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CHRW vs. HD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

CHRW vs. HD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in C.H. Robinson Worldwide, Inc. (CHRW) and undefined (HD). The values are adjusted to include any dividend payments, if applicable.

2,600.00%2,800.00%3,000.00%3,200.00%3,400.00%3,600.00%3,800.00%OctoberNovemberDecember2025FebruaryMarch
2,871.72%
3,345.94%
CHRW
HD

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Risk-Adjusted Performance

CHRW vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for C.H. Robinson Worldwide, Inc. (CHRW) and undefined (undefined). 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.


Sharpe ratio
The chart of Sharpe ratio for CHRW, currently valued at 1.70, compared to the broader market-3.00-2.00-1.000.001.002.003.001.700.09
The chart of Sortino ratio for CHRW, currently valued at 2.80, compared to the broader market-4.00-2.000.002.004.002.800.28
The chart of Omega ratio for CHRW, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.03
The chart of Calmar ratio for CHRW, currently valued at 1.25, compared to the broader market0.001.002.003.004.005.001.250.11
The chart of Martin ratio for CHRW, currently valued at 8.70, compared to the broader market0.005.0010.0015.0020.0025.008.700.22
CHRW
HD


Rolling 12-month Sharpe Ratio0.000.501.001.502.00OctoberNovemberDecember2025FebruaryMarch
1.70
0.09
CHRW
HD

Drawdowns

CHRW vs. HD - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-9.61%
-12.65%
CHRW
HD

Volatility

CHRW vs. HD - Volatility Comparison

C.H. Robinson Worldwide, Inc. (CHRW) has a higher volatility of 7.81% compared to undefined (HD) at 6.81%. This indicates that CHRW's price experiences larger fluctuations and is considered to be riskier than HD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%OctoberNovemberDecember2025FebruaryMarch
7.81%
6.81%
CHRW
HD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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