CHRW vs. SPY
Compare and contrast key facts about C.H. Robinson Worldwide, Inc. (CHRW) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHRW or SPY.
Correlation
The correlation between CHRW and SPY is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CHRW vs. SPY - Performance Comparison
Key characteristics
CHRW:
0.36
SPY:
0.56
CHRW:
0.76
SPY:
0.92
CHRW:
1.10
SPY:
1.14
CHRW:
0.34
SPY:
0.59
CHRW:
1.19
SPY:
2.32
CHRW:
8.90%
SPY:
4.80%
CHRW:
28.99%
SPY:
20.01%
CHRW:
-44.55%
SPY:
-55.19%
CHRW:
-22.76%
SPY:
-8.17%
Returns By Period
In the year-to-date period, CHRW achieves a -14.73% return, which is significantly lower than SPY's -3.97% return. Over the past 10 years, CHRW has underperformed SPY with an annualized return of 5.42%, while SPY has yielded a comparatively higher 12.19% annualized return.
CHRW
-14.73%
-1.83%
-16.73%
12.89%
6.01%
5.42%
SPY
-3.97%
11.26%
-4.45%
9.89%
15.66%
12.19%
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Risk-Adjusted Performance
CHRW vs. SPY — Risk-Adjusted Performance Rank
CHRW
SPY
CHRW vs. SPY - 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 ETF (SPY). 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. SPY - Dividend Comparison
CHRW's dividend yield for the trailing twelve months is around 2.82%, more than SPY's 1.28% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHRW C.H. Robinson Worldwide, Inc. | 2.82% | 2.38% | 2.82% | 2.47% | 1.93% | 2.17% | 2.57% | 2.24% | 2.03% | 2.38% | 2.53% | 1.91% |
SPY SPDR S&P 500 ETF | 1.28% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
CHRW vs. SPY - Drawdown Comparison
The maximum CHRW drawdown since its inception was -44.55%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CHRW and SPY. For additional features, visit the drawdowns tool.
Volatility
CHRW vs. SPY - Volatility Comparison
The current volatility for C.H. Robinson Worldwide, Inc. (CHRW) is 8.75%, while SPDR S&P 500 ETF (SPY) has a volatility of 12.55%. This indicates that CHRW experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.