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CHT vs. RITM
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

CHT vs. RITM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chunghwa Telecom Co., Ltd. (CHT) and Rithm Capital Corp. (RITM). The values are adjusted to include any dividend payments, if applicable.

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CHT vs. RITM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHT
Chunghwa Telecom Co., Ltd.
1.63%14.87%0.20%11.05%-10.00%13.48%8.57%7.35%5.63%16.48%
RITM
Rithm Capital Corp.
-13.12%10.06%11.07%45.60%-14.44%17.07%-34.36%28.46%-10.35%27.83%

Fundamentals

Market Cap

CHT:

$32.82B

RITM:

$4.73T

EPS

CHT:

$50.06

RITM:

$0.00

PE Ratio

CHT:

0.85

RITM:

2.43K

PS Ratio

CHT:

0.14

RITM:

1.41K

PB Ratio

CHT:

0.08

RITM:

625.97

Total Revenue (TTM)

CHT:

$236.02B

RITM:

$1.12B

Gross Profit (TTM)

CHT:

$48.66B

RITM:

$3.30B

EBITDA (TTM)

CHT:

-$27.88B

RITM:

$903.62M

Returns By Period

In the year-to-date period, CHT achieves a 1.63% return, which is significantly higher than RITM's -13.12% return. Over the past 10 years, CHT has underperformed RITM with an annualized return of 6.23%, while RITM has yielded a comparatively higher 8.37% annualized return.


CHT

1D
0.36%
1M
-2.95%
YTD
1.63%
6M
-3.40%
1Y
11.73%
3Y*
6.72%
5Y*
5.54%
10Y*
6.23%

RITM

1D
-0.11%
1M
-6.14%
YTD
-13.12%
6M
-13.65%
1Y
-11.39%
3Y*
15.23%
5Y*
6.17%
10Y*
8.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CHT vs. RITM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CHT
CHT Risk / Return Rank: 6262
Overall Rank
CHT Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CHT Sortino Ratio Rank: 6161
Sortino Ratio Rank
CHT Omega Ratio Rank: 5858
Omega Ratio Rank
CHT Calmar Ratio Rank: 6464
Calmar Ratio Rank
CHT Martin Ratio Rank: 6161
Martin Ratio Rank

RITM
RITM Risk / Return Rank: 2121
Overall Rank
RITM Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
RITM Sortino Ratio Rank: 1919
Sortino Ratio Rank
RITM Omega Ratio Rank: 1919
Omega Ratio Rank
RITM Calmar Ratio Rank: 2727
Calmar Ratio Rank
RITM Martin Ratio Rank: 1919
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.

CHT vs. RITM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chunghwa Telecom Co., Ltd. (CHT) and Rithm Capital Corp. (RITM). 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.


CHTRITMDifference

Sharpe ratio

Return per unit of total volatility

0.76

-0.45

+1.21

Sortino ratio

Return per unit of downside risk

1.26

-0.45

+1.71

Omega ratio

Gain probability vs. loss probability

1.15

0.94

+0.21

Calmar ratio

Return relative to maximum drawdown

1.10

-0.42

+1.52

Martin ratio

Return relative to average drawdown

2.14

-1.16

+3.29

CHT vs. RITM - Sharpe Ratio Comparison

The current CHT Sharpe Ratio is 0.76, which is higher than the RITM Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of CHT and RITM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CHTRITMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

-0.45

+1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.23

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.21

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.22

+0.27

Correlation

The correlation between CHT and RITM is 0.18, 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.


Dividends

CHT vs. RITM - Dividend Comparison

CHT's dividend yield for the trailing twelve months is around 3.94%, less than RITM's 7.92% yield.


TTM20252024202320222021202020192018201720162015
CHT
Chunghwa Telecom Co., Ltd.
3.94%4.00%3.91%3.91%4.35%3.67%3.67%3.91%4.44%3.64%4.32%3.88%
RITM
Rithm Capital Corp.
7.92%9.17%9.23%9.36%12.24%8.40%5.03%12.41%14.07%11.07%11.70%14.39%

Drawdowns

CHT vs. RITM - Drawdown Comparison

The maximum CHT drawdown since its inception was -45.66%, smaller than the maximum RITM drawdown of -81.11%. Use the drawdown chart below to compare losses from any high point for CHT and RITM.


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Drawdown Indicators


CHTRITMDifference

Max Drawdown

Largest peak-to-trough decline

-45.66%

-81.11%

+35.45%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-27.31%

+16.28%

Max Drawdown (5Y)

Largest decline over 5 years

-23.69%

-36.61%

+12.92%

Max Drawdown (10Y)

Largest decline over 10 years

-23.69%

-81.11%

+57.42%

Current Drawdown

Current decline from peak

-7.43%

-21.50%

+14.07%

Average Drawdown

Average peak-to-trough decline

-7.17%

-15.93%

+8.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.66%

9.98%

-4.32%

Volatility

CHT vs. RITM - Volatility Comparison

The current volatility for Chunghwa Telecom Co., Ltd. (CHT) is 4.21%, while Rithm Capital Corp. (RITM) has a volatility of 8.31%. This indicates that CHT experiences smaller price fluctuations and is considered to be less risky than RITM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHTRITMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

8.31%

-4.10%

Volatility (6M)

Calculated over the trailing 6-month period

8.16%

17.46%

-9.30%

Volatility (1Y)

Calculated over the trailing 1-year period

15.50%

25.42%

-9.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.92%

27.44%

-14.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.23%

40.10%

-27.87%

Financials

CHT vs. RITM - Financials Comparison

This section allows you to compare key financial metrics between Chunghwa Telecom Co., Ltd. and Rithm Capital Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0020.00B40.00B60.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
66.27B
-2.77B
(CHT) Total Revenue
(RITM) Total Revenue
Values in USD except per share items