CHT vs. SR
CHT (Chunghwa Telecom Co., Ltd.) and SR (Spire Inc.) are both stocks. CHT operates in Telecom Services (Communication Services), while SR operates in Utilities - Regulated Gas (Utilities). Over the past 10 years, CHT returned 6.65%/yr vs 6.11%/yr for SR. At a 0.25 correlation, their price movements are largely independent.
Performance
CHT vs. SR - Performance Comparison
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Returns By Period
In the year-to-date period, CHT achieves a 7.65% return, which is significantly higher than SR's -1.04% return. Over the past 10 years, CHT has outperformed SR with an annualized return of 6.65%, while SR has yielded a comparatively lower 6.11% annualized return.
CHT
- 1D
- -1.10%
- 1M
- 4.83%
- YTD
- 7.65%
- 6M
- 8.35%
- 1Y
- 7.00%
- 3Y*
- 7.53%
- 5Y*
- 5.54%
- 10Y*
- 6.65%
SR
- 1D
- -1.19%
- 1M
- -10.25%
- YTD
- -1.04%
- 6M
- -1.39%
- 1Y
- 12.25%
- 3Y*
- 12.24%
- 5Y*
- 6.84%
- 10Y*
- 6.11%
CHT vs. SR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHT Chunghwa Telecom Co., Ltd. | 7.65% | 14.87% | 0.20% | 11.05% | -10.00% | 13.48% | 8.57% | 7.35% | 5.63% | 16.48% |
SR Spire Inc. | -1.04% | 27.08% | 14.12% | -5.26% | 9.81% | 5.86% | -20.18% | 15.81% | 1.74% | 19.88% |
Correlation
The correlation between CHT and SR is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2003 | 0.25 |
The correlation between CHT and SR shifts across timeframes, from 0.10 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CHT:
$36.03B
SR:
$4.80B
CHT:
$37.38
SR:
$6.06
CHT:
1.20
SR:
13.38
CHT:
0.19
SR:
1.94
CHT:
0.09
SR:
1.40
CHT:
$181.55B
SR:
$2.47B
CHT:
$65.41B
SR:
$1.81B
CHT:
$67.40B
SR:
$721.80M
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Return for Risk
CHT vs. SR — Risk / Return Rank
CHT
SR
CHT vs. SR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chunghwa Telecom Co., Ltd. (CHT) and Spire Inc. (SR). 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.
| CHT | SR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.13 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.64 | 0.81 | -0.17 |
| Martin ratioReturn relative to average drawdown | 1.16 | 2.52 | -1.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHT | SR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.68 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.32 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.25 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.44 | +0.06 |
Drawdowns
CHT vs. SR - Drawdown Comparison
The maximum CHT drawdown since its inception was -45.66%, roughly equal to the maximum SR drawdown of -45.00%. Use the drawdown chart below to compare losses from any high point for CHT and SR.
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Drawdown Indicators
| CHT | SR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.66% | -45.00% | -0.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.03% | -15.20% | +4.17% |
Max Drawdown (3Y)Largest decline over 3 years | -11.03% | -17.63% | +6.60% |
Max Drawdown (5Y)Largest decline over 5 years | -23.69% | -26.05% | +2.36% |
Max Drawdown (10Y)Largest decline over 10 years | -23.69% | -39.53% | +15.84% |
Current DrawdownCurrent decline from peak | -1.94% | -14.80% | +12.86% |
Average DrawdownAverage peak-to-trough decline | -7.16% | -9.48% | +2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.04% | 4.88% | +1.16% |
Volatility
CHT vs. SR - Volatility Comparison
Chunghwa Telecom Co., Ltd. (CHT) and Spire Inc. (SR) have volatilities of 6.11% and 6.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHT | SR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 6.05% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.63% | 13.07% | -3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 18.17% | -5.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.11% | 21.48% | -8.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.37% | 24.34% | -11.97% |
Dividends
CHT vs. SR - Dividend Comparison
CHT's dividend yield for the trailing twelve months is around 3.72%, less than SR's 3.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHT Chunghwa Telecom Co., Ltd. | 3.72% | 4.00% | 3.91% | 3.91% | 4.35% | 3.67% | 3.67% | 3.91% | 4.44% | 3.64% | 4.32% | 3.88% |
SR Spire Inc. | 3.97% | 3.85% | 4.50% | 4.68% | 4.03% | 4.04% | 3.93% | 2.88% | 3.08% | 2.84% | 3.09% | 3.15% |
Financials
CHT vs. SR - Financials Comparison
This section allows you to compare key financial metrics between Chunghwa Telecom Co., Ltd. and Spire 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
Frequently Asked Questions
CHT and SR have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHT has higher volatility (6.11%) compared to SR (6.05%). In terms of maximum drawdown, CHT dropped -45.66% vs SR's -45.00%.
SR currently has the higher Sharpe Ratio (0.68 vs 0.54), 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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