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CHX vs. FCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CHX and FCX is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

CHX vs. FCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ChampionX Corporation (CHX) and Freeport-McMoRan Inc. (FCX). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
-29.89%
174.38%
CHX
FCX

Key characteristics

Sharpe Ratio

CHX:

-0.47

FCX:

-0.14

Sortino Ratio

CHX:

-0.55

FCX:

0.05

Omega Ratio

CHX:

0.94

FCX:

1.01

Calmar Ratio

CHX:

-0.35

FCX:

-0.16

Martin Ratio

CHX:

-0.86

FCX:

-0.35

Ulcer Index

CHX:

17.19%

FCX:

13.78%

Daily Std Dev

CHX:

31.04%

FCX:

34.92%

Max Drawdown

CHX:

-93.37%

FCX:

-92.46%

Current Drawdown

CHX:

-41.49%

FCX:

-28.74%

Fundamentals

Market Cap

CHX:

$5.25B

FCX:

$58.37B

EPS

CHX:

$1.62

FCX:

$1.38

PE Ratio

CHX:

17.00

FCX:

29.43

PEG Ratio

CHX:

0.85

FCX:

10.66

Total Revenue (TTM)

CHX:

$3.67B

FCX:

$25.42B

Gross Profit (TTM)

CHX:

$1.16B

FCX:

$7.84B

EBITDA (TTM)

CHX:

$725.15M

FCX:

$9.83B

Returns By Period

In the year-to-date period, CHX achieves a -10.71% return, which is significantly lower than FCX's -7.56% return.


CHX

YTD

-10.71%

1M

-15.99%

6M

-18.96%

1Y

-13.84%

5Y*

-4.08%

10Y*

N/A

FCX

YTD

-7.56%

1M

-11.08%

6M

-21.12%

1Y

-6.82%

5Y*

26.46%

10Y*

6.64%

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Risk-Adjusted Performance

CHX vs. FCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ChampionX Corporation (CHX) and Freeport-McMoRan Inc. (FCX). 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 CHX, currently valued at -0.47, compared to the broader market-4.00-2.000.002.00-0.47-0.14
The chart of Sortino ratio for CHX, currently valued at -0.55, compared to the broader market-4.00-2.000.002.004.00-0.550.05
The chart of Omega ratio for CHX, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.01
The chart of Calmar ratio for CHX, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.35-0.16
The chart of Martin ratio for CHX, currently valued at -0.86, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.86-0.35
CHX
FCX

The current CHX Sharpe Ratio is -0.47, which is lower than the FCX Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of CHX and FCX, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.47
-0.14
CHX
FCX

Dividends

CHX vs. FCX - Dividend Comparison

CHX's dividend yield for the trailing twelve months is around 1.43%, less than FCX's 1.54% yield.


TTM20232022202120202019201820172016201520142013
CHX
ChampionX Corporation
1.43%1.13%0.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FCX
Freeport-McMoRan Inc.
1.54%1.41%1.58%0.54%0.19%1.52%1.45%0.00%0.00%8.48%5.36%6.80%

Drawdowns

CHX vs. FCX - Drawdown Comparison

The maximum CHX drawdown since its inception was -93.37%, roughly equal to the maximum FCX drawdown of -92.46%. Use the drawdown chart below to compare losses from any high point for CHX and FCX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-41.49%
-28.74%
CHX
FCX

Volatility

CHX vs. FCX - Volatility Comparison

The current volatility for ChampionX Corporation (CHX) is 7.24%, while Freeport-McMoRan Inc. (FCX) has a volatility of 8.51%. This indicates that CHX experiences smaller price fluctuations and is considered to be less risky than FCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.24%
8.51%
CHX
FCX

Financials

CHX vs. FCX - Financials Comparison

This section allows you to compare key financial metrics between ChampionX Corporation and Freeport-McMoRan 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
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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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