CHCI vs. CHNR
CHCI (Comstock Holding Companies, Inc.) and CHNR (China Natural Resources, Inc.) are both stocks. CHCI operates in Real Estate - Diversified (Real Estate), while CHNR operates in Other Industrial Metals & Mining (Basic Materials). Over the past 10 years, CHCI returned 24.06%/yr vs -22.70%/yr for CHNR. At a 0.06 correlation, their price movements are largely independent.
Performance
CHCI vs. CHNR - Performance Comparison
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Returns By Period
In the year-to-date period, CHCI achieves a 34.51% return, which is significantly higher than CHNR's 23.78% return. Over the past 10 years, CHCI has outperformed CHNR with an annualized return of 24.06%, while CHNR has yielded a comparatively lower -22.70% annualized return.
CHCI
- 1D
- -1.01%
- 1M
- 0.71%
- YTD
- 34.51%
- 6M
- 15.86%
- 1Y
- 60.64%
- 3Y*
- 61.22%
- 5Y*
- 19.74%
- 10Y*
- 24.06%
CHNR
- 1D
- 9.49%
- 1M
- 3.73%
- YTD
- 23.78%
- 6M
- 18.98%
- 1Y
- 1.23%
- 3Y*
- -34.17%
- 5Y*
- -41.03%
- 10Y*
- -22.70%
CHCI vs. CHNR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHCI Comstock Holding Companies, Inc. | 34.51% | 43.81% | 82.32% | 4.28% | -12.37% | 53.00% | 62.02% | 16.46% | -1.18% | -5.56% |
CHNR China Natural Resources, Inc. | 23.78% | -33.71% | -57.45% | -15.49% | -35.00% | -57.97% | -33.97% | 23.63% | -36.69% | 7.66% |
Correlation
The correlation between CHCI and CHNR is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2004 | 0.06 |
The correlation between CHCI and CHNR shifts across timeframes, from -0.11 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CHCI:
$1.66
CHNR:
-$2.61
CHCI:
$67.67M
CHNR:
$0.00
CHCI:
$15.13M
CHNR:
-$275.00
CHCI:
$13.31M
CHNR:
-$7.63M
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Return for Risk
CHCI vs. CHNR — Risk / Return Rank
CHCI
CHNR
CHCI vs. CHNR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Comstock Holding Companies, Inc. (CHCI) and China Natural Resources, Inc. (CHNR). 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.
| CHCI | CHNR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.93 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.10 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | 0.02 | +1.36 |
| Martin ratioReturn relative to average drawdown | 2.64 | 0.03 | +2.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHCI | CHNR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.01 | +0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | -0.29 | +0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | -0.17 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | -0.07 | 0.00 |
Drawdowns
CHCI vs. CHNR - Drawdown Comparison
The maximum CHCI drawdown since its inception was -99.80%, roughly equal to the maximum CHNR drawdown of -99.88%. Use the drawdown chart below to compare losses from any high point for CHCI and CHNR.
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Drawdown Indicators
| CHCI | CHNR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.80% | -99.88% | +0.08% |
Max Drawdown (1Y)Largest decline over 1 year | -44.23% | -54.95% | +10.72% |
Max Drawdown (3Y)Largest decline over 3 years | -47.93% | -88.36% | +40.43% |
Max Drawdown (5Y)Largest decline over 5 years | -50.35% | -95.54% | +45.19% |
Max Drawdown (10Y)Largest decline over 10 years | -75.34% | -98.32% | +22.98% |
Current DrawdownCurrent decline from peak | -92.48% | -99.84% | +7.36% |
Average DrawdownAverage peak-to-trough decline | -92.10% | -89.48% | -2.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.08% | 38.81% | -15.73% |
Volatility
CHCI vs. CHNR - Volatility Comparison
Comstock Holding Companies, Inc. (CHCI) has a higher volatility of 22.44% compared to China Natural Resources, Inc. (CHNR) at 20.03%. This indicates that CHCI's price experiences larger fluctuations and is considered to be riskier than CHNR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHCI | CHNR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.44% | 20.03% | +2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 42.41% | 59.96% | -17.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.86% | 102.52% | -37.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.63% | 141.73% | -80.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 93.17% | 135.57% | -42.40% |
Dividends
CHCI vs. CHNR - Dividend Comparison
Neither CHCI nor CHNR has paid dividends to shareholders.
Financials
CHCI vs. CHNR - Financials Comparison
This section allows you to compare key financial metrics between Comstock Holding Companies, Inc. and China Natural Resources, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CHCI and CHNR have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHCI has higher volatility (22.44%) compared to CHNR (20.03%). In terms of maximum drawdown, CHCI dropped -99.80% vs CHNR's -99.88%.
CHCI currently has the higher Sharpe Ratio (0.94 vs 0.01), 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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