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CHRW vs. SPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CHRW vs. SPY

Last updated Jun 23, 2026

CHRW (C.H. Robinson Worldwide, Inc.) is a stock, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, CHRW returned 12.65%/yr vs 15.70%/yr for SPY. At a 0.48 correlation, their price movements are largely independent.

Performance

CHRW vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in C.H. Robinson Worldwide, Inc. (CHRW) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CHRW achieves a 17.16% return, which is significantly higher than SPY's 9.74% return. Over the past 10 years, CHRW has underperformed SPY with an annualized return of 12.65%, while SPY has yielded a comparatively higher 15.70% annualized return.

CHRW

1D
1.10%
1M
7.74%
YTD
17.16%
6M
14.16%
1Y
105.15%
3Y*
30.40%
5Y*
17.34%
10Y*
12.65%

SPY

1D
-0.31%
1M
0.09%
YTD
9.74%
6M
9.27%
1Y
26.65%
3Y*
21.27%
5Y*
13.51%
10Y*
15.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHRW vs. SPY - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CHRW
C.H. Robinson Worldwide, Inc.		17.16%59.01%22.89%-3.10%-13.09%17.22%22.95%-4.71%-3.63%24.56%
SPY
State Street SPDR S&P 500 ETF		9.74%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Correlation

The correlation between CHRW and SPY 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

0.32

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

0.48

The correlation between CHRW and SPY shifts across timeframes, from 0.30 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.

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C.H. Robinson Worldwide, Inc.

State Street SPDR S&P 500 ETF

Often compared with CHRW:
CHRW vs. EXPDCHRW vs. SPX5.LCHRW vs. RXOCHRW vs. UPSCHRW vs. VOOCHRW vs. ^SP500TRCHRW vs. AMZN
Often compared with SPY:
SPY vs. QQQSPY vs. VOOSPY vs. BRK-BSPY vs. RSPSPY vs. VTISPY vs. SCHDSPY vs. GLD

Return for Risk

CHRW vs. SPY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CHRW
CHRW Risk / Return Rank: 9393
Overall Rank
CHRW Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CHRW Sortino Ratio Rank: 9292
Sortino Ratio Rank
CHRW Omega Ratio Rank: 9494
Omega Ratio Rank
CHRW Calmar Ratio Rank: 9393
Calmar Ratio Rank
CHRW Martin Ratio Rank: 9292
Martin Ratio Rank
SPY
SPY Risk / Return Rank: 6868
Overall Rank
SPY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6666
Sortino Ratio Rank
SPY Omega Ratio Rank: 6868
Omega Ratio Rank
SPY Calmar Ratio Rank: 6363
Calmar Ratio Rank
SPY Martin Ratio Rank: 7474
Martin Ratio Rank
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.

CHRW vs. SPY - Risk-Adjusted Trends Comparison

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

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.

CHRWSPYDifference
Sharpe ratioReturn per unit of total volatility
2.50
2.16

+0.34

Sortino ratioReturn per unit of downside risk
3.35
2.91

+0.44

Omega ratioGain probability vs. loss probability

1.51

1.39

+0.12

Calmar ratioReturn relative to maximum drawdown

5.27

3.01

+2.26

Martin ratioReturn relative to average drawdown

13.75

13.54

+0.22

CHRW vs. SPY - Sharpe Ratio Comparison

The current CHRW Sharpe Ratio is 2.50, which is comparable to the SPY Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of CHRW and SPY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

CHRW vs. SPY - Drawdown Comparison

The maximum CHRW drawdown since its inception was -44.54%, 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.

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Drawdown Indicators

CHRWSPYDifference

Max Drawdown

Largest peak-to-trough decline

-44.54%

-55.19%

+10.65%

Max Drawdown (1Y)

Largest decline over 1 year

-20.07%

-8.88%

-11.19%

Max Drawdown (3Y)

Largest decline over 3 years

-30.86%

-18.76%

-12.10%

Max Drawdown (5Y)

Largest decline over 5 years

-40.55%

-24.50%

-16.05%

Max Drawdown (10Y)

Largest decline over 10 years

-40.55%

-33.72%

-6.83%

Current Drawdown

Current decline from peak

-6.10%

-1.75%

-4.35%

Average Drawdown

Average peak-to-trough decline

-12.08%

-9.04%

-3.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.67%

1.97%

+5.70%

Volatility

CHRW vs. SPY - Volatility Comparison

C.H. Robinson Worldwide, Inc. (CHRW) has a higher volatility of 8.25% compared to State Street SPDR S&P 500 ETF (SPY) at 4.64%. This indicates that CHRW's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CHRWSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.25%

4.64%

+3.61%

Volatility (6M)

Calculated over the trailing 6-month period

30.09%

9.75%

+20.34%

Volatility (1Y)

Calculated over the trailing 1-year period

42.44%

12.43%

+30.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.41%

17.14%

+15.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.92%

17.99%

+10.93%

Dividends

CHRW vs. SPY - Dividend Comparison

CHRW's dividend yield for the trailing twelve months is around 1.34%, more than SPY's 1.01% yield.

PositionTTM20252024202320222021202020192018201720162015
CHRW
C.H. Robinson Worldwide, Inc.		1.34%1.55%2.38%2.82%2.47%1.93%2.17%2.57%2.24%2.03%2.38%2.53%
SPY
State Street SPDR S&P 500 ETF		1.01%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Frequently Asked Questions

CHRW and SPY 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 (8.25%) compared to SPY (4.64%). In terms of maximum drawdown, CHRW dropped -44.54% vs SPY's -55.19%.

CHRW currently has the higher Sharpe Ratio (2.50 vs 2.16), 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.

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