CSTM vs. BRK-B
CSTM (Constellium SE) and BRK-B (Berkshire Hathaway Inc.) are both stocks. CSTM operates in Aluminum (Basic Materials), while BRK-B operates in Insurance - Diversified (Financial Services). Over the past 10 years, CSTM returned 21.30%/yr vs 12.93%/yr for BRK-B. At a 0.33 correlation, their price movements are largely independent.
Performance
CSTM vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, CSTM achieves a 91.78% return, which is significantly higher than BRK-B's -4.78% return. Over the past 10 years, CSTM has outperformed BRK-B with an annualized return of 21.30%, while BRK-B has yielded a comparatively lower 12.93% annualized return.
CSTM
- 1D
- 0.81%
- 1M
- 9.68%
- YTD
- 91.78%
- 6M
- 98.84%
- 1Y
- 180.67%
- 3Y*
- 30.87%
- 5Y*
- 15.12%
- 10Y*
- 21.30%
BRK-B
- 1D
- 0.69%
- 1M
- 2.82%
- YTD
- -4.78%
- 6M
- -4.89%
- 1Y
- -2.52%
- 3Y*
- 13.36%
- 5Y*
- 10.35%
- 10Y*
- 12.93%
CSTM vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSTM Constellium SE | 91.78% | 83.54% | -48.55% | 68.72% | -33.95% | 28.02% | 4.40% | 91.70% | -37.31% | 88.98% |
BRK-B Berkshire Hathaway Inc. | -4.78% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
Correlation
The correlation between CSTM and BRK-B is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since May 24, 2013 | 0.33 |
Over the past year, the correlation between CSTM and BRK-B has dropped to 0.08 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
Fundamentals
CSTM:
$3.79
BRK-B:
$33.62
CSTM:
9.54
BRK-B:
14.24
CSTM:
0.12
BRK-B:
0.55
CSTM:
0.49
BRK-B:
2.75
CSTM:
$7.84B
BRK-B:
$375.39B
CSTM:
$447.08M
BRK-B:
$94.36B
CSTM:
$612.70M
BRK-B:
$71.92B
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Return for Risk
CSTM vs. BRK-B — Risk / Return Rank
CSTM
BRK-B
CSTM vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Constellium SE (CSTM) and Berkshire Hathaway Inc. (BRK-B). 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.
| CSTM | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.17 | ||
| Sortino ratioReturn per unit of downside risk | +4.52 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 0.98 | +0.53 |
| Calmar ratioReturn relative to maximum drawdown | 11.39 | -0.27 | +11.66 |
| Martin ratioReturn relative to average drawdown | 36.96 | -0.57 | +37.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSTM | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.99 | -0.18 | +4.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.61 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.67 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.48 | -0.36 |
Drawdowns
CSTM vs. BRK-B - Drawdown Comparison
The maximum CSTM drawdown since its inception was -88.70%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for CSTM and BRK-B.
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Drawdown Indicators
| CSTM | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.70% | -53.86% | -34.84% |
Max Drawdown (1Y)Largest decline over 1 year | -15.96% | -9.42% | -6.54% |
Max Drawdown (3Y)Largest decline over 3 years | -66.35% | -14.95% | -51.40% |
Max Drawdown (5Y)Largest decline over 5 years | -66.35% | -26.58% | -39.77% |
Max Drawdown (10Y)Largest decline over 10 years | -72.30% | -29.57% | -42.73% |
Current DrawdownCurrent decline from peak | 0.00% | -11.33% | +11.33% |
Average DrawdownAverage peak-to-trough decline | -53.83% | -11.07% | -42.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.91% | 4.46% | +0.45% |
Volatility
CSTM vs. BRK-B - Volatility Comparison
Constellium SE (CSTM) has a higher volatility of 13.16% compared to Berkshire Hathaway Inc. (BRK-B) at 3.72%. This indicates that CSTM's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSTM | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.16% | 3.72% | +9.44% |
Volatility (6M)Calculated over the trailing 6-month period | 34.47% | 10.70% | +23.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.55% | 14.32% | +31.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.68% | 17.11% | +29.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.42% | 19.43% | +36.99% |
Dividends
CSTM vs. BRK-B - Dividend Comparison
Neither CSTM nor BRK-B has paid dividends to shareholders.
Financials
CSTM vs. BRK-B - Financials Comparison
This section allows you to compare key financial metrics between Constellium SE and Berkshire Hathaway 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.
Total Revenue: Total amount of money received from sales and other business activities
CSTM vs. BRK-B - Profitability Comparison
CSTM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Constellium SE reported a gross profit of 0.00 and revenue of 2.46B. Therefore, the gross margin over that period was 0.0%.
BRK-B - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Berkshire Hathaway Inc. reported a gross profit of 26.98B and revenue of 93.68B. Therefore, the gross margin over that period was 28.8%.
CSTM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Constellium SE reported an operating income of 0.00 and revenue of 2.46B, resulting in an operating margin of 0.0%.
BRK-B - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Berkshire Hathaway Inc. reported an operating income of 15.05B and revenue of 93.68B, resulting in an operating margin of 16.1%.
CSTM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Constellium SE reported a net income of 196.00M and revenue of 2.46B, resulting in a net margin of 8.0%.
BRK-B - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Berkshire Hathaway Inc. reported a net income of 10.18B and revenue of 93.68B, resulting in a net margin of 10.9%.
Frequently Asked Questions
CSTM and BRK-B have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSTM has higher volatility (13.16%) compared to BRK-B (3.72%). In terms of maximum drawdown, CSTM dropped -88.70% vs BRK-B's -53.86%.
CSTM currently has the higher Sharpe Ratio (3.99 vs -0.18), 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.
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