PerformanceRiskValuationProfitabilityCashflowLiquidityESGRevenue & Geographic ExposureForecastFinancial GrowthIncome GrowthCashflow GrowthBalance Sheet Growth
CRH plc (CRH)
114.271.68 (1.49%)
111.48 - 114.40
76.75 - 114.39
5.09M / 4.21M (Avg.)
23.96 | 4.77
Total Return
199.20%
Annual Return
44.45%
Risk (Volatility)
30.52%
Risk-Return Assessment:
199.20%
Strong cumulative return significantly outpacing inflation and market expectations.
44.45%
High annualized return suggests strong yearly performance.
30.52%
High volatility suggests significant price swings and higher risk.
2.15
High Sharpe ratio indicates excellent risk-adjusted returns.
1.95
High Sortino ratio indicates excellent downside risk-adjusted returns.
27.29%
Large maximum drawdown suggests significant potential losses.
1.63
High Calmar ratio indicates excellent return relative to maximum loss risk.
1.23
Beta close to 1.0 indicates market-like sensitivity.
21.48%
Positive alpha indicates outperformance relative to the benchmark.
13.29%
High VaR suggests significant potential losses in extreme scenarios based on given confidence interval.
17.82%
High CVaR suggests significant losses in worst-case scenarios.
1.07
High information ratio indicates excellent active management skill.
45.68%
Lower R-squared indicates performance is not strongly correlated with market, so returns are independent of overall market movements.
30.92
High Treynor ratio indicates excellent return per unit of market risk.
133.35%
High upside capture indicates strong participation in market gains.
110.94%
High downside capture suggests full participation in market losses.