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TAP vs. CALM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TAP and CALM is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

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.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%NovemberDecember2025FebruaryMarchApril
942.72%
9,614.14%
TAP
CALM

Key characteristics

Sharpe Ratio

TAP:

-0.32

CALM:

1.89

Sortino Ratio

TAP:

-0.28

CALM:

2.38

Omega Ratio

TAP:

0.96

CALM:

1.35

Calmar Ratio

TAP:

-0.19

CALM:

2.24

Martin Ratio

TAP:

-0.72

CALM:

6.64

Ulcer Index

TAP:

12.09%

CALM:

10.17%

Daily Std Dev

TAP:

27.53%

CALM:

35.71%

Max Drawdown

TAP:

-67.73%

CALM:

-74.08%

Current Drawdown

TAP:

-37.34%

CALM:

-18.13%

Fundamentals

Market Cap

TAP:

$11.83B

CALM:

$4.52B

EPS

TAP:

$5.35

CALM:

$20.10

PE Ratio

TAP:

10.91

CALM:

4.61

PEG Ratio

TAP:

23.36

CALM:

0.75

PS Ratio

TAP:

1.02

CALM:

1.19

PB Ratio

TAP:

0.91

CALM:

1.90

Total Revenue (TTM)

TAP:

$9.03B

CALM:

$3.80B

Gross Profit (TTM)

TAP:

$3.50B

CALM:

$1.51B

EBITDA (TTM)

TAP:

$2.07B

CALM:

$1.37B

Returns By Period

In the year-to-date period, TAP achieves a -0.15% return, which is significantly higher than CALM's -6.63% return. Over the past 10 years, TAP has underperformed CALM with an annualized return of -0.40%, while CALM has yielded a comparatively higher 10.32% annualized return.


TAP

YTD

-0.15%

1M

-6.21%

6M

3.36%

1Y

-6.70%

5Y*

8.08%

10Y*

-0.40%

CALM

YTD

-6.63%

1M

2.17%

6M

8.68%

1Y

72.07%

5Y*

22.01%

10Y*

10.32%

*Annualized

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Risk-Adjusted Performance

TAP vs. CALM — Risk-Adjusted Performance Rank

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

TAP
The Risk-Adjusted Performance Rank of TAP is 3434
Overall Rank
The Sharpe Ratio Rank of TAP is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of TAP is 2929
Sortino Ratio Rank
The Omega Ratio Rank of TAP is 3030
Omega Ratio Rank
The Calmar Ratio Rank of TAP is 4040
Calmar Ratio Rank
The Martin Ratio Rank of TAP is 3636
Martin Ratio Rank

CALM
The Risk-Adjusted Performance Rank of CALM is 9292
Overall Rank
The Sharpe Ratio Rank of CALM is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of CALM is 9090
Sortino Ratio Rank
The Omega Ratio Rank of CALM is 9191
Omega Ratio Rank
The Calmar Ratio Rank of CALM is 9595
Calmar Ratio Rank
The Martin Ratio Rank of CALM is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TAP vs. CALM - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for TAP, currently valued at -0.32, compared to the broader market-2.00-1.000.001.002.003.00
TAP: -0.32
CALM: 1.89
The chart of Sortino ratio for TAP, currently valued at -0.28, compared to the broader market-6.00-4.00-2.000.002.004.00
TAP: -0.28
CALM: 2.38
The chart of Omega ratio for TAP, currently valued at 0.96, compared to the broader market0.501.001.502.00
TAP: 0.96
CALM: 1.35
The chart of Calmar ratio for TAP, currently valued at -0.19, compared to the broader market0.001.002.003.004.005.00
TAP: -0.19
CALM: 2.24
The chart of Martin ratio for TAP, currently valued at -0.72, compared to the broader market-5.000.005.0010.0015.0020.00
TAP: -0.72
CALM: 6.64

The current TAP Sharpe Ratio is -0.32, which is lower than the CALM Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of TAP and CALM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
-0.32
1.89
TAP
CALM

Dividends

TAP vs. CALM - Dividend Comparison

TAP's dividend yield for the trailing twelve months is around 3.15%, less than CALM's 4.51% yield.


TTM20242023202220212020201920182017201620152014
TAP
Molson Coors Brewing Company
3.15%3.07%2.68%2.95%1.47%1.26%3.64%2.92%2.00%1.69%1.75%1.99%
CALM
Cal-Maine Foods, Inc.
4.51%2.82%7.51%3.17%0.09%0.00%0.98%1.03%0.00%2.70%4.10%2.26%

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. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-37.34%
-18.13%
TAP
CALM

Volatility

TAP vs. CALM - Volatility Comparison

The current volatility for Molson Coors Brewing Company (TAP) is 7.31%, while Cal-Maine Foods, Inc. (CALM) has a volatility of 9.87%. This indicates that TAP experiences smaller price fluctuations and is considered to be less risky than CALM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
7.31%
9.87%
TAP
CALM

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


Values in USD except per share items