CHRS vs. CP
CHRS (Coherus BioSciences, Inc.) and CP (Canadian Pacific Railway Limited) are both stocks. CHRS operates in Biotechnology (Healthcare), while CP operates in Railroads (Industrials). Over the past 10 years, CHRS returned -22.28%/yr vs 13.93%/yr for CP. At a 0.20 correlation, their price movements are largely independent.
Performance
CHRS vs. CP - Performance Comparison
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Returns By Period
In the year-to-date period, CHRS achieves a 3.52% return, which is significantly lower than CP's 21.29% return. Over the past 10 years, CHRS has underperformed CP with an annualized return of -22.28%, while CP has yielded a comparatively higher 13.93% annualized return.
CHRS
- 1D
- -3.29%
- 1M
- -15.03%
- YTD
- 3.52%
- 6M
- 20.49%
- 1Y
- 87.98%
- 3Y*
- -30.87%
- 5Y*
- -35.60%
- 10Y*
- -22.28%
CP
- 1D
- -1.14%
- 1M
- 7.21%
- YTD
- 21.29%
- 6M
- 21.09%
- 1Y
- 9.35%
- 3Y*
- 5.06%
- 5Y*
- 2.76%
- 10Y*
- 13.93%
CHRS vs. CP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHRS Coherus BioSciences, Inc. | 3.52% | 2.90% | -58.56% | -57.95% | -50.38% | -8.17% | -3.47% | 98.95% | 2.84% | -68.74% |
CP Canadian Pacific Railway Limited | 21.29% | 2.60% | -7.84% | 6.85% | 4.71% | 4.64% | 37.33% | 45.04% | -1.81% | 29.32% |
Correlation
The correlation between CHRS and CP is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2014 | 0.20 |
Fundamentals
CHRS:
$200.51M
CP:
$79.97B
CHRS:
$1.52
CP:
$4.47
CHRS:
0.96
CP:
19.95
CHRS:
3.83
CP:
5.43
CHRS:
2.55
CP:
1.69
CHRS:
$46.88M
CP:
$14.98B
CHRS:
$23.41M
CP:
$8.47B
CHRS:
-$162.15M
CP:
$8.30B
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Return for Risk
CHRS vs. CP — Risk / Return Rank
CHRS
CP
CHRS vs. CP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Coherus BioSciences, Inc. (CHRS) and Canadian Pacific Railway Limited (CP). 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.
| CHRS | CP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.09 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 0.58 | +1.56 |
| Martin ratioReturn relative to average drawdown | 3.95 | 1.10 | +2.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHRS | CP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.42 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.42 | 0.11 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.30 | 0.55 | -0.84 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.23 | 0.34 | -0.57 |
Drawdowns
CHRS vs. CP - Drawdown Comparison
The maximum CHRS drawdown since its inception was -98.21%, which is greater than CP's maximum drawdown of -69.17%. Use the drawdown chart below to compare losses from any high point for CHRS and CP.
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Drawdown Indicators
| CHRS | CP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.21% | -69.17% | -29.04% |
Max Drawdown (1Y)Largest decline over 1 year | -41.43% | -16.23% | -25.20% |
Max Drawdown (3Y)Largest decline over 3 years | -87.71% | -25.88% | -61.83% |
Max Drawdown (5Y)Largest decline over 5 years | -96.47% | -25.88% | -70.59% |
Max Drawdown (10Y)Largest decline over 10 years | -97.88% | -33.70% | -64.18% |
Current DrawdownCurrent decline from peak | -96.08% | -2.34% | -93.74% |
Average DrawdownAverage peak-to-trough decline | -63.48% | -20.30% | -43.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.36% | 8.50% | +13.86% |
Volatility
CHRS vs. CP - Volatility Comparison
Coherus BioSciences, Inc. (CHRS) has a higher volatility of 21.11% compared to Canadian Pacific Railway Limited (CP) at 6.82%. This indicates that CHRS's price experiences larger fluctuations and is considered to be riskier than CP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHRS | CP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.11% | 6.82% | +14.29% |
Volatility (6M)Calculated over the trailing 6-month period | 60.22% | 17.65% | +42.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 81.15% | 22.48% | +58.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 84.64% | 24.47% | +60.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.90% | 25.64% | +49.26% |
Dividends
CHRS vs. CP - Dividend Comparison
CHRS has not paid dividends to shareholders, while CP's dividend yield for the trailing twelve months is around 0.74%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHRS Coherus BioSciences, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CP Canadian Pacific Railway Limited | 0.74% | 0.86% | 0.76% | 0.78% | 0.96% | 0.84% | 0.76% | 0.93% | 1.07% | 0.92% | 0.98% | 0.98% |
Financials
CHRS vs. CP - Financials Comparison
This section allows you to compare key financial metrics between Coherus BioSciences, Inc. and Canadian Pacific Railway Limited. 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
CHRS and CP have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHRS has higher volatility (21.11%) compared to CP (6.82%). In terms of maximum drawdown, CHRS dropped -98.21% vs CP's -69.17%.
CHRS currently has the higher Sharpe Ratio (1.09 vs 0.42), 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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