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CMP vs. BKR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CMP vs. BKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Compass Minerals International, Inc. (CMP) and Baker Hughes Company (BKR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CMP achieves a 47.00% return, which is significantly higher than BKR's 30.81% return.


CMP

1D
-5.59%
1M
-5.62%
YTD
47.00%
6M
43.85%
1Y
52.99%
3Y*
-4.23%
5Y*
-12.51%
10Y*
-6.81%

BKR

1D
1.27%
1M
-10.46%
YTD
30.81%
6M
30.75%
1Y
54.28%
3Y*
28.47%
5Y*
23.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMP vs. BKR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMP
Compass Minerals International, Inc.
47.00%74.58%-55.26%-37.03%-18.67%-14.27%6.56%54.45%-39.45%10.63%
BKR
Baker Hughes Company
30.81%13.39%23.11%18.58%25.96%19.03%-15.15%23.01%-30.43%-21.62%

Correlation

The correlation between CMP and BKR is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2017

0.38

The correlation between CMP and BKR shifts across timeframes, from 0.25 (3 years) to 0.38 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CMP:

$1.22B

BKR:

$58.91B

EPS

CMP:

$0.17

BKR:

$3.14

PE Ratio

CMP:

171.23

BKR:

18.85

PS Ratio

CMP:

0.94

BKR:

2.11

PB Ratio

CMP:

4.45

BKR:

2.67

Total Revenue (TTM)

CMP:

$1.29B

BKR:

$27.89B

Gross Profit (TTM)

CMP:

$225.80M

BKR:

$6.57B

EBITDA (TTM)

CMP:

$147.00M

BKR:

$4.20B

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Return for Risk

CMP vs. BKR — Risk / Return Rank

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

CMP
CMP Risk / Return Rank: 7272
Overall Rank
CMP Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CMP Sortino Ratio Rank: 6868
Sortino Ratio Rank
CMP Omega Ratio Rank: 6969
Omega Ratio Rank
CMP Calmar Ratio Rank: 7676
Calmar Ratio Rank
CMP Martin Ratio Rank: 7474
Martin Ratio Rank

BKR
BKR Risk / Return Rank: 8383
Overall Rank
BKR Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BKR Sortino Ratio Rank: 8181
Sortino Ratio Rank
BKR Omega Ratio Rank: 7979
Omega Ratio Rank
BKR Calmar Ratio Rank: 8585
Calmar Ratio Rank
BKR Martin Ratio Rank: 8787
Martin Ratio Rank
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.

CMP vs. BKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Compass Minerals International, Inc. (CMP) and Baker Hughes Company (BKR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CMPBKRDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.72

Omega ratioGain probability vs. loss probability

1.21

1.29

-0.08

Calmar ratioReturn relative to maximum drawdown

2.03

3.24

-1.21

Martin ratioReturn relative to average drawdown

4.25

9.21

-4.96

CMP vs. BKR - Sharpe Ratio Comparison

The current CMP Sharpe Ratio is 1.07, which is lower than the BKR Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of CMP and BKR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CMP vs. BKR - Drawdown Comparison

The maximum CMP drawdown since its inception was -89.12%, which is greater than BKR's maximum drawdown of -75.38%. Use the drawdown chart below to compare losses from any high point for CMP and BKR.


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Drawdown Indicators


CMPBKRDifference

Max Drawdown

Largest peak-to-trough decline

-89.12%

-75.38%

-13.74%

Max Drawdown (1Y)

Largest decline over 1 year

-26.29%

-16.86%

-9.43%

Max Drawdown (3Y)

Largest decline over 3 years

-79.73%

-28.00%

-51.73%

Max Drawdown (5Y)

Largest decline over 5 years

-89.12%

-46.53%

-42.59%

Max Drawdown (10Y)

Largest decline over 10 years

-89.12%

Current Drawdown

Current decline from peak

-59.57%

-14.82%

-44.75%

Average Drawdown

Average peak-to-trough decline

-24.84%

-24.63%

-0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.51%

5.92%

+6.59%

Volatility

CMP vs. BKR - Volatility Comparison

Compass Minerals International, Inc. (CMP) has a higher volatility of 13.70% compared to Baker Hughes Company (BKR) at 11.04%. This indicates that CMP's price experiences larger fluctuations and is considered to be riskier than BKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMPBKRDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.70%

11.04%

+2.66%

Volatility (6M)

Calculated over the trailing 6-month period

38.15%

24.82%

+13.33%

Volatility (1Y)

Calculated over the trailing 1-year period

49.65%

33.41%

+16.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.63%

34.92%

+17.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.03%

40.18%

+4.85%

Dividends

CMP vs. BKR - Dividend Comparison

CMP has not paid dividends to shareholders, while BKR's dividend yield for the trailing twelve months is around 1.56%.


PositionTTM20252024202320222021202020192018201720162015
BKR
Baker Hughes Company
1.56%2.02%2.05%2.28%2.47%2.99%3.45%2.81%3.35%56.42%0.00%0.00%
CMP
Compass Minerals International, Inc.
0.00%0.00%1.33%2.37%1.46%4.52%4.67%4.72%6.91%3.99%3.55%3.51%

Financials

CMP vs. BKR - Financials Comparison

This section allows you to compare key financial metrics between Compass Minerals International, Inc. and Baker Hughes Company. 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


0.002.00B4.00B6.00B8.00B20222023202420252026
453.20M
6.59B
(CMP) Total Revenue
(BKR) Total Revenue
Values in USD except per share items

CMP vs. BKR - Profitability Comparison

The chart below illustrates the profitability comparison between Compass Minerals International, Inc. and Baker Hughes Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%20222023202420252026
18.3%
22.8%
Portfolio components
CMP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Compass Minerals International, Inc. reported a gross profit of 83.00M and revenue of 453.20M. Therefore, the gross margin over that period was 18.3%.

BKR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Baker Hughes Company reported a gross profit of 1.50B and revenue of 6.59B. Therefore, the gross margin over that period was 22.8%.

CMP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Compass Minerals International, Inc. reported an operating income of 56.00M and revenue of 453.20M, resulting in an operating margin of 12.4%.

BKR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Baker Hughes Company reported an operating income of 809.00M and revenue of 6.59B, resulting in an operating margin of 12.3%.

CMP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Compass Minerals International, Inc. reported a net income of 12.70M and revenue of 453.20M, resulting in a net margin of 2.8%.

BKR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Baker Hughes Company reported a net income of 930.00M and revenue of 6.59B, resulting in a net margin of 14.1%.


Frequently Asked Questions


CMP and BKR have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CMP has higher volatility (13.70%) compared to BKR (11.04%). In terms of maximum drawdown, CMP dropped -89.12% vs BKR's -75.38%.

BKR currently has the higher Sharpe Ratio (1.64 vs 1.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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