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CRML vs. SARO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

CRML vs. SARO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Critical Metals Corp (CRML) and StandardAero, Inc (SARO). The values are adjusted to include any dividend payments, if applicable.

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CRML vs. SARO - Yearly Performance Comparison


2026 (YTD)20252024
CRML
Critical Metals Corp
14.41%2.21%-0.15%
SARO
StandardAero, Inc
-9.94%15.83%-24.40%

Fundamentals

EPS

CRML:

-$0.53

SARO:

$0.83

PS Ratio

CRML:

1.38K

SARO:

1.42

Total Revenue (TTM)

CRML:

$560.62K

SARO:

$6.06B

Gross Profit (TTM)

CRML:

$560.62K

SARO:

$922.06M

EBITDA (TTM)

CRML:

-$47.47M

SARO:

$696.40M

Returns By Period

In the year-to-date period, CRML achieves a 14.41% return, which is significantly higher than SARO's -9.94% return.


CRML

1D
19.04%
1M
-21.77%
YTD
14.41%
6M
27.65%
1Y
471.22%
3Y*
5Y*
10Y*

SARO

1D
2.42%
1M
-16.14%
YTD
-9.94%
6M
-5.35%
1Y
-3.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Critical Metals Corp

StandardAero, Inc

Return for Risk

CRML vs. SARO — Risk / Return Rank

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

CRML
CRML Risk / Return Rank: 9393
Overall Rank
CRML Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CRML Sortino Ratio Rank: 9595
Sortino Ratio Rank
CRML Omega Ratio Rank: 9090
Omega Ratio Rank
CRML Calmar Ratio Rank: 9696
Calmar Ratio Rank
CRML Martin Ratio Rank: 8989
Martin Ratio Rank

SARO
SARO Risk / Return Rank: 3434
Overall Rank
SARO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SARO Sortino Ratio Rank: 3232
Sortino Ratio Rank
SARO Omega Ratio Rank: 3232
Omega Ratio Rank
SARO Calmar Ratio Rank: 3535
Calmar Ratio Rank
SARO Martin Ratio Rank: 3434
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.

CRML vs. SARO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Critical Metals Corp (CRML) and StandardAero, Inc (SARO). 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.


CRMLSARODifference

Sharpe ratio

Return per unit of total volatility

2.67

-0.09

+2.76

Sortino ratio

Return per unit of downside risk

3.53

0.12

+3.42

Omega ratio

Gain probability vs. loss probability

1.38

1.01

+0.37

Calmar ratio

Return relative to maximum drawdown

6.01

-0.21

+6.22

Martin ratio

Return relative to average drawdown

9.99

-0.43

+10.42

CRML vs. SARO - Sharpe Ratio Comparison

The current CRML Sharpe Ratio is 2.67, which is higher than the SARO Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of CRML and SARO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CRMLSARODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

-0.09

+2.76

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.25

-0.42

+0.17

Correlation

The correlation between CRML and SARO is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CRML vs. SARO - Dividend Comparison

Neither CRML nor SARO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CRML vs. SARO - Drawdown Comparison

The maximum CRML drawdown since its inception was -93.91%, which is greater than SARO's maximum drawdown of -32.58%. Use the drawdown chart below to compare losses from any high point for CRML and SARO.


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Drawdown Indicators


CRMLSARODifference

Max Drawdown

Largest peak-to-trough decline

-93.91%

-32.58%

-61.33%

Max Drawdown (1Y)

Largest decline over 1 year

-77.74%

-23.85%

-53.89%

Current Drawdown

Current decline from peak

-73.51%

-22.01%

-51.50%

Average Drawdown

Average peak-to-trough decline

-68.66%

-14.77%

-53.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.77%

11.53%

+35.24%

Volatility

CRML vs. SARO - Volatility Comparison

Critical Metals Corp (CRML) has a higher volatility of 31.02% compared to StandardAero, Inc (SARO) at 10.63%. This indicates that CRML's price experiences larger fluctuations and is considered to be riskier than SARO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRMLSARODifference

Volatility (1M)

Calculated over the trailing 1-month period

31.02%

10.63%

+20.39%

Volatility (6M)

Calculated over the trailing 6-month period

124.55%

22.91%

+101.64%

Volatility (1Y)

Calculated over the trailing 1-year period

177.77%

34.45%

+143.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

158.24%

35.25%

+122.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

158.24%

35.25%

+122.99%

Financials

CRML vs. SARO - Financials Comparison

This section allows you to compare key financial metrics between Critical Metals Corp and StandardAero, 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


0.00500.00M1.00B1.50B2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
100.38K
1.60B
(CRML) Total Revenue
(SARO) Total Revenue
Values in USD except per share items