CHRT.L vs. FRES.L

Last updated Apr 3, 2026

Compare and contrast key facts about Cohort plc (CHRT.L) and Fresnillo plc (FRES.L).

Performance

CHRT.L vs. FRES.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Cohort plc (CHRT.L) and Fresnillo plc (FRES.L). The values are adjusted to include any dividend payments, if applicable.

CHRT.L vs. FRES.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CHRT.L Cohort plc	44.81%	-15.64%	99.97%	13.45%	-3.81%	-14.13%	-10.63%	94.12%	14.53%	-15.82%
FRES.L Fresnillo plc	3.06%	468.22%	6.13%	-32.98%	3.90%	-18.79%	78.92%	-24.01%	-38.26%	18.98%

Fundamentals

Market Cap CHRT.L : £607.39M FRES.L : £25.32B
EPS CHRT.L : £0.85 FRES.L : £2.08
PE Ratio CHRT.L : 15.38 FRES.L : 16.55
PEG Ratio CHRT.L : 0.40 FRES.L : 0.08
PS Ratio CHRT.L : 1.14 FRES.L : 3.15
PB Ratio CHRT.L : 3.67 FRES.L : 5.46
Total Revenue (TTM) CHRT.L : £507.09M FRES.L : £8.03B
Gross Profit (TTM) CHRT.L : £152.43M FRES.L : £3.75B
EBITDA (TTM) CHRT.L : £68.05M FRES.L : £3.90B

Returns By Period

In the year-to-date period, CHRT.L achieves a 44.81% return, which is significantly higher than FRES.L's 3.06% return. Over the past 10 years, CHRT.L has underperformed FRES.L with an annualized return of 15.09%, while FRES.L has yielded a comparatively higher 16.87% annualized return.

CHRT.L

• 1D: 2.83%
• 1M: 0.46%
• YTD: 44.81%
• 6M: -5.92%
• 1Y: 6.37%
• 3Y*: 45.17%
• 5Y*: 18.66%
• 10Y*: 15.09%

FRES.L

• 1D: -1.72%
• 1M: -11.81%
• YTD: 3.06%
• 6M: 50.04%
• 1Y: 289.46%
• 3Y*: 71.17%
• 5Y*: 34.71%
• 10Y*: 16.87%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CHRT.L vs. FRES.L — Risk / Return Rank

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

CHRT.L

CHRT.L Risk / Return Rank: 41
CHRT.L Sharpe Ratio Rank: 45
CHRT.L Sortino Ratio Rank: 41
CHRT.L Omega Ratio Rank: 40
CHRT.L Calmar Ratio Rank: 41
CHRT.L Martin Ratio Rank: 40

FRES.L

FRES.L Risk / Return Rank: 98
FRES.L Sharpe Ratio Rank: 99
FRES.L Sortino Ratio Rank: 98
FRES.L Omega Ratio Rank: 97
FRES.L Calmar Ratio Rank: 98
FRES.L Martin Ratio Rank: 98

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.

CHRT.L vs. FRES.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohort plc (CHRT.L) and Fresnillo plc (FRES.L). 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.

	CHRT.L	FRES.L	Difference
Sharpe ratio Return per unit of total volatility	0.13	5.42	-5.29
Sortino ratio Return per unit of downside risk	0.53	4.44	-3.91
Omega ratio Gain probability vs. loss probability	1.06	1.60	-0.53
Calmar ratio Return relative to maximum drawdown	0.08	9.52	-9.44
Martin ratio Return relative to average drawdown	0.15	30.12	-29.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CHRT.L vs. FRES.L - Sharpe Ratio Comparison

The current CHRT.L Sharpe Ratio is 0.13, which is lower than the FRES.L Sharpe Ratio of 5.42. The chart below compares the historical Sharpe Ratios of CHRT.L and FRES.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CHRT.L	FRES.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.13	5.42	-5.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.84	-0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	0.39	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.29	+0.18

Correlation

The correlation between CHRT.L and FRES.L is 0.04, 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.

Dividends

CHRT.L vs. FRES.L - Dividend Comparison

CHRT.L's dividend yield for the trailing twelve months is around 1.29%, less than FRES.L's 1.94% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CHRT.L Cohort plc	1.29%	1.80%	1.36%	2.41%	2.43%	1.42%	2.15%	1.26%	2.16%	2.09%	1.46%	1.31%
FRES.L Fresnillo plc	1.94%	2.00%	1.35%	1.98%	2.44%	2.66%	1.00%	2.35%	3.49%	1.74%	0.74%	0.47%

Drawdowns

CHRT.L vs. FRES.L - Drawdown Comparison

The maximum CHRT.L drawdown since its inception was -72.53%, smaller than the maximum FRES.L drawdown of -82.36%. Use the drawdown chart below to compare losses from any high point for CHRT.L and FRES.L.

Drawdown Indicators

	CHRT.L	FRES.L	Difference
Max Drawdown Largest peak-to-trough decline	-72.53%	-82.36%	+9.83%
Max Drawdown (1Y) Largest decline over 1 year	-48.22%	-31.03%	-17.19%
Max Drawdown (5Y) Largest decline over 5 years	-48.22%	-53.75%	+5.53%
Max Drawdown (10Y) Largest decline over 10 years	-48.22%	-74.47%	+26.25%
Current Drawdown Current decline from peak	-24.18%	-22.75%	-1.43%
Average Drawdown Average peak-to-trough decline	-19.42%	-40.48%	+21.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.30%	9.81%	+15.49%

Volatility

CHRT.L vs. FRES.L - Volatility Comparison

The current volatility for Cohort plc (CHRT.L) is 14.00%, while Fresnillo plc (FRES.L) has a volatility of 18.94%. This indicates that CHRT.L experiences smaller price fluctuations and is considered to be less risky than FRES.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CHRT.L	FRES.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.00%	18.94%	-4.94%
Volatility (6M) Calculated over the trailing 6-month period	31.65%	43.18%	-11.53%
Volatility (1Y) Calculated over the trailing 1-year period	48.79%	53.09%	-4.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.89%	41.29%	-1.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.28%	43.02%	-8.74%

Financials

CHRT.L vs. FRES.L - Profitability Comparison

The chart below illustrates the profitability comparison between Cohort plc and Fresnillo plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

CHRT.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Cohort plc reported a gross profit of 35.06M and revenue of 128.82M. Therefore, the gross margin over that period was 27.2%.

FRES.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Fresnillo plc reported a gross profit of 1.50B and revenue of 2.59B. Therefore, the gross margin over that period was 57.7%.

CHRT.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Cohort plc reported an operating income of 8.20M and revenue of 128.82M, resulting in an operating margin of 6.4%.

FRES.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Fresnillo plc reported an operating income of 1.39B and revenue of 2.59B, resulting in an operating margin of 53.5%.

CHRT.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Cohort plc reported a net income of 6.11M and revenue of 128.82M, resulting in a net margin of 4.8%.

FRES.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Fresnillo plc reported a net income of 994.96M and revenue of 2.59B, resulting in a net margin of 38.4%.