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CRBG vs. HESM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CRBG vs. HESM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corebridge Financial Inc. (CRBG) and Hess Midstream LP (HESM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CRBG achieves a -10.02% return, which is significantly lower than HESM's 17.35% return.


CRBG

1D
1.67%
1M
-4.24%
YTD
-10.02%
6M
-9.94%
1Y
-15.20%
3Y*
24.31%
5Y*
10Y*

HESM

1D
-0.38%
1M
3.68%
YTD
17.35%
6M
18.31%
1Y
9.86%
3Y*
19.89%
5Y*
17.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRBG vs. HESM - Yearly Performance Comparison


2026 (YTD)2025202420232022
CRBG
Corebridge Financial Inc.
-10.02%3.88%42.84%25.26%-1.01%
HESM
Hess Midstream LP
17.35%0.56%26.41%14.36%8.04%

Correlation

The correlation between CRBG and HESM is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.25

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2022

0.29

Over the past year, the correlation between CRBG and HESM has dropped to 0.07 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

CRBG:

$12.72B

HESM:

$5.02B

EPS

CRBG:

$0.47

HESM:

$2.89

PE Ratio

CRBG:

56.91

HESM:

13.44

PEG Ratio

CRBG:

0.21

HESM:

1.09

PS Ratio

CRBG:

2.24

HESM:

3.04

PB Ratio

CRBG:

1.23

HESM:

13.38

Total Revenue (TTM)

CRBG:

$6.22B

HESM:

$1.63B

Gross Profit (TTM)

CRBG:

$4.84B

HESM:

$1.13B

EBITDA (TTM)

CRBG:

$1.41B

HESM:

$1.24B

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Return for Risk

CRBG vs. HESM — Risk / Return Rank

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

CRBG
CRBG Risk / Return Rank: 2323
Overall Rank
CRBG Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
CRBG Sortino Ratio Rank: 2121
Sortino Ratio Rank
CRBG Omega Ratio Rank: 2222
Omega Ratio Rank
CRBG Calmar Ratio Rank: 2828
Calmar Ratio Rank
CRBG Martin Ratio Rank: 2424
Martin Ratio Rank

HESM
HESM Risk / Return Rank: 5050
Overall Rank
HESM Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HESM Sortino Ratio Rank: 4747
Sortino Ratio Rank
HESM Omega Ratio Rank: 4848
Omega Ratio Rank
HESM Calmar Ratio Rank: 5050
Calmar Ratio Rank
HESM Martin Ratio Rank: 5050
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.

CRBG vs. HESM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corebridge Financial Inc. (CRBG) and Hess Midstream LP (HESM). 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.


CRBGHESMDifference
Sharpe ratioReturn per unit of total volatility

-0.86

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

0.95

1.09

-0.15

Calmar ratioReturn relative to maximum drawdown

-0.42

0.38

-0.80

Martin ratioReturn relative to average drawdown

-0.89

0.78

-1.67

CRBG vs. HESM - Sharpe Ratio Comparison

The current CRBG Sharpe Ratio is -0.45, which is lower than the HESM Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of CRBG and HESM, 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


CRBGHESMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.45

0.41

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.33

+0.09

Drawdowns

CRBG vs. HESM - Drawdown Comparison

The maximum CRBG drawdown since its inception was -36.35%, smaller than the maximum HESM drawdown of -75.16%. Use the drawdown chart below to compare losses from any high point for CRBG and HESM.


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Drawdown Indicators


CRBGHESMDifference

Max Drawdown

Largest peak-to-trough decline

-36.35%

-75.16%

+38.81%

Max Drawdown (1Y)

Largest decline over 1 year

-36.35%

-25.78%

-10.57%

Max Drawdown (3Y)

Largest decline over 3 years

-36.35%

-25.78%

-10.57%

Max Drawdown (5Y)

Largest decline over 5 years

-28.72%

Current Drawdown

Current decline from peak

-23.33%

-4.69%

-18.64%

Average Drawdown

Average peak-to-trough decline

-10.66%

-11.78%

+1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.06%

12.65%

+4.41%

Volatility

CRBG vs. HESM - Volatility Comparison

Corebridge Financial Inc. (CRBG) has a higher volatility of 10.10% compared to Hess Midstream LP (HESM) at 7.87%. This indicates that CRBG's price experiences larger fluctuations and is considered to be riskier than HESM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRBGHESMDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.10%

7.87%

+2.23%

Volatility (6M)

Calculated over the trailing 6-month period

27.71%

14.73%

+12.98%

Volatility (1Y)

Calculated over the trailing 1-year period

33.65%

24.15%

+9.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.42%

27.35%

+7.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.42%

38.84%

-4.42%

Dividends

CRBG vs. HESM - Dividend Comparison

CRBG's dividend yield for the trailing twelve months is around 3.61%, less than HESM's 7.82% yield.


PositionTTM202520242023202220212020201920182017
CRBG
Corebridge Financial Inc.
3.61%3.18%3.07%12.47%2.29%0.00%0.00%0.00%0.00%0.00%
HESM
Hess Midstream LP
7.82%8.41%7.12%7.50%7.30%6.93%8.86%6.89%8.00%2.93%

Financials

CRBG vs. HESM - Financials Comparison

This section allows you to compare key financial metrics between Corebridge Financial Inc. and Hess Midstream LP. 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


0.001.00B2.00B3.00B4.00B20222023202420252026
4.04B
390.10M
(CRBG) Total Revenue
(HESM) Total Revenue
Values in USD except per share items

CRBG vs. HESM - Profitability Comparison

The chart below illustrates the profitability comparison between Corebridge Financial Inc. and Hess Midstream LP over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%20222023202420252026
75.7%
63.1%
Portfolio components
CRBG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Corebridge Financial Inc. reported a gross profit of 3.06B and revenue of 4.04B. Therefore, the gross margin over that period was 75.7%.

HESM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Hess Midstream LP reported a gross profit of 246.00M and revenue of 390.10M. Therefore, the gross margin over that period was 63.1%.

CRBG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Corebridge Financial Inc. reported an operating income of 97.00M and revenue of 4.04B, resulting in an operating margin of 2.4%.

HESM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Hess Midstream LP reported an operating income of 238.10M and revenue of 390.10M, resulting in an operating margin of 61.0%.

CRBG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Corebridge Financial Inc. reported a net income of -53.00M and revenue of 4.04B, resulting in a net margin of -1.3%.

HESM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Hess Midstream LP reported a net income of 87.60M and revenue of 390.10M, resulting in a net margin of 22.5%.


Frequently Asked Questions


CRBG and HESM have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRBG has higher volatility (10.10%) compared to HESM (7.87%). In terms of maximum drawdown, CRBG dropped -36.35% vs HESM's -75.16%.

HESM currently has the higher Sharpe Ratio (0.41 vs -0.45), 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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