PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
China Natural Resources, Inc. (CHNR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINVGG2110U1093
CUSIPG2114K107
SectorBasic Materials
IndustryOther Industrial Metals & Mining

Highlights

Market Cap$11.74M
EPS-$2.30
Revenue (TTM)$16.45M
Gross Profit (TTM)$241.00K
EBITDA (TTM)-$30.58M
Year Range$0.86 - $3.90
Short %0.50%
Short Ratio0.01

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


China Natural Resources, Inc.

Popular comparisons: CHNR vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in China Natural Resources, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%NovemberDecember2024FebruaryMarchApril
-44.44%
17.59%
CHNR (China Natural Resources, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

China Natural Resources, Inc. had a return of -37.23% year-to-date (YTD) and -51.22% in the last 12 months. Over the past 10 years, China Natural Resources, Inc. had an annualized return of -26.60%, while the S&P 500 had an annualized return of 10.22%, indicating that China Natural Resources, Inc. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-37.23%4.14%
1 month-16.67%-4.93%
6 months-41.52%17.59%
1 year-51.22%20.28%
5 years (annualized)-35.03%11.33%
10 years (annualized)-26.60%10.22%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-38.48%22.45%-0.83%
20232.21%-15.17%7.98%-9.49%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CHNR is 43, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of CHNR is 4343
China Natural Resources, Inc.(CHNR)
The Sharpe Ratio Rank of CHNR is 4040Sharpe Ratio Rank
The Sortino Ratio Rank of CHNR is 6969Sortino Ratio Rank
The Omega Ratio Rank of CHNR is 7070Omega Ratio Rank
The Calmar Ratio Rank of CHNR is 1717Calmar Ratio Rank
The Martin Ratio Rank of CHNR is 2020Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for China Natural Resources, Inc. (CHNR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CHNR
Sharpe ratio
The chart of Sharpe ratio for CHNR, currently valued at -0.22, compared to the broader market-2.00-1.000.001.002.003.00-0.22
Sortino ratio
The chart of Sortino ratio for CHNR, currently valued at 1.15, compared to the broader market-4.00-2.000.002.004.001.15
Omega ratio
The chart of Omega ratio for CHNR, currently valued at 1.16, compared to the broader market0.501.001.501.16
Calmar ratio
The chart of Calmar ratio for CHNR, currently valued at -0.58, compared to the broader market0.001.002.003.004.005.00-0.58
Martin ratio
The chart of Martin ratio for CHNR, currently valued at -1.21, compared to the broader market0.0010.0020.0030.00-1.21
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-2.00-1.000.001.002.003.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-4.00-2.000.002.004.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.501.001.501.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.001.002.003.004.005.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.006.65

Sharpe Ratio

The current China Natural Resources, Inc. Sharpe ratio is -0.22. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.22
1.66
CHNR (China Natural Resources, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


China Natural Resources, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-99.97%
-5.46%
CHNR (China Natural Resources, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the China Natural Resources, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the China Natural Resources, Inc. was 99.97%, occurring on Feb 8, 2024. The portfolio has not yet recovered.

The current China Natural Resources, Inc. drawdown is 99.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.97%Dec 11, 19956698Feb 8, 2024
-6.98%Sep 19, 199517Oct 16, 19958Nov 1, 199525
-6.67%Aug 3, 19951Aug 3, 19953Aug 9, 19954
-5.11%Nov 2, 19953Nov 6, 199511Nov 21, 199514
-3.33%Jul 25, 19951Jul 25, 19953Jul 28, 19954

Volatility

Volatility Chart

The current China Natural Resources, Inc. volatility is 22.21%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%50.00%100.00%150.00%NovemberDecember2024FebruaryMarchApril
22.21%
3.15%
CHNR (China Natural Resources, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of China Natural Resources, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items