PortfoliosLab logoPortfoliosLab logo
CHNR vs. CHCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CHNR vs. CHCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in China Natural Resources, Inc. (CHNR) and Comstock Holding Companies, Inc. (CHCI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CHNR achieves a 6.54% return, which is significantly lower than CHCI's 20.91% return. Over the past 10 years, CHNR has underperformed CHCI with an annualized return of -23.02%, while CHCI has yielded a comparatively higher 22.88% annualized return.


CHNR

1D
-6.81%
1M
-4.49%
YTD
6.54%
6M
4.36%
1Y
-3.28%
3Y*
-37.49%
5Y*
-42.62%
10Y*
-23.02%

CHCI

1D
-4.81%
1M
-12.95%
YTD
20.91%
6M
35.75%
1Y
37.54%
3Y*
54.90%
5Y*
17.55%
10Y*
22.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHNR vs. CHCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHNR
China Natural Resources, Inc.
6.54%-33.71%-57.45%-15.49%-35.00%-57.97%-33.97%23.63%-36.69%7.66%
CHCI
Comstock Holding Companies, Inc.
20.91%43.81%82.32%4.28%-12.37%53.00%62.02%16.46%-1.18%-5.56%

Correlation

The correlation between CHNR and CHCI is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.12

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

-0.03

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

-0.00

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

0.03

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2004

0.06

The correlation between CHNR and CHCI shifts across timeframes, from -0.12 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

CHNR:

-$2.61

CHCI:

$1.66

Total Revenue (TTM)

CHNR:

$0.00

CHCI:

$67.67M

Gross Profit (TTM)

CHNR:

-$275.00

CHCI:

$15.13M

EBITDA (TTM)

CHNR:

-$7.63M

CHCI:

$13.31M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CHNR vs. CHCI — Risk / Return Rank

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

CHNR
CHNR Risk / Return Rank: 4545
Overall Rank
CHNR Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
CHNR Sortino Ratio Rank: 5151
Sortino Ratio Rank
CHNR Omega Ratio Rank: 4949
Omega Ratio Rank
CHNR Calmar Ratio Rank: 4141
Calmar Ratio Rank
CHNR Martin Ratio Rank: 4141
Martin Ratio Rank

CHCI
CHCI Risk / Return Rank: 6262
Overall Rank
CHCI Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
CHCI Sortino Ratio Rank: 6262
Sortino Ratio Rank
CHCI Omega Ratio Rank: 6262
Omega Ratio Rank
CHCI Calmar Ratio Rank: 6262
Calmar Ratio Rank
CHCI Martin Ratio Rank: 6060
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.

CHNR vs. CHCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for China Natural Resources, Inc. (CHNR) and Comstock Holding Companies, Inc. (CHCI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CHNRCHCIDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.09

1.16

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.06

0.85

-0.91

Martin ratioReturn relative to average drawdown

-0.09

1.59

-1.68

CHNR vs. CHCI - Sharpe Ratio Comparison

The current CHNR Sharpe Ratio is -0.03, which is lower than the CHCI Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of CHNR and CHCI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CHNR vs. CHCI - Drawdown Comparison

The maximum CHNR drawdown since its inception was -99.88%, roughly equal to the maximum CHCI drawdown of -99.80%. Use the drawdown chart below to compare losses from any high point for CHNR and CHCI.


Loading charts...

Drawdown Indicators


CHNRCHCIDifference

Max Drawdown

Largest peak-to-trough decline

-99.88%

-99.80%

-0.08%

Max Drawdown (1Y)

Largest decline over 1 year

-54.95%

-44.23%

-10.72%

Max Drawdown (3Y)

Largest decline over 3 years

-88.36%

-47.93%

-40.43%

Max Drawdown (5Y)

Largest decline over 5 years

-95.54%

-47.93%

-47.61%

Max Drawdown (10Y)

Largest decline over 10 years

-98.32%

-75.34%

-22.98%

Current Drawdown

Current decline from peak

-99.86%

-93.24%

-6.62%

Average Drawdown

Average peak-to-trough decline

-89.49%

-92.09%

+2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.27%

23.66%

+13.61%

Volatility

CHNR vs. CHCI - Volatility Comparison

China Natural Resources, Inc. (CHNR) has a higher volatility of 24.52% compared to Comstock Holding Companies, Inc. (CHCI) at 13.15%. This indicates that CHNR's price experiences larger fluctuations and is considered to be riskier than CHCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CHNRCHCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.52%

13.15%

+11.37%

Volatility (6M)

Calculated over the trailing 6-month period

61.63%

42.25%

+19.38%

Volatility (1Y)

Calculated over the trailing 1-year period

97.34%

65.69%

+31.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

141.99%

61.33%

+80.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

135.70%

93.21%

+42.49%

Dividends

CHNR vs. CHCI - Dividend Comparison

Neither CHNR nor CHCI has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

CHNR vs. CHCI - Financials Comparison

This section allows you to compare key financial metrics between China Natural Resources, Inc. and Comstock Holding Companies, 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


0.005.00M10.00M15.00M20.00M2021202220232024202520260
17.45M
(CHNR) Total Revenue
(CHCI) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CHNR and CHCI have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CHNR has higher volatility (24.52%) compared to CHCI (13.15%). In terms of maximum drawdown, CHNR dropped -99.88% vs CHCI's -99.80%.

CHCI currently has the higher Sharpe Ratio (0.57 vs -0.03), 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.

Portfolio Optimizer

Find the right allocation for CHNR and CHCI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer