PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CHX vs. SMCI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CHX and SMCI is 0.26, 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

CHX vs. SMCI - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.66%
-60.65%
CHX
SMCI

Key characteristics

Sharpe Ratio

CHX:

0.65

SMCI:

-0.03

Sortino Ratio

CHX:

1.22

SMCI:

0.89

Omega Ratio

CHX:

1.15

SMCI:

1.12

Calmar Ratio

CHX:

0.50

SMCI:

-0.04

Martin Ratio

CHX:

1.12

SMCI:

-0.07

Ulcer Index

CHX:

18.45%

SMCI:

48.51%

Daily Std Dev

CHX:

31.57%

SMCI:

120.32%

Max Drawdown

CHX:

-93.37%

SMCI:

-84.84%

Current Drawdown

CHX:

-28.94%

SMCI:

-74.06%

Fundamentals

Market Cap

CHX:

$5.95B

SMCI:

$18.22B

EPS

CHX:

$1.62

SMCI:

$1.99

PE Ratio

CHX:

19.27

SMCI:

15.49

PEG Ratio

CHX:

0.94

SMCI:

0.76

Total Revenue (TTM)

CHX:

$2.72B

SMCI:

$9.16B

Gross Profit (TTM)

CHX:

$881.33M

SMCI:

$1.19B

EBITDA (TTM)

CHX:

$531.62M

SMCI:

$746.07M

Returns By Period

In the year-to-date period, CHX achieves a 15.19% return, which is significantly higher than SMCI's 1.12% return.


CHX

YTD

15.19%

1M

21.44%

6M

-10.20%

1Y

19.89%

5Y*

1.90%

10Y*

N/A

SMCI

YTD

1.12%

1M

-2.44%

6M

-60.80%

1Y

-27.20%

5Y*

60.60%

10Y*

23.92%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CHX vs. SMCI — Risk-Adjusted Performance Rank

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

CHX
The Risk-Adjusted Performance Rank of CHX is 6464
Overall Rank
The Sharpe Ratio Rank of CHX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of CHX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of CHX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of CHX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of CHX is 5959
Martin Ratio Rank

SMCI
The Risk-Adjusted Performance Rank of SMCI is 4949
Overall Rank
The Sharpe Ratio Rank of SMCI is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of SMCI is 5656
Sortino Ratio Rank
The Omega Ratio Rank of SMCI is 5656
Omega Ratio Rank
The Calmar Ratio Rank of SMCI is 4343
Calmar Ratio Rank
The Martin Ratio Rank of SMCI is 4444
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.

CHX vs. SMCI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ChampionX Corporation (CHX) and Super Micro Computer, Inc. (SMCI). 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 0.65, compared to the broader market-2.000.002.004.000.65-0.03
The chart of Sortino ratio for CHX, currently valued at 1.22, compared to the broader market-4.00-2.000.002.004.006.001.220.89
The chart of Omega ratio for CHX, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.12
The chart of Calmar ratio for CHX, currently valued at 0.50, compared to the broader market0.002.004.006.000.50-0.04
The chart of Martin ratio for CHX, currently valued at 1.12, compared to the broader market-10.000.0010.0020.0030.001.12-0.07
CHX
SMCI

The current CHX Sharpe Ratio is 0.65, which is higher than the SMCI Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of CHX and SMCI, 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-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.65
-0.03
CHX
SMCI

Dividends

CHX vs. SMCI - Dividend Comparison

CHX's dividend yield for the trailing twelve months is around 1.22%, while SMCI has not paid dividends to shareholders.


TTM202420232022
CHX
ChampionX Corporation
1.22%1.36%1.13%0.78%
SMCI
Super Micro Computer, Inc.
0.00%0.00%0.00%0.00%

Drawdowns

CHX vs. SMCI - Drawdown Comparison

The maximum CHX drawdown since its inception was -93.37%, which is greater than SMCI's maximum drawdown of -84.84%. Use the drawdown chart below to compare losses from any high point for CHX and SMCI. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-28.94%
-74.06%
CHX
SMCI

Volatility

CHX vs. SMCI - Volatility Comparison

The current volatility for ChampionX Corporation (CHX) is 10.38%, while Super Micro Computer, Inc. (SMCI) has a volatility of 20.54%. This indicates that CHX experiences smaller price fluctuations and is considered to be less risky than SMCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%AugustSeptemberOctoberNovemberDecember2025
10.38%
20.54%
CHX
SMCI

Financials

CHX vs. SMCI - Financials Comparison

This section allows you to compare key financial metrics between ChampionX Corporation and Super Micro Computer, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab