GLW vs. BERY

In the year-to-date period, GLW achieves a 8.48% return, which is significantly higher than BERY's 5.86% return. Over the past 10 years, GLW has outperformed BERY with an annualized return of 11.02%, while BERY has yielded a comparatively lower 8.91% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Corning Incorporated (GLW) and Berry Global Group, Inc. (BERY). 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 GLW Sharpe Ratio is 2.82, which is higher than the BERY Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of GLW and BERY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GLW's dividend yield for the trailing twelve months is around 2.17%, more than BERY's 1.59% yield.

The maximum GLW drawdown since its inception was -99.02%, which is greater than BERY's maximum drawdown of -55.78%. Use the drawdown chart below to compare losses from any high point for GLW and BERY. For additional features, visit the drawdowns tool.

Corning Incorporated (GLW) has a higher volatility of 6.95% compared to Berry Global Group, Inc. (BERY) at 4.92%. This indicates that GLW's price experiences larger fluctuations and is considered to be riskier than BERY 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 Corning Incorporated and Berry Global Group, 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.