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CHDN vs. SBUX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CHDN and SBUX is 0.29, 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.


-0.50.00.51.00.3

Performance

CHDN vs. SBUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Churchill Downs Incorporated (CHDN) and Starbucks Corporation (SBUX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-4.53%
11.44%
CHDN
SBUX

Key characteristics

Sharpe Ratio

CHDN:

0.07

SBUX:

-0.13

Sortino Ratio

CHDN:

0.27

SBUX:

0.08

Omega Ratio

CHDN:

1.03

SBUX:

1.01

Calmar Ratio

CHDN:

0.07

SBUX:

-0.12

Martin Ratio

CHDN:

0.23

SBUX:

-0.40

Ulcer Index

CHDN:

7.29%

SBUX:

11.79%

Daily Std Dev

CHDN:

23.85%

SBUX:

37.15%

Max Drawdown

CHDN:

-62.86%

SBUX:

-81.91%

Current Drawdown

CHDN:

-10.75%

SBUX:

-24.54%

Fundamentals

Market Cap

CHDN:

$9.68B

SBUX:

$104.41B

EPS

CHDN:

$5.53

SBUX:

$3.31

PE Ratio

CHDN:

23.82

SBUX:

27.82

PEG Ratio

CHDN:

2.58

SBUX:

1.86

Total Revenue (TTM)

CHDN:

$2.67B

SBUX:

$36.18B

Gross Profit (TTM)

CHDN:

$919.80M

SBUX:

$9.71B

EBITDA (TTM)

CHDN:

$959.70M

SBUX:

$7.12B

Returns By Period

In the year-to-date period, CHDN achieves a -1.72% return, which is significantly higher than SBUX's -5.98% return. Over the past 10 years, CHDN has outperformed SBUX with an annualized return of 24.29%, while SBUX has yielded a comparatively lower 10.11% annualized return.


CHDN

YTD

-1.72%

1M

-5.25%

6M

-4.53%

1Y

-0.18%

5Y*

14.93%

10Y*

24.29%

SBUX

YTD

-5.98%

1M

-10.47%

6M

11.44%

1Y

-5.31%

5Y*

2.05%

10Y*

10.11%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CHDN vs. SBUX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Churchill Downs Incorporated (CHDN) and Starbucks Corporation (SBUX). 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.


Sharpe ratio
The chart of Sharpe ratio for CHDN, currently valued at 0.07, compared to the broader market-4.00-2.000.002.000.07-0.13
The chart of Sortino ratio for CHDN, currently valued at 0.27, compared to the broader market-4.00-2.000.002.004.000.270.08
The chart of Omega ratio for CHDN, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.01
The chart of Calmar ratio for CHDN, currently valued at 0.07, compared to the broader market0.002.004.006.000.07-0.12
The chart of Martin ratio for CHDN, currently valued at 0.23, compared to the broader market-5.000.005.0010.0015.0020.0025.000.23-0.40
CHDN
SBUX

The current CHDN Sharpe Ratio is 0.07, which is higher than the SBUX Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of CHDN and SBUX, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.07
-0.13
CHDN
SBUX

Dividends

CHDN vs. SBUX - Dividend Comparison

CHDN's dividend yield for the trailing twelve months is around 0.31%, less than SBUX's 2.64% yield.


TTM20232022202120202019201820172016201520142013
CHDN
Churchill Downs Incorporated
0.31%0.28%0.34%0.28%0.32%0.42%0.67%0.65%0.88%0.81%1.05%0.97%
SBUX
Starbucks Corporation
2.64%2.25%2.02%1.57%1.57%1.69%2.05%1.83%1.53%0.87%0.00%0.00%

Drawdowns

CHDN vs. SBUX - Drawdown Comparison

The maximum CHDN drawdown since its inception was -62.86%, smaller than the maximum SBUX drawdown of -81.91%. Use the drawdown chart below to compare losses from any high point for CHDN and SBUX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.75%
-24.54%
CHDN
SBUX

Volatility

CHDN vs. SBUX - Volatility Comparison

The current volatility for Churchill Downs Incorporated (CHDN) is 5.69%, while Starbucks Corporation (SBUX) has a volatility of 6.76%. This indicates that CHDN experiences smaller price fluctuations and is considered to be less risky than SBUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
5.69%
6.76%
CHDN
SBUX

Financials

CHDN vs. SBUX - Financials Comparison

This section allows you to compare key financial metrics between Churchill Downs Incorporated and Starbucks Corporation. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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