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

Correlation

The correlation between CHMI and ZIM is 0.19, 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.


-0.50.00.51.00.2

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.

-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
-14.03%
36.62%
CHMI
ZIM

Key characteristics

Sharpe Ratio

CHMI:

-0.44

ZIM:

1.13

Sortino Ratio

CHMI:

-0.42

ZIM:

1.79

Omega Ratio

CHMI:

0.94

ZIM:

1.23

Calmar Ratio

CHMI:

-0.19

ZIM:

1.12

Martin Ratio

CHMI:

-0.97

ZIM:

4.80

Ulcer Index

CHMI:

14.05%

ZIM:

18.27%

Daily Std Dev

CHMI:

31.16%

ZIM:

77.49%

Max Drawdown

CHMI:

-82.38%

ZIM:

-84.68%

Current Drawdown

CHMI:

-65.02%

ZIM:

-36.33%

Fundamentals

Market Cap

CHMI:

$85.06M

ZIM:

$2.58B

EPS

CHMI:

-$1.58

ZIM:

$11.94

Total Revenue (TTM)

CHMI:

$15.85M

ZIM:

$6.63B

Gross Profit (TTM)

CHMI:

$9.76M

ZIM:

$2.35B

EBITDA (TTM)

CHMI:

$14.97M

ZIM:

$3.03B

Returns By Period

In the year-to-date period, CHMI achieves a 7.95% return, which is significantly higher than ZIM's 0.19% return.


CHMI

YTD

7.95%

1M

12.04%

6M

-13.78%

1Y

-16.96%

5Y*

-16.57%

10Y*

-5.18%

ZIM

YTD

0.19%

1M

2.62%

6M

39.64%

1Y

100.32%

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 2626
Overall Rank
The Sharpe Ratio Rank of CHMI is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of CHMI is 2222
Sortino Ratio Rank
The Omega Ratio Rank of CHMI is 2222
Omega Ratio Rank
The Calmar Ratio Rank of CHMI is 3535
Calmar Ratio Rank
The Martin Ratio Rank of CHMI is 2525
Martin Ratio Rank

ZIM
The Risk-Adjusted Performance Rank of ZIM is 8080
Overall Rank
The Sharpe Ratio Rank of ZIM is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ZIM is 7878
Sortino Ratio Rank
The Omega Ratio Rank of ZIM is 7777
Omega Ratio Rank
The Calmar Ratio Rank of ZIM is 8282
Calmar Ratio Rank
The Martin Ratio Rank of ZIM is 8282
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.


Sharpe ratio
The chart of Sharpe ratio for CHMI, currently valued at -0.44, compared to the broader market-4.00-2.000.002.00-0.441.13
The chart of Sortino ratio for CHMI, currently valued at -0.42, compared to the broader market-4.00-2.000.002.004.00-0.421.79
The chart of Omega ratio for CHMI, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.23
The chart of Calmar ratio for CHMI, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.231.12
The chart of Martin ratio for CHMI, currently valued at -0.97, compared to the broader market-10.000.0010.0020.00-0.974.80
CHMI
ZIM

The current CHMI Sharpe Ratio is -0.44, which is lower than the ZIM Sharpe Ratio of 1.13. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.44
1.13
CHMI
ZIM

Dividends

CHMI vs. ZIM - Dividend Comparison

CHMI's dividend yield for the trailing twelve months is around 21.05%, less than ZIM's 22.36% yield.


TTM20242023202220212020201920182017201620152014
CHMI
Cherry Hill Mortgage Investment Corporation
21.05%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.
22.36%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.


-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%AugustSeptemberOctoberNovemberDecember2025
-51.62%
-36.33%
CHMI
ZIM

Volatility

CHMI vs. ZIM - Volatility Comparison

The current volatility for Cherry Hill Mortgage Investment Corporation (CHMI) is 12.63%, while ZIM Integrated Shipping Services Ltd. (ZIM) has a volatility of 19.39%. 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.


5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
12.63%
19.39%
CHMI
ZIM

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


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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