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Compass Diversified (CODI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS20451Q1040
CUSIP20451Q104
SectorIndustrials
IndustryConglomerates

Highlights

Market Cap$1.81B
EPS-$1.71
PEG Ratio2.71
Revenue (TTM)$2.06B
Gross Profit (TTM)$907.74M
EBITDA (TTM)$324.21M
Year Range$16.68 - $25.07
Target Price$29.00
Short %1.65%
Short Ratio4.93

Share Price Chart


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Compass Diversified

Popular comparisons: CODI vs. RIG, CODI vs. ABBV

Performance

Performance Chart

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


-10.00%0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
27.22%
15.74%
CODI (Compass Diversified)
Benchmark (^GSPC)

S&P 500

Returns By Period

Compass Diversified had a return of 3.15% year-to-date (YTD) and 24.26% in the last 12 months. Over the past 10 years, Compass Diversified had an annualized return of 10.03%, which was very close to the S&P 500 benchmark's annualized return of 10.53%.


PeriodReturnBenchmark
Year-To-Date3.15%6.12%
1 month-2.84%-1.08%
6 months27.22%15.73%
1 year24.26%22.34%
5 years (annualized)13.93%11.82%
10 years (annualized)10.03%10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.45%4.12%4.65%
2023-9.10%-7.23%17.40%11.30%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of CODI is 76, placing it in the top 24% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of CODI is 7676
Compass Diversified(CODI)
The Sharpe Ratio Rank of CODI is 8080Sharpe Ratio Rank
The Sortino Ratio Rank of CODI is 7878Sortino Ratio Rank
The Omega Ratio Rank of CODI is 7272Omega Ratio Rank
The Calmar Ratio Rank of CODI is 7474Calmar Ratio Rank
The Martin Ratio Rank of CODI is 7676Martin 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 Compass Diversified (CODI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CODI
Sharpe ratio
The chart of Sharpe ratio for CODI, currently valued at 1.04, compared to the broader market-2.00-1.000.001.002.003.001.04
Sortino ratio
The chart of Sortino ratio for CODI, currently valued at 1.73, compared to the broader market-4.00-2.000.002.004.006.001.73
Omega ratio
The chart of Omega ratio for CODI, currently valued at 1.19, compared to the broader market0.501.001.501.19
Calmar ratio
The chart of Calmar ratio for CODI, currently valued at 0.58, compared to the broader market0.001.002.003.004.005.000.58
Martin ratio
The chart of Martin ratio for CODI, currently valued at 2.96, compared to the broader market-10.000.0010.0020.0030.002.96
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-2.00-1.000.001.002.003.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-4.00-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.001.002.003.004.005.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market-10.000.0010.0020.0030.007.65

Sharpe Ratio

The current Compass Diversified Sharpe ratio is 1.04. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.04
1.89
CODI (Compass Diversified)
Benchmark (^GSPC)

Dividends

Dividend History

Compass Diversified granted a 4.37% dividend yield in the last twelve months. The annual payout for that period amounted to $1.00 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.00$1.00$1.00$2.32$1.44$1.44$1.44$1.44$1.44$1.44$1.44$1.44

Dividend yield

4.37%4.45%5.49%7.59%7.40%5.79%11.57%8.50%8.04%9.06%8.86%7.34%

Monthly Dividends

The table displays the monthly dividend distributions for Compass Diversified. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.25$0.00$0.00
2023$0.25$0.00$0.00$0.25$0.00$0.00$0.25$0.00$0.00$0.25$0.00$0.00
2022$0.25$0.00$0.00$0.25$0.00$0.00$0.25$0.00$0.00$0.25$0.00$0.00
2021$0.36$0.00$0.00$0.36$0.00$0.00$0.36$0.88$0.00$0.36$0.00$0.00
2020$0.36$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00
2019$0.36$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00
2018$0.36$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00
2017$0.36$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00
2016$0.36$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00
2015$0.36$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00
2014$0.36$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00
2013$0.36$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%4.4%
Compass Diversified has a dividend yield of 4.37%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%48.8%
Compass Diversified has a payout ratio of 48.78%, which is quite average when compared to the overall market. This suggests that Compass Diversified strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-22.58%
-3.66%
CODI (Compass Diversified)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Compass Diversified. 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 Compass Diversified was 56.83%, occurring on Mar 18, 2020. Recovery took 240 trading sessions.

The current Compass Diversified drawdown is 22.58%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.83%Dec 27, 201956Mar 18, 2020240Mar 2, 2021296
-54.4%Jul 18, 2007412Mar 5, 2009248Mar 1, 2010660
-47.71%Dec 13, 2021258Dec 20, 2022
-34.84%Sep 18, 201868Dec 24, 2018110Jun 4, 2019178
-33.91%Jan 18, 2011143Aug 10, 2011356Jan 10, 2013499

Volatility

Volatility Chart

The current Compass Diversified volatility is 5.61%, 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
5.61%
3.44%
CODI (Compass Diversified)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Compass Diversified 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

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Cost Of Revenue

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Gross Profit

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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