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CHLSY vs. FIP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CHLSY and FIP is 0.03, 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.


-0.50.00.51.00.0

Performance

CHLSY vs. FIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chocoladefabriken Lindt & Sprüngli AG (CHLSY) and FTAI Infrastructure Inc. (FIP). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-5.98%
-16.59%
CHLSY
FIP

Key characteristics

Sharpe Ratio

CHLSY:

-0.21

FIP:

1.46

Sortino Ratio

CHLSY:

0.07

FIP:

2.05

Omega Ratio

CHLSY:

1.01

FIP:

1.25

Calmar Ratio

CHLSY:

-0.12

FIP:

2.39

Martin Ratio

CHLSY:

-0.82

FIP:

6.84

Ulcer Index

CHLSY:

13.12%

FIP:

10.65%

Daily Std Dev

CHLSY:

52.20%

FIP:

49.82%

Max Drawdown

CHLSY:

-89.61%

FIP:

-34.91%

Current Drawdown

CHLSY:

-88.36%

FIP:

-29.70%

Fundamentals

Market Cap

CHLSY:

$25.51B

FIP:

$909.96M

EPS

CHLSY:

$0.33

FIP:

-$1.98

Total Revenue (TTM)

CHLSY:

$5.33B

FIP:

$332.17M

Gross Profit (TTM)

CHLSY:

$2.89B

FIP:

$76.49M

EBITDA (TTM)

CHLSY:

$732.00M

FIP:

$19.38M

Returns By Period

In the year-to-date period, CHLSY achieves a -8.40% return, which is significantly lower than FIP's 87.93% return.


CHLSY

YTD

-8.40%

1M

-3.59%

6M

-5.96%

1Y

-10.70%

5Y*

N/A

10Y*

N/A

FIP

YTD

87.93%

1M

-14.99%

6M

-12.57%

1Y

72.83%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

CHLSY vs. FIP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chocoladefabriken Lindt & Sprüngli AG (CHLSY) and FTAI Infrastructure Inc. (FIP). 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 CHLSY, currently valued at -0.20, compared to the broader market-4.00-2.000.002.00-0.211.46
The chart of Sortino ratio for CHLSY, currently valued at 0.07, compared to the broader market-4.00-2.000.002.004.000.072.05
The chart of Omega ratio for CHLSY, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.25
The chart of Calmar ratio for CHLSY, currently valued at -0.12, compared to the broader market0.002.004.006.00-0.122.39
The chart of Martin ratio for CHLSY, currently valued at -0.82, compared to the broader market0.0010.0020.00-0.826.84
CHLSY
FIP

The current CHLSY Sharpe Ratio is -0.21, which is lower than the FIP Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of CHLSY and FIP, 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
-0.21
1.46
CHLSY
FIP

Dividends

CHLSY vs. FIP - Dividend Comparison

CHLSY's dividend yield for the trailing twelve months is around 1.36%, less than FIP's 1.67% yield.


TTM20232022
CHLSY
Chocoladefabriken Lindt & Sprüngli AG
1.36%1.17%0.00%
FIP
FTAI Infrastructure Inc.
1.67%3.08%1.02%

Drawdowns

CHLSY vs. FIP - Drawdown Comparison

The maximum CHLSY drawdown since its inception was -89.61%, which is greater than FIP's maximum drawdown of -34.91%. Use the drawdown chart below to compare losses from any high point for CHLSY and FIP. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-88.36%
-29.70%
CHLSY
FIP

Volatility

CHLSY vs. FIP - Volatility Comparison

The current volatility for Chocoladefabriken Lindt & Sprüngli AG (CHLSY) is 9.18%, while FTAI Infrastructure Inc. (FIP) has a volatility of 13.37%. This indicates that CHLSY experiences smaller price fluctuations and is considered to be less risky than FIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
9.18%
13.37%
CHLSY
FIP

Financials

CHLSY vs. FIP - Financials Comparison

This section allows you to compare key financial metrics between Chocoladefabriken Lindt & Sprüngli AG and FTAI Infrastructure 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.


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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