CHRW vs. SPX5.L
Compare and contrast key facts about C.H. Robinson Worldwide, Inc. (CHRW) and SPDR S&P 500 UCITS ETF (SPX5.L).
SPX5.L is a passively managed fund by State Street that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 19, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHRW or SPX5.L.
Key characteristics
CHRW | SPX5.L | |
---|---|---|
YTD Return | -5.55% | 7.65% |
1Y Return | -20.73% | 24.31% |
3Y Return (Ann) | -4.24% | 11.38% |
5Y Return (Ann) | 1.71% | 14.02% |
10Y Return (Ann) | 5.83% | 15.71% |
Sharpe Ratio | -0.70 | 2.45 |
Daily Std Dev | 28.84% | 10.74% |
Max Drawdown | -44.55% | -25.45% |
Current Drawdown | -29.13% | -2.99% |
Correlation
The correlation between CHRW and SPX5.L is 0.27, 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.
Performance
CHRW vs. SPX5.L - Performance Comparison
In the year-to-date period, CHRW achieves a -5.55% return, which is significantly lower than SPX5.L's 7.65% return. Over the past 10 years, CHRW has underperformed SPX5.L with an annualized return of 5.83%, while SPX5.L has yielded a comparatively higher 15.71% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CHRW vs. SPX5.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for C.H. Robinson Worldwide, Inc. (CHRW) and SPDR S&P 500 UCITS ETF (SPX5.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.
Dividends
CHRW vs. SPX5.L - Dividend Comparison
CHRW's dividend yield for the trailing twelve months is around 3.01%, more than SPX5.L's 1.16% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
C.H. Robinson Worldwide, Inc. | 3.01% | 2.82% | 2.47% | 1.93% | 2.17% | 2.57% | 2.24% | 2.03% | 2.38% | 2.53% | 1.91% | 2.40% |
SPDR S&P 500 UCITS ETF | 1.16% | 1.21% | 1.39% | 0.97% | 1.40% | 1.48% | 3.45% | 2.62% | 1.49% | 1.68% | 1.43% | 1.56% |
Drawdowns
CHRW vs. SPX5.L - Drawdown Comparison
The maximum CHRW drawdown since its inception was -44.55%, which is greater than SPX5.L's maximum drawdown of -25.45%. Use the drawdown chart below to compare losses from any high point for CHRW and SPX5.L. For additional features, visit the drawdowns tool.
Volatility
CHRW vs. SPX5.L - Volatility Comparison
C.H. Robinson Worldwide, Inc. (CHRW) has a higher volatility of 13.06% compared to SPDR S&P 500 UCITS ETF (SPX5.L) at 4.46%. This indicates that CHRW's price experiences larger fluctuations and is considered to be riskier than SPX5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.