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

Correlation

The correlation between CHTR and UNP is 0.29, 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.


-0.50.00.51.00.3

Performance

CHTR vs. UNP - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
5.36%
-4.29%
CHTR
UNP

Key characteristics

Sharpe Ratio

CHTR:

-0.11

UNP:

-0.04

Sortino Ratio

CHTR:

0.13

UNP:

0.09

Omega Ratio

CHTR:

1.02

UNP:

1.01

Calmar Ratio

CHTR:

-0.07

UNP:

-0.05

Martin Ratio

CHTR:

-0.24

UNP:

-0.11

Ulcer Index

CHTR:

19.41%

UNP:

6.85%

Daily Std Dev

CHTR:

40.85%

UNP:

19.22%

Max Drawdown

CHTR:

-68.99%

UNP:

-67.49%

Current Drawdown

CHTR:

-57.61%

UNP:

-11.01%

Fundamentals

Market Cap

CHTR:

$49.48B

UNP:

$139.96B

EPS

CHTR:

$32.05

UNP:

$10.87

PE Ratio

CHTR:

10.86

UNP:

21.24

PEG Ratio

CHTR:

0.35

UNP:

2.40

Total Revenue (TTM)

CHTR:

$41.16B

UNP:

$18.13B

Gross Profit (TTM)

CHTR:

$16.37B

UNP:

$8.22B

EBITDA (TTM)

CHTR:

$16.13B

UNP:

$9.28B

Returns By Period

In the year-to-date period, CHTR achieves a 1.53% return, which is significantly higher than UNP's 1.24% return. Over the past 10 years, CHTR has underperformed UNP with an annualized return of 8.03%, while UNP has yielded a comparatively higher 9.96% annualized return.


CHTR

YTD

1.53%

1M

-8.17%

6M

5.36%

1Y

-5.52%

5Y*

-7.12%

10Y*

8.03%

UNP

YTD

1.24%

1M

-0.87%

6M

-4.29%

1Y

-0.10%

5Y*

6.83%

10Y*

9.96%

*Annualized

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Risk-Adjusted Performance

CHTR vs. UNP — Risk-Adjusted Performance Rank

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

CHTR
The Risk-Adjusted Performance Rank of CHTR is 4141
Overall Rank
The Sharpe Ratio Rank of CHTR is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of CHTR is 3838
Sortino Ratio Rank
The Omega Ratio Rank of CHTR is 3838
Omega Ratio Rank
The Calmar Ratio Rank of CHTR is 4444
Calmar Ratio Rank
The Martin Ratio Rank of CHTR is 4444
Martin Ratio Rank

UNP
The Risk-Adjusted Performance Rank of UNP is 4141
Overall Rank
The Sharpe Ratio Rank of UNP is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of UNP is 3636
Sortino Ratio Rank
The Omega Ratio Rank of UNP is 3636
Omega Ratio Rank
The Calmar Ratio Rank of UNP is 4545
Calmar Ratio Rank
The Martin Ratio Rank of UNP is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CHTR vs. UNP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Charter Communications, Inc. (CHTR) and Union Pacific Corporation (UNP). 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 -0.11, compared to the broader market-2.000.002.00-0.11-0.04
The chart of Sortino ratio for CHTR, currently valued at 0.13, compared to the broader market-4.00-2.000.002.004.000.130.09
The chart of Omega ratio for CHTR, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.01
The chart of Calmar ratio for CHTR, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.07-0.05
The chart of Martin ratio for CHTR, currently valued at -0.24, compared to the broader market-30.00-20.00-10.000.0010.0020.00-0.24-0.11
CHTR
UNP

The current CHTR Sharpe Ratio is -0.11, which is lower than the UNP Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of CHTR and UNP, 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-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.11
-0.04
CHTR
UNP

Dividends

CHTR vs. UNP - Dividend Comparison

CHTR has not paid dividends to shareholders, while UNP's dividend yield for the trailing twelve months is around 2.29%.


TTM20242023202220212020201920182017201620152014
CHTR
Charter Communications, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UNP
Union Pacific Corporation
2.29%2.32%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%

Drawdowns

CHTR vs. UNP - Drawdown Comparison

The maximum CHTR drawdown since its inception was -68.99%, roughly equal to the maximum UNP drawdown of -67.49%. Use the drawdown chart below to compare losses from any high point for CHTR and UNP. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-57.61%
-11.01%
CHTR
UNP

Volatility

CHTR vs. UNP - Volatility Comparison

Charter Communications, Inc. (CHTR) has a higher volatility of 8.24% compared to Union Pacific Corporation (UNP) at 5.19%. This indicates that CHTR's price experiences larger fluctuations and is considered to be riskier than UNP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
8.24%
5.19%
CHTR
UNP

Financials

CHTR vs. UNP - Financials Comparison

This section allows you to compare key financial metrics between Charter Communications, Inc. and Union Pacific Corporation. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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