CHRW vs. ^SP500TR
CHRW (C.H. Robinson Worldwide, Inc.) is a stock, while ^SP500TR (S&P 500 Total Return) is an index. Over the past 10 years, CHRW returned 12.14%/yr vs 15.64%/yr for ^SP500TR. At a 0.49 correlation, their price movements are largely independent.
Performance
CHRW vs. ^SP500TR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CHRW achieves a 12.01% return, which is significantly higher than ^SP500TR's 8.22% return. Over the past 10 years, CHRW has underperformed ^SP500TR with an annualized return of 12.14%, while ^SP500TR has yielded a comparatively higher 15.64% annualized return.
CHRW
- 1D
- -4.40%
- 1M
- 3.00%
- YTD
- 12.01%
- 6M
- 9.40%
- 1Y
- 93.37%
- 3Y*
- 28.46%
- 5Y*
- 16.28%
- 10Y*
- 12.14%
^SP500TR
- 1D
- -1.44%
- 1M
- -1.34%
- YTD
- 8.22%
- 6M
- 7.24%
- 1Y
- 23.73%
- 3Y*
- 20.82%
- 5Y*
- 13.16%
- 10Y*
- 15.64%
CHRW vs. ^SP500TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHRW C.H. Robinson Worldwide, Inc. | 12.01% | 59.01% | 22.89% | -3.10% | -13.09% | 17.22% | 22.95% | -4.71% | -3.63% | 24.56% |
^SP500TR S&P 500 Total Return | 8.22% | 17.88% | 25.02% | 26.29% | -18.11% | 28.71% | 18.40% | 31.49% | -4.38% | 21.83% |
Correlation
The correlation between CHRW and ^SP500TR is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 1997 | 0.49 |
The correlation between CHRW and ^SP500TR shifts across timeframes, from 0.30 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.
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
CHRW vs. ^SP500TR — Risk / Return Rank
CHRW
^SP500TR
CHRW vs. ^SP500TR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for C.H. Robinson Worldwide, Inc. (CHRW) and S&P 500 Total Return (^SP500TR). 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.
| CHRW | ^SP500TR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.34 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.68 | 2.68 | +2.00 |
| Martin ratioReturn relative to average drawdown | 12.17 | 12.05 | +0.12 |
Loading charts...
Drawdowns
CHRW vs. ^SP500TR - Drawdown Comparison
The maximum CHRW drawdown since its inception was -44.54%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for CHRW and ^SP500TR.
Loading charts...
Drawdown Indicators
| CHRW | ^SP500TR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.54% | -55.25% | +10.71% |
Max Drawdown (1Y)Largest decline over 1 year | -20.07% | -8.89% | -11.18% |
Max Drawdown (3Y)Largest decline over 3 years | -30.86% | -18.75% | -12.11% |
Max Drawdown (5Y)Largest decline over 5 years | -40.55% | -24.49% | -16.06% |
Max Drawdown (10Y)Largest decline over 10 years | -40.55% | -33.79% | -6.76% |
Current DrawdownCurrent decline from peak | -10.23% | -3.13% | -7.10% |
Average DrawdownAverage peak-to-trough decline | -12.07% | -8.16% | -3.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.70% | 1.97% | +5.73% |
Volatility
CHRW vs. ^SP500TR - Volatility Comparison
C.H. Robinson Worldwide, Inc. (CHRW) has a higher volatility of 9.38% compared to S&P 500 Total Return (^SP500TR) at 4.90%. This indicates that CHRW's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CHRW | ^SP500TR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.38% | 4.90% | +4.48% |
Volatility (6M)Calculated over the trailing 6-month period | 30.30% | 9.93% | +20.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.62% | 12.57% | +30.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.47% | 17.00% | +15.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.96% | 18.08% | +10.88% |
Frequently Asked Questions
CHRW and ^SP500TR have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHRW has higher volatility (9.38%) compared to ^SP500TR (4.90%). In terms of maximum drawdown, CHRW dropped -44.54% vs ^SP500TR's -55.25%.
CHRW currently has the higher Sharpe Ratio (2.20 vs 1.90), 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.
Find the right allocation for CHRW and ^SP500TR
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