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CHTR vs. MRNA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CHTR vs. MRNA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Charter Communications, Inc. (CHTR) and Moderna, Inc. (MRNA). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
41.74%
-72.70%
CHTR
MRNA

Returns By Period

In the year-to-date period, CHTR achieves a 0.23% return, which is significantly higher than MRNA's -61.29% return.


CHTR

YTD

0.23%

1M

19.64%

6M

42.69%

1Y

-4.45%

5Y (annualized)

-4.06%

10Y (annualized)

9.43%

MRNA

YTD

-61.29%

1M

-28.84%

6M

-71.03%

1Y

-49.63%

5Y (annualized)

14.78%

10Y (annualized)

N/A

Fundamentals


CHTRMRNA
Market Cap$55.74B$16.73B
EPS$31.91-$5.81
PEG Ratio0.380.00
Total Revenue (TTM)$54.87B$5.08B
Gross Profit (TTM)$25.45B$3.35B
EBITDA (TTM)$17.61B-$2.41B

Key characteristics


CHTRMRNA
Sharpe Ratio-0.17-0.84
Sortino Ratio0.04-1.19
Omega Ratio1.010.85
Calmar Ratio-0.10-0.54
Martin Ratio-0.28-1.39
Ulcer Index23.91%35.78%
Daily Std Dev40.41%59.17%
Max Drawdown-68.99%-92.39%
Current Drawdown-52.55%-92.05%

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Correlation

-0.50.00.51.00.2

The correlation between CHTR and MRNA is 0.23, 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.

Risk-Adjusted Performance

CHTR vs. MRNA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Charter Communications, Inc. (CHTR) and Moderna, Inc. (MRNA). 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.


Sharpe ratio
The chart of Sharpe ratio for CHTR, currently valued at -0.14, compared to the broader market-4.00-2.000.002.004.00-0.14-0.84
The chart of Sortino ratio for CHTR, currently valued at 0.08, compared to the broader market-4.00-2.000.002.004.000.08-1.19
The chart of Omega ratio for CHTR, currently valued at 1.01, compared to the broader market0.501.001.502.001.010.85
The chart of Calmar ratio for CHTR, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.08-0.54
The chart of Martin ratio for CHTR, currently valued at -0.24, compared to the broader market0.0010.0020.0030.00-0.24-1.39
CHTR
MRNA

The current CHTR Sharpe Ratio is -0.17, which is higher than the MRNA Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of CHTR and MRNA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
-0.14
-0.84
CHTR
MRNA

Dividends

CHTR vs. MRNA - Dividend Comparison

Neither CHTR nor MRNA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CHTR vs. MRNA - Drawdown Comparison

The maximum CHTR drawdown since its inception was -68.99%, smaller than the maximum MRNA drawdown of -92.39%. Use the drawdown chart below to compare losses from any high point for CHTR and MRNA. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%JuneJulyAugustSeptemberOctoberNovember
-52.55%
-92.05%
CHTR
MRNA

Volatility

CHTR vs. MRNA - Volatility Comparison

Charter Communications, Inc. (CHTR) and Moderna, Inc. (MRNA) have volatilities of 15.85% and 15.79%, 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.


10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
15.85%
15.79%
CHTR
MRNA

Financials

CHTR vs. MRNA - Financials Comparison

This section allows you to compare key financial metrics between Charter Communications, Inc. and Moderna, 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.


Quarterly
Annual

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


Values in USD except per share items