CHTR vs. MRNA

Last updated Apr 2, 2026

Compare and contrast key facts about Charter Communications, Inc. (CHTR) and Moderna, Inc. (MRNA).

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.

CHTR vs. MRNA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
CHTR Charter Communications, Inc.	3.60%	-39.10%	-11.81%	14.62%	-47.99%	-1.45%	36.38%	70.22%	-9.73%
MRNA Moderna, Inc.	69.65%	-29.08%	-58.19%	-44.63%	-29.28%	143.11%	434.10%	28.09%	-17.90%

Fundamentals

Market Cap CHTR : $27.88B MRNA : $19.61B
EPS CHTR : $36.76 MRNA : -$7.24
PS Ratio CHTR : 0.54 MRNA : 10.04
PB Ratio CHTR : 1.74 MRNA : 2.27
Total Revenue (TTM) CHTR : $54.77B MRNA : $1.94B
Gross Profit (TTM) CHTR : $19.09B MRNA : $274.00M
EBITDA (TTM) CHTR : $17.63B MRNA : -$2.61B

Returns By Period

In the year-to-date period, CHTR achieves a 3.60% return, which is significantly lower than MRNA's 69.65% return.

CHTR

• 1D: 0.18%
• 1M: -7.10%
• YTD: 3.60%
• 6M: -21.38%
• 1Y: -41.69%
• 3Y*: -15.43%
• 5Y*: -18.69%
• 10Y*: 0.61%

MRNA

• 1D: -1.52%
• 1M: -5.33%
• YTD: 69.65%
• 6M: 81.27%
• 1Y: 84.20%
• 3Y*: -31.19%
• 5Y*: -17.71%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CHTR vs. MRNA — Risk / Return Rank

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

CHTR

CHTR Risk / Return Rank: 11
CHTR Sharpe Ratio Rank: 4
CHTR Sortino Ratio Rank: 6
CHTR Omega Ratio Rank: 6
CHTR Calmar Ratio Rank: 15
CHTR Martin Ratio Rank: 21

MRNA

MRNA Risk / Return Rank: 77
MRNA Sharpe Ratio Rank: 80
MRNA Sortino Ratio Rank: 78
MRNA Omega Ratio Rank: 73
MRNA Calmar Ratio Rank: 78
MRNA Martin Ratio Rank: 74

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.

CHTR vs. MRNA - Risk-Adjusted Trends 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.

	CHTR	MRNA	Difference
Sharpe ratio Return per unit of total volatility	-1.01	1.28	-2.29
Sortino ratio Return per unit of downside risk	-1.40	2.02	-3.42
Omega ratio Gain probability vs. loss probability	0.82	1.24	-0.42
Calmar ratio Return relative to maximum drawdown	-0.72	2.15	-2.88
Martin ratio Return relative to average drawdown	-1.08	4.44	-5.53
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CHTR vs. MRNA - Sharpe Ratio Comparison

The current CHTR Sharpe Ratio is -1.01, which is lower than the MRNA Sharpe Ratio of 1.28. 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.

Sharpe Ratios by Period

	CHTR	MRNA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.01	1.28	-2.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.52	-0.27	-0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.02	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.20	+0.19

Correlation

The correlation between CHTR and MRNA is 0.21, 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

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 -77.73%, smaller than the maximum MRNA drawdown of -95.38%. Use the drawdown chart below to compare losses from any high point for CHTR and MRNA.

Drawdown Indicators

	CHTR	MRNA	Difference
Max Drawdown Largest peak-to-trough decline	-77.73%	-95.38%	+17.65%
Max Drawdown (1Y) Largest decline over 1 year	-57.21%	-35.51%	-21.70%
Max Drawdown (5Y) Largest decline over 5 years	-77.73%	-95.38%	+17.65%
Max Drawdown (10Y) Largest decline over 10 years	-77.73%	—	—
Current Drawdown Current decline from peak	-73.66%	-89.67%	+16.01%
Average Drawdown Average peak-to-trough decline	-20.01%	-55.87%	+35.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	38.20%	17.21%	+20.99%

Volatility

CHTR vs. MRNA - Volatility Comparison

The current volatility for Charter Communications, Inc. (CHTR) is 10.34%, while Moderna, Inc. (MRNA) has a volatility of 22.27%. This indicates that CHTR experiences smaller price fluctuations and is considered to be less risky than MRNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CHTR	MRNA	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.34%	22.27%	-11.93%
Volatility (6M) Calculated over the trailing 6-month period	26.03%	50.95%	-24.92%
Volatility (1Y) Calculated over the trailing 1-year period	41.27%	66.40%	-25.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.32%	66.59%	-30.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.87%	72.29%	-39.42%

Financials