%2.80%-62.78%129.44%
CSTM
Constellium SE
83.55%83.54%-48.55%68.72%-33.95%28.02%4.40%91.70%-37.31%88.98%

Correlation

The correlation between CENX and CSTM is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since May 23, 2013

0.47

The correlation between CENX and CSTM shifts across timeframes, from 0.41 (1 year) to 0.51 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

CENX:

$3.54

CSTM:

$3.79

PE Ratio

CENX:

13.99

CSTM:

9.13

PEG Ratio

CENX:

0.04

CSTM:

0.11

PS Ratio

CENX:

1.92

CSTM:

0.47

Total Revenue (TTM)

CENX:

$2.54B

CSTM:

$7.84B

Gross Profit (TTM)

CENX:

$322.30M

CSTM:

$447.08M

EBITDA (TTM)

CENX:

$466.30M

CSTM:

$612.70M

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Return for Risk

CENX vs. CSTM — Risk / Return Rank

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

CENX
CENX Risk / Return Rank: 9393
Overall Rank
CENX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CENX Sortino Ratio Rank: 9090
Sortino Ratio Rank
CENX Omega Ratio Rank: 9090
Omega Ratio Rank
CENX Calmar Ratio Rank: 9595
Calmar Ratio Rank
CENX Martin Ratio Rank: 9696
Martin Ratio Rank

CSTM
CSTM Risk / Return Rank: 9696
Overall Rank
CSTM Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
CSTM Sortino Ratio Rank: 9595
Sortino Ratio Rank
CSTM Omega Ratio Rank: 9393
Omega Ratio Rank
CSTM Calmar Ratio Rank: 9898
Calmar Ratio Rank
CSTM Martin Ratio Rank: 9898
Martin Ratio Rank
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.

CENX vs. CSTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Century Aluminum Company (CENX) and Constellium SE (CSTM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CENXCSTMDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.41

1.47

-0.06

Calmar ratioReturn relative to maximum drawdown

6.94

10.58

-3.64

Martin ratioReturn relative to average drawdown

22.15

34.14

-11.99

CENX vs. CSTM - Sharpe Ratio Comparison

The current CENX Sharpe Ratio is 3.04, which is comparable to the CSTM Sharpe Ratio of 3.66. The chart below compares the historical Sharpe Ratios of CENX and CSTM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CENX vs. CSTM - Drawdown Comparison

The maximum CENX drawdown since its inception was -98.67%, which is greater than CSTM's maximum drawdown of -88.70%. Use the drawdown chart below to compare losses from any high point for CENX and CSTM.


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Drawdown Indicators


CENXCSTMDifference

Max Drawdown

Largest peak-to-trough decline

-98.67%

-88.70%

-9.97%

Max Drawdown (1Y)

Largest decline over 1 year

-27.98%

-15.96%

-12.02%

Max Drawdown (3Y)

Largest decline over 3 years

-42.77%

-66.35%

+23.58%

Max Drawdown (5Y)

Largest decline over 5 years

-82.10%

-66.35%

-15.75%

Max Drawdown (10Y)

Largest decline over 10 years

-87.51%

-72.30%

-15.21%

Current Drawdown

Current decline from peak

-38.08%

-4.29%

-33.79%

Average Drawdown

Average peak-to-trough decline

-61.10%

-53.65%

-7.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.75%

4.94%

+3.81%

Volatility

CENX vs. CSTM - Volatility Comparison

Century Aluminum Company (CENX) has a higher volatility of 22.52% compared to Constellium SE (CSTM) at 14.45%. This indicates that CENX's price experiences larger fluctuations and is considered to be riskier than CSTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CENXCSTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.52%

14.45%

+8.07%

Volatility (6M)

Calculated over the trailing 6-month period

47.80%

35.23%

+12.57%

Volatility (1Y)

Calculated over the trailing 1-year period

63.93%

46.24%

+17.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.19%

46.70%

+25.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.70%

56.30%

+14.40%

Dividends

CENX vs. CSTM - Dividend Comparison

Neither CENX nor CSTM has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

CENX vs. CSTM - Financials Comparison

This section allows you to compare key financial metrics between Century Aluminum Company and Constellium SE. 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


500.00M1.00B1.50B2.00B2.50B20222023202420252026
649.20M
2.46B
(CENX) Total Revenue
(CSTM) Total Revenue
Values in USD except per share items

CENX vs. CSTM - Profitability Comparison

The chart below illustrates the profitability comparison between Century Aluminum Company and Constellium SE over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-10.0%0.0%10.0%20.0%30.0%20222023202420252026
18.3%
0
Portfolio components
CENX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Century Aluminum Company reported a gross profit of 118.80M and revenue of 649.20M. Therefore, the gross margin over that period was 18.3%.

CSTM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Constellium SE reported a gross profit of 0.00 and revenue of 2.46B. Therefore, the gross margin over that period was 0.0%.

CENX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Century Aluminum Company reported an operating income of 374.00M and revenue of 649.20M, resulting in an operating margin of 57.6%.

CSTM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Constellium SE reported an operating income of 0.00 and revenue of 2.46B, resulting in an operating margin of 0.0%.

CENX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Century Aluminum Company reported a net income of 337.50M and revenue of 649.20M, resulting in a net margin of 52.0%.

CSTM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Constellium SE reported a net income of 196.00M and revenue of 2.46B, resulting in a net margin of 8.0%.


Frequently Asked Questions


CENX and CSTM have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CENX has higher volatility (22.52%) compared to CSTM (14.45%). In terms of maximum drawdown, CENX dropped -98.67% vs CSTM's -88.70%.

CSTM currently has the higher Sharpe Ratio (3.66 vs 3.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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