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COST.L vs. UT8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

COST.L vs. UT8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Costain Group plc (COST.L) and Uber Technologies Inc (UT8.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 UT8.DE is traded in EUR. To make them comparable, the UT8.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 24.11% return, which is significantly higher than UT8.DE's -10.27% return.


COST.L

1D
0.52%
1M
0.72%
YTD
24.11%
6M
27.63%
1Y
64.44%
3Y*
57.71%
5Y*
29.36%
10Y*
-4.19%

UT8.DE

1D
3.51%
1M
-6.27%
YTD
-10.27%
6M
-21.09%
1Y
-11.84%
3Y*
18.73%
5Y*
9.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COST.L vs. UT8.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
COST.L
Costain Group plc
24.11%54.64%69.69%62.13%-26.26%-9.80%-62.86%-49.10%
UT8.DE
Uber Technologies Inc
-10.27%26.12%-1.48%138.87%-34.71%-18.49%67.30%-20.89%

Correlation

The correlation between COST.L and UT8.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.16

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

0.16

Correlation (All Time)
Calculated using the full available price history since May 14, 2019

0.18

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Return for Risk

COST.L vs. UT8.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: 8484
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: 7979
Martin Ratio Rank

UT8.DE
UT8.DE Risk / Return Rank: 2424
Overall Rank
UT8.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
UT8.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
UT8.DE Omega Ratio Rank: 2222
Omega Ratio Rank
UT8.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
UT8.DE Martin Ratio Rank: 2626
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. UT8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Costain Group plc (COST.L) and Uber Technologies Inc (UT8.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.LUT8.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.06

Sortino ratioReturn per unit of downside risk

+2.69

Omega ratioGain probability vs. loss probability

1.37

0.96

+0.41

Calmar ratioReturn relative to maximum drawdown

2.48

-0.37

+2.85

Martin ratioReturn relative to average drawdown

6.31

-0.67

+6.98

COST.L vs. UT8.DE - Sharpe Ratio Comparison

The current COST.L Sharpe Ratio is 1.70, which is higher than the UT8.DE Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of COST.L and UT8.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.LUT8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

-0.36

+2.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.21

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.19

-0.19

Drawdowns

COST.L vs. UT8.DE - Drawdown Comparison

The maximum COST.L drawdown since its inception was -92.88%, which is greater than UT8.DE's maximum drawdown of -63.68%. Use the drawdown chart below to compare losses from any high point for COST.L and UT8.DE.


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Drawdown Indicators


COST.LUT8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-92.88%

-63.68%

-29.20%

Max Drawdown (1Y)

Largest decline over 1 year

-25.66%

-31.63%

+5.97%

Max Drawdown (3Y)

Largest decline over 3 years

-25.66%

-31.63%

+5.97%

Max Drawdown (5Y)

Largest decline over 5 years

-48.34%

-55.50%

+7.16%

Max Drawdown (10Y)

Largest decline over 10 years

-92.88%

Current Drawdown

Current decline from peak

-54.68%

-27.38%

-27.30%

Average Drawdown

Average peak-to-trough decline

-49.35%

-23.90%

-25.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.09%

17.58%

-7.49%

Volatility

COST.L vs. UT8.DE - Volatility Comparison

Costain Group plc (COST.L) and Uber Technologies Inc (UT8.DE) have volatilities of 7.69% and 8.08%, 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.


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Volatility by Period


COST.LUT8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.69%

8.08%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

25.96%

22.88%

+3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

37.31%

32.53%

+4.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.85%

43.30%

-2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.90%

47.84%

+5.06%

Dividends

COST.L vs. UT8.DE - Dividend Comparison

COST.L's dividend yield for the trailing twelve months is around 2.16%, while UT8.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
COST.L
Costain Group plc
2.16%1.88%1.13%0.63%0.00%0.00%0.00%8.15%4.30%2.65%3.07%2.52%
UT8.DE
Uber Technologies 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. UT8.DE - Financials Comparison

This section allows you to compare key financial metrics between Costain Group plc and Uber Technologies 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, UT8.DE values in EUR

Frequently Asked Questions


COST.L and UT8.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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