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COST.L vs. F3A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

COST.L vs. F3A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Costain Group plc (COST.L) and First Solar Inc (F3A.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

COST.L is traded in GBp, while F3A.DE is traded in EUR. To make them comparable, the F3A.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, COST.L achieves a 23.47% return, which is significantly higher than F3A.DE's 15.05% return. Over the past 10 years, COST.L has underperformed F3A.DE with an annualized return of -2.93%, while F3A.DE has yielded a comparatively higher 20.86% annualized return.


COST.L

1D
-0.51%
1M
0.21%
YTD
23.47%
6M
26.97%
1Y
63.59%
3Y*
57.44%
5Y*
29.22%
10Y*
-2.93%

F3A.DE

1D
-2.32%
1M
43.94%
YTD
15.05%
6M
16.86%
1Y
93.33%
3Y*
11.51%
5Y*
33.43%
10Y*
20.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COST.L vs. F3A.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COST.L
Costain Group plc
23.47%54.64%69.69%62.11%-26.25%-9.80%-58.07%-46.80%-30.35%36.18%
F3A.DE
First Solar Inc
15.05%38.65%6.12%10.42%90.12%-11.09%68.70%32.13%-35.73%91.88%

Correlation

The correlation between COST.L and F3A.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.17

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

0.15

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

0.12

Correlation (All Time)
Calculated using the full available price history since Jul 4, 2007

0.11

The correlation between COST.L and F3A.DE shifts across timeframes, from 0.11 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

COST.L vs. F3A.DE — Risk / Return Rank

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

COST.L
COST.L Risk / Return Rank: 8282
Overall Rank
COST.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
COST.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
COST.L Omega Ratio Rank: 8686
Omega Ratio Rank
COST.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
COST.L Martin Ratio Rank: 8080
Martin Ratio Rank

F3A.DE
F3A.DE Risk / Return Rank: 8080
Overall Rank
F3A.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
F3A.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
F3A.DE Omega Ratio Rank: 8181
Omega Ratio Rank
F3A.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
F3A.DE Martin Ratio Rank: 7777
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.

COST.L vs. F3A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Costain Group plc (COST.L) and First Solar Inc (F3A.DE). 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.


COST.LF3A.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.37

1.33

+0.04

Calmar ratioReturn relative to maximum drawdown

2.47

2.78

-0.32

Martin ratioReturn relative to average drawdown

6.28

5.73

+0.55

COST.L vs. F3A.DE - Sharpe Ratio Comparison

The current COST.L Sharpe Ratio is 1.70, which is comparable to the F3A.DE Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of COST.L and F3A.DE, 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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Sharpe Ratios by Period


COST.LF3A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.82

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.63

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

0.42

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.15

-0.16

Drawdowns

COST.L vs. F3A.DE - Drawdown Comparison

The maximum COST.L drawdown since its inception was -92.60%, roughly equal to the maximum F3A.DE drawdown of -95.34%. Use the drawdown chart below to compare losses from any high point for COST.L and F3A.DE.


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Drawdown Indicators


COST.LF3A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-92.60%

-95.34%

+2.74%

Max Drawdown (1Y)

Largest decline over 1 year

-25.66%

-34.08%

+8.42%

Max Drawdown (3Y)

Largest decline over 3 years

-25.66%

-60.63%

+34.97%

Max Drawdown (5Y)

Largest decline over 5 years

-48.34%

-60.63%

+12.29%

Max Drawdown (10Y)

Largest decline over 10 years

-92.60%

-60.63%

-31.97%

Current Drawdown

Current decline from peak

-48.90%

-2.32%

-46.58%

Average Drawdown

Average peak-to-trough decline

-50.54%

-57.13%

+6.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.09%

16.57%

-6.48%

Volatility

COST.L vs. F3A.DE - Volatility Comparison

The current volatility for Costain Group plc (COST.L) is 6.96%, while First Solar Inc (F3A.DE) has a volatility of 15.47%. This indicates that COST.L experiences smaller price fluctuations and is considered to be less risky than F3A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COST.LF3A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

15.47%

-8.51%

Volatility (6M)

Calculated over the trailing 6-month period

25.94%

36.30%

-10.36%

Volatility (1Y)

Calculated over the trailing 1-year period

37.32%

52.04%

-14.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.87%

52.46%

-11.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.15%

52.30%

+0.85%

Dividends

COST.L vs. F3A.DE - Dividend Comparison

COST.L's dividend yield for the trailing twelve months is around 2.17%, while F3A.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
COST.L
Costain Group plc
2.17%1.88%1.13%0.63%0.00%0.00%0.00%8.66%4.56%2.81%3.27%2.68%
F3A.DE
First Solar 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%

Financials

COST.L vs. F3A.DE - Financials Comparison

This section allows you to compare key financial metrics between Costain Group plc and First Solar 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.


Quarterly
Annual

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


Please note, different currencies. COST.L values in GBp, F3A.DE values in EUR

Frequently Asked Questions


COST.L and F3A.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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