CHNR vs. CHCI
CHNR (China Natural Resources, Inc.) and CHCI (Comstock Holding Companies, Inc.) are both stocks. CHNR operates in Other Industrial Metals & Mining (Basic Materials), while CHCI operates in Real Estate - Diversified (Real Estate). Over the past 10 years, CHNR returned -23.02%/yr vs 22.88%/yr for CHCI. At a 0.06 correlation, their price movements are largely independent.
Performance
CHNR vs. CHCI - Performance Comparison
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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%
CHNR vs. CHCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
CHNR:
-$2.61
CHCI:
$1.66
CHNR:
$0.00
CHCI:
$67.67M
CHNR:
-$275.00
CHCI:
$15.13M
CHNR:
-$7.63M
CHCI:
$13.31M
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Return for Risk
CHNR vs. CHCI — Risk / Return Rank
CHNR
CHCI
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.
| CHNR | CHCI | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| CHNR | CHCI | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -99.86% | -93.24% | -6.62% |
Average DrawdownAverage peak-to-trough decline | -89.49% | -92.09% | +2.60% |
Ulcer IndexDepth 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.
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Volatility by Period
| CHNR | CHCI | Difference | |
|---|---|---|---|
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.
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.
Total Revenue: Total amount of money received from sales and other business activities
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.
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