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TAP vs. CALM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TAP vs. CALM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Molson Coors Brewing Company (TAP) and Cal-Maine Foods, Inc. (CALM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TAP achieves a -15.41% return, which is significantly lower than CALM's -4.04% return. Over the past 10 years, TAP has underperformed CALM with an annualized return of -6.91%, while CALM has yielded a comparatively higher 8.39% annualized return.


TAP

1D
-0.75%
1M
-4.05%
YTD
-15.41%
6M
-13.72%
1Y
-22.98%
3Y*
-12.49%
5Y*
-5.47%
10Y*
-6.91%

CALM

1D
1.10%
1M
0.80%
YTD
-4.04%
6M
-7.64%
1Y
-18.41%
3Y*
22.93%
5Y*
22.21%
10Y*
8.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TAP vs. CALM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAP
Molson Coors Brewing Company
-15.41%-15.53%-3.43%22.15%14.39%4.12%-15.20%-0.44%-29.88%-14.11%
CALM
Cal-Maine Foods, Inc.
-4.04%-15.61%87.00%14.48%51.87%-1.38%-12.19%2.09%-3.90%0.62%

Correlation

The correlation between TAP and CALM is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Dec 13, 1996

0.15

Fundamentals

Market Cap

TAP:

$7.31B

CALM:

$3.57B

EPS

TAP:

-$10.76

CALM:

$14.48

PS Ratio

TAP:

0.68

CALM:

1.04

PB Ratio

TAP:

0.73

CALM:

1.32

Total Revenue (TTM)

TAP:

$11.19B

CALM:

$3.46B

Gross Profit (TTM)

TAP:

$4.23B

CALM:

$1.17B

EBITDA (TTM)

TAP:

-$1.54B

CALM:

$1.05B

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Return for Risk

TAP vs. CALM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TAP
TAP Risk / Return Rank: 77
Overall Rank
TAP Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TAP Sortino Ratio Rank: 88
Sortino Ratio Rank
TAP Omega Ratio Rank: 1111
Omega Ratio Rank
TAP Calmar Ratio Rank: 88
Calmar Ratio Rank
TAP Martin Ratio Rank: 22
Martin Ratio Rank

CALM
CALM Risk / Return Rank: 2020
Overall Rank
CALM Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CALM Sortino Ratio Rank: 1717
Sortino Ratio Rank
CALM Omega Ratio Rank: 1717
Omega Ratio Rank
CALM Calmar Ratio Rank: 2323
Calmar Ratio Rank
CALM Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TAP vs. CALM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Molson Coors Brewing Company (TAP) and Cal-Maine Foods, Inc. (CALM). 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.


TAPCALMDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

0.87

0.92

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.84

-0.50

-0.34

Martin ratioReturn relative to average drawdown

-1.78

-0.79

-0.99

TAP vs. CALM - Sharpe Ratio Comparison

The current TAP Sharpe Ratio is -0.89, which is lower than the CALM Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of TAP and CALM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TAPCALMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.89

-0.56

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

0.69

-0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.24

0.27

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.38

-0.15

Drawdowns

TAP vs. CALM - Drawdown Comparison

The maximum TAP drawdown since its inception was -67.73%, smaller than the maximum CALM drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for TAP and CALM.


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Drawdown Indicators


TAPCALMDifference

Max Drawdown

Largest peak-to-trough decline

-67.73%

-74.08%

+6.35%

Max Drawdown (1Y)

Largest decline over 1 year

-27.39%

-37.00%

+9.61%

Max Drawdown (3Y)

Largest decline over 3 years

-39.43%

-37.00%

-2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-39.43%

-37.00%

-2.43%

Max Drawdown (10Y)

Largest decline over 10 years

-67.73%

-39.12%

-28.61%

Current Drawdown

Current decline from peak

-55.16%

-33.59%

-21.57%

Average Drawdown

Average peak-to-trough decline

-22.78%

-30.31%

+7.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.92%

23.36%

-10.44%

Volatility

TAP vs. CALM - Volatility Comparison

Molson Coors Brewing Company (TAP) has a higher volatility of 7.91% compared to Cal-Maine Foods, Inc. (CALM) at 7.35%. This indicates that TAP's price experiences larger fluctuations and is considered to be riskier than CALM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TAPCALMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.91%

7.35%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

20.08%

20.50%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

25.91%

33.15%

-7.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.62%

32.60%

-6.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.50%

31.16%

-2.66%

Dividends

TAP vs. CALM - Dividend Comparison

TAP's dividend yield for the trailing twelve months is around 6.14%, less than CALM's 6.37% yield.


PositionTTM20252024202320222021202020192018201720162015
CALM
Cal-Maine Foods, Inc.
6.37%10.90%2.82%7.51%3.17%0.09%0.00%0.98%1.03%0.00%2.70%4.10%
TAP
Molson Coors Brewing Company
6.14%4.03%3.07%2.68%2.95%1.47%1.26%3.64%2.92%2.00%1.69%1.75%

Financials

TAP vs. CALM - Financials Comparison

This section allows you to compare key financial metrics between Molson Coors Brewing Company and Cal-Maine Foods, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50B20222023202420252026
2.35B
666.95M
(TAP) Total Revenue
(CALM) Total Revenue
Values in USD except per share items

TAP vs. CALM - Profitability Comparison

The chart below illustrates the profitability comparison between Molson Coors Brewing Company and Cal-Maine Foods, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%20222023202420252026
38.2%
17.9%
Portfolio components
TAP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Molson Coors Brewing Company reported a gross profit of 897.20M and revenue of 2.35B. Therefore, the gross margin over that period was 38.2%.

CALM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported a gross profit of 119.28M and revenue of 666.95M. Therefore, the gross margin over that period was 17.9%.

TAP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Molson Coors Brewing Company reported an operating income of 258.30M and revenue of 2.35B, resulting in an operating margin of 11.0%.

CALM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported an operating income of 35.98M and revenue of 666.95M, resulting in an operating margin of 5.4%.

TAP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Molson Coors Brewing Company reported a net income of 151.30M and revenue of 2.35B, resulting in a net margin of 6.4%.

CALM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported a net income of 50.46M and revenue of 666.95M, resulting in a net margin of 7.6%.


Frequently Asked Questions


TAP and CALM have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TAP has higher volatility (7.91%) compared to CALM (7.35%). In terms of maximum drawdown, TAP dropped -67.73% vs CALM's -74.08%.

CALM currently has the higher Sharpe Ratio (-0.56 vs -0.89), 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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