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CSGP vs. MNST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CSGP vs. MNST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CoStar Group, Inc. (CSGP) and Monster Beverage Corporation (MNST). The values are adjusted to include any dividend payments, if applicable.

0.00%20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%JuneJulyAugustSeptemberOctoberNovember
7,654.68%
92,757.14%
CSGP
MNST

Returns By Period

In the year-to-date period, CSGP achieves a -18.47% return, which is significantly lower than MNST's -9.74% return. Over the past 10 years, CSGP has outperformed MNST with an annualized return of 15.73%, while MNST has yielded a comparatively lower 11.04% annualized return.


CSGP

YTD

-18.47%

1M

-10.09%

6M

-18.57%

1Y

-13.88%

5Y (annualized)

3.83%

10Y (annualized)

15.73%

MNST

YTD

-9.74%

1M

-2.95%

6M

-3.90%

1Y

-5.63%

5Y (annualized)

12.16%

10Y (annualized)

11.04%

Fundamentals


CSGPMNST
Market Cap$30.92B$54.48B
EPS$0.42$1.56
PE Ratio179.5535.91
PEG Ratio2.561.67
Total Revenue (TTM)$2.67B$8.29B
Gross Profit (TTM)$2.08B$3.98B
EBITDA (TTM)$161.52M$2.00B

Key characteristics


CSGPMNST
Sharpe Ratio-0.49-0.27
Sortino Ratio-0.55-0.20
Omega Ratio0.940.97
Calmar Ratio-0.47-0.24
Martin Ratio-0.82-0.48
Ulcer Index16.25%12.80%
Daily Std Dev27.48%23.26%
Max Drawdown-71.10%-69.17%
Current Drawdown-28.56%-14.54%

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Correlation

-0.50.00.51.00.2

The correlation between CSGP and MNST is 0.24, 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.

Risk-Adjusted Performance

CSGP vs. MNST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CoStar Group, Inc. (CSGP) and Monster Beverage Corporation (MNST). 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.


Sharpe ratio
The chart of Sharpe ratio for CSGP, currently valued at -0.49, compared to the broader market-4.00-2.000.002.00-0.49-0.27
The chart of Sortino ratio for CSGP, currently valued at -0.55, compared to the broader market-4.00-2.000.002.004.00-0.55-0.20
The chart of Omega ratio for CSGP, currently valued at 0.94, compared to the broader market0.501.001.502.000.940.97
The chart of Calmar ratio for CSGP, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.47-0.24
The chart of Martin ratio for CSGP, currently valued at -0.82, compared to the broader market0.0010.0020.0030.00-0.82-0.48
CSGP
MNST

The current CSGP Sharpe Ratio is -0.49, which is lower than the MNST Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of CSGP and MNST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
-0.49
-0.27
CSGP
MNST

Dividends

CSGP vs. MNST - Dividend Comparison

Neither CSGP nor MNST has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CSGP vs. MNST - Drawdown Comparison

The maximum CSGP drawdown since its inception was -71.10%, roughly equal to the maximum MNST drawdown of -69.17%. Use the drawdown chart below to compare losses from any high point for CSGP and MNST. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-28.56%
-14.54%
CSGP
MNST

Volatility

CSGP vs. MNST - Volatility Comparison

CoStar Group, Inc. (CSGP) and Monster Beverage Corporation (MNST) have volatilities of 9.41% and 9.16%, 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.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
9.41%
9.16%
CSGP
MNST

Financials

CSGP vs. MNST - Financials Comparison

This section allows you to compare key financial metrics between CoStar Group, Inc. and Monster Beverage Corporation. 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


Values in USD except per share items