CHRW vs. UPS
Compare and contrast key facts about C.H. Robinson Worldwide, Inc. (CHRW) and United Parcel Service, Inc. (UPS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHRW or UPS.
Key characteristics
| CHRW | UPS | |
|---|---|---|
| YTD Return | -5.55% | -5.32% |
| 1Y Return | -20.73% | -12.73% |
| 3Y Return (Ann) | -4.24% | -8.55% |
| 5Y Return (Ann) | 1.71% | 10.20% |
| 10Y Return (Ann) | 5.83% | 7.47% |
| Sharpe Ratio | -0.70 | -0.58 |
| Daily Std Dev | 28.84% | 23.52% |
| Max Drawdown | -44.55% | -51.69% |
| Current Drawdown | -29.13% | -31.10% |
Fundamentals
| CHRW | UPS | |
|---|---|---|
| Market Cap | $8.13B | $125.91B |
| EPS | $2.72 | $6.91 |
| PE Ratio | 25.82 | 21.36 |
| PEG Ratio | 1.55 | 1.79 |
| Revenue (TTM) | $17.60B | $89.74B |
| Gross Profit (TTM) | $1.89B | $25.09B |
| EBITDA (TTM) | $592.27M | $12.41B |
Correlation
The correlation between CHRW and UPS is 0.53, 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. UPS - Performance Comparison
The year-to-date returns for both investments are quite close, with CHRW having a -5.55% return and UPS slightly higher at -5.32%. Over the past 10 years, CHRW has underperformed UPS with an annualized return of 5.83%, while UPS has yielded a comparatively higher 7.47% 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. UPS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for C.H. Robinson Worldwide, Inc. (CHRW) and United Parcel Service, Inc. (UPS). 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. UPS - Dividend Comparison
CHRW's dividend yield for the trailing twelve months is around 3.01%, less than UPS's 4.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHRW 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% |
UPS United Parcel Service, Inc. | 4.41% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% | 2.36% |
Drawdowns
CHRW vs. UPS - Drawdown Comparison
The maximum CHRW drawdown since its inception was -44.55%, smaller than the maximum UPS drawdown of -51.69%. Use the drawdown chart below to compare losses from any high point for CHRW and UPS. For additional features, visit the drawdowns tool.
Volatility
CHRW vs. UPS - Volatility Comparison
C.H. Robinson Worldwide, Inc. (CHRW) has a higher volatility of 13.06% compared to United Parcel Service, Inc. (UPS) at 5.98%. This indicates that CHRW's price experiences larger fluctuations and is considered to be riskier than UPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CHRW vs. UPS - Financials Comparison
This section allows you to compare key financial metrics between C.H. Robinson Worldwide, Inc. and United Parcel Service, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities