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CHMI vs. ZIM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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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Returns By Period

In the year-to-date period, CHMI achieves a -3.69% return, which is significantly lower than ZIM's 19.30% return.


CHMI

1D
-2.07%
1M
-9.92%
YTD
-3.69%
6M
3.69%
1Y
-5.59%
3Y*
-8.21%
5Y*
-12.34%
10Y*
-4.74%

ZIM

1D
-2.82%
1M
-6.02%
YTD
19.30%
6M
27.46%
1Y
54.12%
3Y*
43.32%
5Y*
20.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHMI vs. ZIM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CHMI
Cherry Hill Mortgage Investment Corporation
-3.69%14.92%-21.94%-18.91%-17.19%3.11%
ZIM
ZIM Integrated Shipping Services Ltd.
19.30%28.11%176.93%-21.06%-52.70%463.11%

Correlation

The correlation between CHMI and ZIM is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.14

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

0.19

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2021

0.19

Fundamentals

Market Cap

CHMI:

$86.36M

ZIM:

$2.95B

EPS

CHMI:

$0.61

ZIM:

$0.81

PE Ratio

CHMI:

3.89

ZIM:

30.16

PEG Ratio

CHMI:

0.14

ZIM:

0.17

PS Ratio

CHMI:

1.94

ZIM:

0.47

PB Ratio

CHMI:

0.54

ZIM:

0.77

Total Revenue (TTM)

CHMI:

$43.39M

ZIM:

$6.29B

Gross Profit (TTM)

CHMI:

$35.08M

ZIM:

$676.00M

EBITDA (TTM)

CHMI:

$38.24M

ZIM:

$1.73B

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Return for Risk

CHMI vs. ZIM — Risk / Return Rank

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

CHMI
CHMI Risk / Return Rank: 3131
Overall Rank
CHMI Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CHMI Sortino Ratio Rank: 2929
Sortino Ratio Rank
CHMI Omega Ratio Rank: 2929
Omega Ratio Rank
CHMI Calmar Ratio Rank: 3333
Calmar Ratio Rank
CHMI Martin Ratio Rank: 3030
Martin Ratio Rank

ZIM
ZIM Risk / Return Rank: 7272
Overall Rank
ZIM Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ZIM Sortino Ratio Rank: 7575
Sortino Ratio Rank
ZIM Omega Ratio Rank: 7070
Omega Ratio Rank
ZIM Calmar Ratio Rank: 7272
Calmar Ratio Rank
ZIM Martin Ratio Rank: 7272
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.

CHMI vs. ZIM - Risk-Adjusted Trends 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.


CHMIZIMDifference
Sharpe ratioReturn per unit of total volatility

-1.21

Sortino ratioReturn per unit of downside risk

-2.05

Omega ratioGain probability vs. loss probability

1.00

1.23

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.23

1.77

-2.00

Martin ratioReturn relative to average drawdown

-0.55

4.29

-4.84

CHMI vs. ZIM - Sharpe Ratio Comparison

The current CHMI Sharpe Ratio is -0.18, which is lower than the ZIM Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of CHMI and ZIM, 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


CHMIZIMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

1.03

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.38

0.32

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

0.75

-0.82

Drawdowns

CHMI vs. ZIM - Drawdown Comparison

The maximum CHMI drawdown since its inception was -81.93%, 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.


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Drawdown Indicators


CHMIZIMDifference

Max Drawdown

Largest peak-to-trough decline

-81.93%

-84.68%

+2.75%

Max Drawdown (1Y)

Largest decline over 1 year

-24.83%

-30.66%

+5.83%

Max Drawdown (3Y)

Largest decline over 3 years

-42.45%

-57.12%

+14.67%

Max Drawdown (5Y)

Largest decline over 5 years

-61.98%

-84.68%

+22.70%

Max Drawdown (10Y)

Largest decline over 10 years

-81.93%

Current Drawdown

Current decline from peak

-63.23%

-14.19%

-49.04%

Average Drawdown

Average peak-to-trough decline

-28.53%

-40.05%

+11.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.12%

12.65%

-2.53%

Volatility

CHMI vs. ZIM - Volatility Comparison

The current volatility for Cherry Hill Mortgage Investment Corporation (CHMI) is 7.65%, while ZIM Integrated Shipping Services Ltd. (ZIM) has a volatility of 14.70%. 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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Volatility by Period


CHMIZIMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.65%

14.70%

-7.05%

Volatility (6M)

Calculated over the trailing 6-month period

20.20%

37.41%

-17.21%

Volatility (1Y)

Calculated over the trailing 1-year period

31.35%

53.01%

-21.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.35%

65.89%

-33.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.88%

67.72%

-24.84%

Dividends

CHMI vs. ZIM - Dividend Comparison

CHMI's dividend yield for the trailing twelve months is around 19.07%, more than ZIM's 5.10% yield.


PositionTTM20252024202320222021202020192018201720162015
CHMI
Cherry Hill Mortgage Investment Corporation
19.07%19.61%22.73%17.82%18.62%13.06%13.24%12.20%12.03%10.89%11.60%15.23%
ZIM
ZIM Integrated Shipping Services Ltd.
5.10%20.16%22.40%64.84%160.27%7.65%0.00%0.00%0.00%0.00%0.00%0.00%

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


0.001.00B2.00B3.00B4.00B202220232024202520260
1.40B
(CHMI) Total Revenue
(ZIM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CHMI and ZIM have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZIM has higher volatility (14.70%) compared to CHMI (7.65%). In terms of maximum drawdown, CHMI dropped -81.93% vs ZIM's -84.68%.

ZIM currently has the higher Sharpe Ratio (1.03 vs -0.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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