LWLG vs. CSTM
LWLG (Lightwave Logic, Inc.) and CSTM (Constellium SE) are both stocks. Both are in the Basic Materials sector — LWLG in Specialty Chemicals, CSTM in Aluminum. Over the past 10 years, LWLG returned 35.25%/yr vs 22.30%/yr for CSTM. At a 0.16 correlation, their price movements are largely independent.
Performance
LWLG vs. CSTM - Performance Comparison
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Returns By Period
In the year-to-date period, LWLG achieves a 279.32% return, which is significantly higher than CSTM's 90.24% return. Over the past 10 years, LWLG has outperformed CSTM with an annualized return of 35.25%, while CSTM has yielded a comparatively lower 22.30% annualized return.
LWLG
- 1D
- -3.38%
- 1M
- -22.17%
- YTD
- 279.32%
- 6M
- 204.96%
- 1Y
- 1,116.83%
- 3Y*
- 17.02%
- 5Y*
- 30.56%
- 10Y*
- 35.25%
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%
LWLG vs. CSTM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LWLG Lightwave Logic, Inc. | 279.32% | 54.29% | -57.83% | 15.55% | -71.03% | 1,500.00% | 32.86% | -1.41% | -37.72% | 83.87% |
CSTM Constellium SE | 90.24% | 83.54% | -48.55% | 68.72% | -33.95% | 28.02% | 4.40% | 91.70% | -37.31% | 88.98% |
Correlation
The correlation between LWLG and CSTM is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since May 24, 2013 | 0.16 |
The correlation between LWLG and CSTM shifts across timeframes, from 0.16 (all time) to 0.27 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
LWLG:
-$0.22
CSTM:
$3.79
LWLG:
4.95K
CSTM:
0.49
LWLG:
$243.11K
CSTM:
$7.84B
LWLG:
-$855.55K
CSTM:
$447.08M
LWLG:
-$14.17M
CSTM:
$612.70M
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Return for Risk
LWLG vs. CSTM — Risk / Return Rank
LWLG
CSTM
LWLG vs. CSTM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lightwave Logic, Inc. (LWLG) and Constellium SE (CSTM). 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.
| LWLG | CSTM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.77 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.51 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 22.54 | 11.53 | +11.01 |
| Martin ratioReturn relative to average drawdown | 48.17 | 37.39 | +10.78 |
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
| LWLG | CSTM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 8.81 | 4.04 | +4.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.32 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.40 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.12 | +0.10 |
Drawdowns
LWLG vs. CSTM - Drawdown Comparison
The maximum LWLG drawdown since its inception was -95.76%, which is greater than CSTM's maximum drawdown of -88.70%. Use the drawdown chart below to compare losses from any high point for LWLG and CSTM.
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Drawdown Indicators
| LWLG | CSTM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.76% | -88.70% | -7.06% |
Max Drawdown (1Y)Largest decline over 1 year | -50.08% | -15.96% | -34.12% |
Max Drawdown (3Y)Largest decline over 3 years | -90.57% | -66.35% | -24.22% |
Max Drawdown (5Y)Largest decline over 5 years | -95.76% | -66.35% | -29.41% |
Max Drawdown (10Y)Largest decline over 10 years | -95.76% | -72.30% | -23.46% |
Current DrawdownCurrent decline from peak | -37.17% | -0.58% | -36.59% |
Average DrawdownAverage peak-to-trough decline | -43.16% | -53.85% | +10.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.39% | 4.91% | +18.48% |
Volatility
LWLG vs. CSTM - Volatility Comparison
Lightwave Logic, Inc. (LWLG) has a higher volatility of 41.13% compared to Constellium SE (CSTM) at 14.55%. This indicates that LWLG's price experiences larger fluctuations and is considered to be riskier than CSTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LWLG | CSTM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 41.13% | 14.55% | +26.58% |
Volatility (6M)Calculated over the trailing 6-month period | 94.96% | 34.47% | +60.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 128.24% | 45.59% | +82.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 104.80% | 46.68% | +58.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 89.26% | 56.43% | +32.83% |
Dividends
LWLG vs. CSTM - Dividend Comparison
Neither LWLG nor CSTM has paid dividends to shareholders.
Financials
LWLG vs. CSTM - Financials Comparison
This section allows you to compare key financial metrics between Lightwave Logic, Inc. and Constellium SE. 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
Frequently Asked Questions
LWLG and CSTM have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LWLG has higher volatility (41.13%) compared to CSTM (14.55%). In terms of maximum drawdown, LWLG dropped -95.76% vs CSTM's -88.70%.
LWLG currently has the higher Sharpe Ratio (8.81 vs 4.04), 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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