CSTM vs. IAGG
CSTM (Constellium SE) is a stock, while IAGG (iShares Core International Aggregate Bond ETF) is Global Bonds fund tracking the Bloomberg Global Aggregate ex USD 10% Issuer Capped (Hedged) Index. Over the past 10 years, CSTM returned 22.30%/yr vs 2.17%/yr for IAGG. At a correlation of -0.01, they often move in opposite directions.
Performance
CSTM vs. IAGG - Performance Comparison
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Returns By Period
In the year-to-date period, CSTM achieves a 90.24% return, which is significantly higher than IAGG's 0.92% return. Over the past 10 years, CSTM has outperformed IAGG with an annualized return of 22.30%, while IAGG has yielded a comparatively lower 2.17% annualized return.
CSTM
- 1D
- -0.58%
- 1M
- 16.28%
- YTD
- 90.24%
- 6M
- 99.44%
- 1Y
- 182.81%
- 3Y*
- 31.03%
- 5Y*
- 14.93%
- 10Y*
- 22.30%
IAGG
- 1D
- -0.20%
- 1M
- 0.66%
- YTD
- 0.92%
- 6M
- 0.72%
- 1Y
- 2.30%
- 3Y*
- 4.59%
- 5Y*
- 1.11%
- 10Y*
- 2.17%
CSTM vs. IAGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSTM Constellium SE | 90.24% | 83.54% | -48.55% | 68.72% | -33.95% | 28.02% | 4.40% | 91.70% | -37.31% | 88.98% |
IAGG iShares Core International Aggregate Bond ETF | 0.92% | 3.26% | 4.51% | 8.49% | -10.86% | -1.87% | 4.63% | 7.99% | 3.38% | 2.09% |
Correlation
The correlation between CSTM and IAGG is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2015 | -0.01 |
The correlation between CSTM and IAGG shifts across timeframes, from -0.01 (10 years) to 0.23 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CSTM vs. IAGG — Risk / Return Rank
CSTM
IAGG
CSTM vs. IAGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Constellium SE (CSTM) and iShares Core International Aggregate Bond ETF (IAGG). 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 | IAGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.23 | ||
| Sortino ratioReturn per unit of downside risk | +3.21 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.15 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 11.53 | 1.00 | +10.53 |
| Martin ratioReturn relative to average drawdown | 37.39 | 2.99 | +34.40 |
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 | IAGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.04 | 0.81 | +3.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.25 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.54 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.62 | -0.49 |
Drawdowns
CSTM vs. IAGG - Drawdown Comparison
The maximum CSTM drawdown since its inception was -88.70%, which is greater than IAGG's maximum drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for CSTM and IAGG.
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Drawdown Indicators
| CSTM | IAGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.70% | -13.88% | -74.82% |
Max Drawdown (1Y)Largest decline over 1 year | -15.96% | -2.32% | -13.64% |
Max Drawdown (3Y)Largest decline over 3 years | -66.35% | -2.32% | -64.03% |
Max Drawdown (5Y)Largest decline over 5 years | -66.35% | -13.57% | -52.78% |
Max Drawdown (10Y)Largest decline over 10 years | -72.30% | -13.88% | -58.42% |
Current DrawdownCurrent decline from peak | -0.58% | -0.98% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -53.85% | -2.85% | -51.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.91% | 0.77% | +4.14% |
Volatility
CSTM vs. IAGG - Volatility Comparison
Constellium SE (CSTM) has a higher volatility of 14.55% compared to iShares Core International Aggregate Bond ETF (IAGG) at 1.18%. This indicates that CSTM's price experiences larger fluctuations and is considered to be riskier than IAGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSTM | IAGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.55% | 1.18% | +13.37% |
Volatility (6M)Calculated over the trailing 6-month period | 34.47% | 2.40% | +32.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.59% | 2.84% | +42.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.68% | 4.51% | +42.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.43% | 4.05% | +52.38% |
Dividends
CSTM vs. IAGG - Dividend Comparison
CSTM has not paid dividends to shareholders, while IAGG's dividend yield for the trailing twelve months is around 3.66%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSTM Constellium SE | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IAGG iShares Core International Aggregate Bond ETF | 3.66% | 3.08% | 4.28% | 3.55% | 2.27% | 1.16% | 1.95% | 2.82% | 3.02% | 1.74% | 1.56% | 0.13% |
Frequently Asked Questions
CSTM and IAGG have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSTM has higher volatility (14.55%) compared to IAGG (1.18%). In terms of maximum drawdown, CSTM dropped -88.70% vs IAGG's -13.88%.
CSTM currently has the higher Sharpe Ratio (4.04 vs 0.81), 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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