CSTM vs. BRK-B

In the year-to-date period, CSTM achieves a 19.67% return, which is significantly higher than BRK-B's 11.67% return. Over the past 10 years, CSTM has underperformed BRK-B with an annualized return of -0.90%, while BRK-B has yielded a comparatively higher 13.45% annualized return.

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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.

The current CSTM Sharpe Ratio is -0.76, which is lower than the BRK-B Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of CSTM and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither CSTM nor BRK-B has paid dividends to shareholders.

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.

Constellium SE (CSTM) has a higher volatility of 14.11% compared to Berkshire Hathaway Inc. (BRK-B) at 6.63%. 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.

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.