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CHG.L vs. CHRT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CHG.L vs. CHRT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Chemring Group plc (CHG.L) and Cohort plc (CHRT.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CHG.L achieves a 9.00% return, which is significantly lower than CHRT.L's 41.48% return. Both investments have delivered pretty close results over the past 10 years, with CHG.L having a 16.39% annualized return and CHRT.L not far ahead at 16.50%.


CHG.L

1D
2.00%
1M
6.12%
YTD
9.00%
6M
7.18%
1Y
-11.06%
3Y*
22.68%
5Y*
13.52%
10Y*
16.39%

CHRT.L

1D
0.16%
1M
13.12%
YTD
41.48%
6M
16.66%
1Y
-18.45%
3Y*
40.70%
5Y*
18.11%
10Y*
16.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHG.L vs. CHRT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHG.L
Chemring Group plc
9.00%46.54%-4.46%20.37%2.15%5.20%20.90%52.51%-10.88%9.42%
CHRT.L
Cohort plc
41.48%-15.64%99.97%13.45%-3.81%-14.13%-10.63%94.12%14.53%-15.82%

Correlation

The correlation between CHG.L and CHRT.L is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.54

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Aug 22, 2006

0.09

Over the past year, CHG.L and CHRT.L have become more correlated (0.54) than their long-term average of 0.09, meaning their price movements have been converging.

Fundamentals

Market Cap

CHG.L:

£1.42B

CHRT.L:

£593.44M

EPS

CHG.L:

£0.28

CHRT.L:

£0.81

PE Ratio

CHG.L:

18.24

CHRT.L:

15.76

PEG Ratio

CHG.L:

0.13

CHRT.L:

0.41

PS Ratio

CHG.L:

1.38

CHRT.L:

1.17

PB Ratio

CHG.L:

3.84

CHRT.L:

3.59

Total Revenue (TTM)

CHG.L:

£1.02B

CHRT.L:

£507.09M

Gross Profit (TTM)

CHG.L:

£1.01B

CHRT.L:

£152.43M

EBITDA (TTM)

CHG.L:

£193.20M

CHRT.L:

£68.05M

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Return for Risk

CHG.L vs. CHRT.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CHG.L
CHG.L Risk / Return Rank: 2525
Overall Rank
CHG.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CHG.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
CHG.L Omega Ratio Rank: 2525
Omega Ratio Rank
CHG.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
CHG.L Martin Ratio Rank: 2525
Martin Ratio Rank

CHRT.L
CHRT.L Risk / Return Rank: 2828
Overall Rank
CHRT.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
CHRT.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
CHRT.L Omega Ratio Rank: 2727
Omega Ratio Rank
CHRT.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
CHRT.L Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CHG.L vs. CHRT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chemring Group plc (CHG.L) and Cohort plc (CHRT.L). 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.


CHG.LCHRT.LDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

0.96

0.97

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.48

-0.38

-0.10

Martin ratioReturn relative to average drawdown

-0.91

-0.66

-0.25

CHG.L vs. CHRT.L - Sharpe Ratio Comparison

The current CHG.L Sharpe Ratio is -0.35, which is comparable to the CHRT.L Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of CHG.L and CHRT.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CHG.LCHRT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.35

-0.37

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.44

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.47

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.00

+0.15

Drawdowns

CHG.L vs. CHRT.L - Drawdown Comparison

The maximum CHG.L drawdown since its inception was -79.66%, smaller than the maximum CHRT.L drawdown of -99.28%. Use the drawdown chart below to compare losses from any high point for CHG.L and CHRT.L.


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Drawdown Indicators


CHG.LCHRT.LDifference

Max Drawdown

Largest peak-to-trough decline

-79.66%

-99.28%

+19.62%

Max Drawdown (1Y)

Largest decline over 1 year

-23.04%

-48.22%

+25.18%

Max Drawdown (3Y)

Largest decline over 3 years

-27.69%

-48.22%

+20.53%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

-48.22%

+19.10%

Max Drawdown (10Y)

Largest decline over 10 years

-41.54%

-48.22%

+6.68%

Current Drawdown

Current decline from peak

-14.02%

-79.72%

+65.70%

Average Drawdown

Average peak-to-trough decline

-41.58%

-78.74%

+37.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.09%

27.78%

-15.69%

Volatility

CHG.L vs. CHRT.L - Volatility Comparison

The current volatility for Chemring Group plc (CHG.L) is 13.43%, while Cohort plc (CHRT.L) has a volatility of 20.37%. This indicates that CHG.L experiences smaller price fluctuations and is considered to be less risky than CHRT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHG.LCHRT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.43%

20.37%

-6.94%

Volatility (6M)

Calculated over the trailing 6-month period

24.16%

36.53%

-12.37%

Volatility (1Y)

Calculated over the trailing 1-year period

31.12%

49.97%

-18.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.31%

40.91%

-11.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.48%

35.02%

-2.54%

Dividends

CHG.L vs. CHRT.L - Dividend Comparison

CHG.L's dividend yield for the trailing twelve months is around 1.57%, more than CHRT.L's 1.32% yield.


PositionTTM20252024202320222021202020192018201720162015
CHG.L
Chemring Group plc
1.57%1.67%2.19%1.74%1.71%1.42%1.30%1.41%1.92%1.25%0.00%0.00%
CHRT.L
Cohort plc
1.32%1.80%1.36%2.41%2.43%1.42%2.15%1.26%2.16%2.09%1.46%1.31%

Financials

CHG.L vs. CHRT.L - Financials Comparison

This section allows you to compare key financial metrics between Chemring Group plc and Cohort plc. 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


100.00M150.00M200.00M250.00M300.00M20222023202420252026
237.30M
128.82M
(CHG.L) Total Revenue
(CHRT.L) Total Revenue
Values in GBp except per share items

CHG.L vs. CHRT.L - Profitability Comparison

The chart below illustrates the profitability comparison between Chemring Group plc and Cohort plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
93.6%
27.2%
Portfolio components
CHG.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Chemring Group plc reported a gross profit of 222.10M and revenue of 237.30M. Therefore, the gross margin over that period was 93.6%.

CHRT.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cohort plc reported a gross profit of 35.06M and revenue of 128.82M. Therefore, the gross margin over that period was 27.2%.

CHG.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Chemring Group plc reported an operating income of 21.70M and revenue of 237.30M, resulting in an operating margin of 9.1%.

CHRT.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cohort plc reported an operating income of 8.20M and revenue of 128.82M, resulting in an operating margin of 6.4%.

CHG.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Chemring Group plc reported a net income of 6.10M and revenue of 237.30M, resulting in a net margin of 2.6%.

CHRT.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cohort plc reported a net income of 6.11M and revenue of 128.82M, resulting in a net margin of 4.8%.


Frequently Asked Questions


CHG.L and CHRT.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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