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CHMI vs. ZIM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CHMI and ZIM is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

CHMI vs. ZIM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cherry Hill Mortgage Investment Corporation (CHMI) and ZIM Integrated Shipping Services Ltd. (ZIM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CHMI:

0.11

ZIM:

0.47

Sortino Ratio

CHMI:

0.49

ZIM:

1.42

Omega Ratio

CHMI:

1.07

ZIM:

1.18

Calmar Ratio

CHMI:

0.09

ZIM:

0.87

Martin Ratio

CHMI:

0.44

ZIM:

3.12

Ulcer Index

CHMI:

14.36%

ZIM:

18.31%

Daily Std Dev

CHMI:

35.45%

ZIM:

77.99%

Max Drawdown

CHMI:

-82.38%

ZIM:

-84.68%

Current Drawdown

CHMI:

-60.47%

ZIM:

-48.62%

Fundamentals

Market Cap

CHMI:

$102.43M

ZIM:

$1.72B

EPS

CHMI:

$0.07

ZIM:

$17.82

PE Ratio

CHMI:

44.00

ZIM:

0.80

PS Ratio

CHMI:

3.72

ZIM:

0.20

PB Ratio

CHMI:

0.83

ZIM:

0.43

Total Revenue (TTM)

CHMI:

$35.65M

ZIM:

$6.87B

Gross Profit (TTM)

CHMI:

$14.77M

ZIM:

$2.56B

EBITDA (TTM)

CHMI:

$43.86M

ZIM:

$3.33B

Returns By Period

In the year-to-date period, CHMI achieves a 21.99% return, which is significantly higher than ZIM's -19.15% return.


CHMI

YTD

21.99%

1M

25.71%

6M

4.78%

1Y

5.39%

5Y*

0.64%

10Y*

-4.15%

ZIM

YTD

-19.15%

1M

13.25%

6M

-16.02%

1Y

25.63%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

CHMI vs. ZIM — Risk-Adjusted Performance Rank

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

CHMI
The Risk-Adjusted Performance Rank of CHMI is 5555
Overall Rank
The Sharpe Ratio Rank of CHMI is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of CHMI is 5252
Sortino Ratio Rank
The Omega Ratio Rank of CHMI is 5252
Omega Ratio Rank
The Calmar Ratio Rank of CHMI is 5656
Calmar Ratio Rank
The Martin Ratio Rank of CHMI is 5858
Martin Ratio Rank

ZIM
The Risk-Adjusted Performance Rank of ZIM is 7676
Overall Rank
The Sharpe Ratio Rank of ZIM is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ZIM is 7676
Sortino Ratio Rank
The Omega Ratio Rank of ZIM is 7474
Omega Ratio Rank
The Calmar Ratio Rank of ZIM is 8282
Calmar Ratio Rank
The Martin Ratio Rank of ZIM is 8080
Martin 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.

CHMI vs. ZIM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cherry Hill Mortgage Investment Corporation (CHMI) and ZIM Integrated Shipping Services Ltd. (ZIM). 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.


The current CHMI Sharpe Ratio is 0.11, which is lower than the ZIM Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of CHMI and ZIM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

CHMI vs. ZIM - Dividend Comparison

CHMI's dividend yield for the trailing twelve months is around 19.48%, less than ZIM's 55.92% yield.


TTM20242023202220212020201920182017201620152014
CHMI
Cherry Hill Mortgage Investment Corporation
19.48%22.73%17.82%18.62%13.06%11.05%12.20%12.03%10.89%11.60%15.23%10.98%
ZIM
ZIM Integrated Shipping Services Ltd.
55.92%22.40%64.84%160.27%7.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CHMI vs. ZIM - Drawdown Comparison

The maximum CHMI drawdown since its inception was -82.38%, roughly equal to the maximum ZIM drawdown of -84.68%. Use the drawdown chart below to compare losses from any high point for CHMI and ZIM. For additional features, visit the drawdowns tool.


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Volatility

CHMI vs. ZIM - Volatility Comparison

The current volatility for Cherry Hill Mortgage Investment Corporation (CHMI) is 17.36%, while ZIM Integrated Shipping Services Ltd. (ZIM) has a volatility of 20.81%. This indicates that CHMI experiences smaller price fluctuations and is considered to be less risky than ZIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

CHMI vs. ZIM - Financials Comparison

This section allows you to compare key financial metrics between Cherry Hill Mortgage Investment Corporation and ZIM Integrated Shipping Services Ltd.. 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


0.001.00B2.00B3.00B4.00B20212022202320242025
-3.05M
2.17B
(CHMI) Total Revenue
(ZIM) Total Revenue
Values in USD except per share items