PortfoliosLab logoPortfoliosLab logo
CODI vs. RIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

CODI vs. RIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Compass Diversified (CODI) and Transocean Ltd. (RIG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CODI vs. RIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CODI
Compass Diversified
63.75%-78.64%7.53%29.38%-37.72%71.52%-15.53%116.86%-20.11%2.77%
RIG
Transocean Ltd.
60.53%10.13%-40.94%39.25%65.22%19.48%-66.42%-0.86%-35.02%-27.54%

Fundamentals

EPS

CODI:

-$3.01

RIG:

-$4.86

PS Ratio

CODI:

0.32

RIG:

1.36

Total Revenue (TTM)

CODI:

$1.87B

RIG:

$2.92B

Gross Profit (TTM)

CODI:

$814.39M

RIG:

-$2.41B

EBITDA (TTM)

CODI:

$94.67M

RIG:

-$1.00B

Returns By Period

In the year-to-date period, CODI achieves a 63.75% return, which is significantly higher than RIG's 60.53% return. Over the past 10 years, CODI has outperformed RIG with an annualized return of -0.56%, while RIG has yielded a comparatively lower -2.55% annualized return.


CODI

1D
2.48%
1M
4.94%
YTD
63.75%
6M
18.73%
1Y
-57.26%
3Y*
-22.84%
5Y*
-15.75%
10Y*
-0.56%

RIG

1D
-0.30%
1M
2.31%
YTD
60.53%
6M
112.50%
1Y
109.15%
3Y*
1.40%
5Y*
12.74%
10Y*
-2.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Compass Diversified

Transocean Ltd.

Return for Risk

CODI vs. RIG — Risk / Return Rank

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

CODI
CODI Risk / Return Rank: 2020
Overall Rank
CODI Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
CODI Sortino Ratio Rank: 2323
Sortino Ratio Rank
CODI Omega Ratio Rank: 2121
Omega Ratio Rank
CODI Calmar Ratio Rank: 1414
Calmar Ratio Rank
CODI Martin Ratio Rank: 2626
Martin Ratio Rank

RIG
RIG Risk / Return Rank: 8484
Overall Rank
RIG Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
RIG Sortino Ratio Rank: 8282
Sortino Ratio Rank
RIG Omega Ratio Rank: 8181
Omega Ratio Rank
RIG Calmar Ratio Rank: 8686
Calmar Ratio Rank
RIG Martin Ratio Rank: 8585
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.

CODI vs. RIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Compass Diversified (CODI) and Transocean Ltd. (RIG). 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.


CODIRIGDifference

Sharpe ratio

Return per unit of total volatility

-0.61

1.72

-2.32

Sortino ratio

Return per unit of downside risk

-0.31

2.18

-2.50

Omega ratio

Gain probability vs. loss probability

0.95

1.29

-0.34

Calmar ratio

Return relative to maximum drawdown

-0.77

2.99

-3.76

Martin ratio

Return relative to average drawdown

-0.94

7.61

-8.56

CODI vs. RIG - Sharpe Ratio Comparison

The current CODI Sharpe Ratio is -0.61, which is lower than the RIG Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of CODI and RIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CODIRIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.61

1.72

-2.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

0.20

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

-0.03

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

-0.01

+0.13

Correlation

The correlation between CODI and RIG is 0.28, 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

CODI vs. RIG - Dividend Comparison

CODI's dividend yield for the trailing twelve months is around 3.18%, while RIG has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
CODI
Compass Diversified
3.18%10.42%4.33%4.45%5.49%7.59%7.40%5.79%11.57%8.50%8.04%9.06%
RIG
Transocean Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%8.48%

Drawdowns

CODI vs. RIG - Drawdown Comparison

The maximum CODI drawdown since its inception was -83.30%, smaller than the maximum RIG drawdown of -99.47%. Use the drawdown chart below to compare losses from any high point for CODI and RIG.


Loading graphics...

Drawdown Indicators


CODIRIGDifference

Max Drawdown

Largest peak-to-trough decline

-83.30%

-99.47%

+16.17%

Max Drawdown (1Y)

Largest decline over 1 year

-74.90%

-35.84%

-39.06%

Max Drawdown (5Y)

Largest decline over 5 years

-83.30%

-75.80%

-7.50%

Max Drawdown (10Y)

Largest decline over 10 years

-83.30%

-95.77%

+12.47%

Current Drawdown

Current decline from peak

-71.77%

-94.78%

+23.01%

Average Drawdown

Average peak-to-trough decline

-16.84%

-56.94%

+40.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

61.16%

14.08%

+47.08%

Volatility

CODI vs. RIG - Volatility Comparison

Compass Diversified (CODI) has a higher volatility of 23.75% compared to Transocean Ltd. (RIG) at 14.83%. This indicates that CODI's price experiences larger fluctuations and is considered to be riskier than RIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CODIRIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.75%

14.83%

+8.92%

Volatility (6M)

Calculated over the trailing 6-month period

60.96%

37.43%

+23.53%

Volatility (1Y)

Calculated over the trailing 1-year period

94.74%

63.99%

+30.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.93%

63.40%

-12.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.74%

74.83%

-33.09%

Financials

CODI vs. RIG - Financials Comparison

This section allows you to compare key financial metrics between Compass Diversified and Transocean Ltd.. 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


0.00200.00M400.00M600.00M800.00M1.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
468.56M
0
(CODI) Total Revenue
(RIG) Total Revenue
Values in USD except per share items