CODI vs. RIG
Compare and contrast key facts about Compass Diversified (CODI) and Transocean Ltd. (RIG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CODI or RIG.
Key characteristics
| CODI | RIG | |
|---|---|---|
| YTD Return | 8.41% | -32.44% |
| 1Y Return | 32.21% | -34.40% |
| 3Y Return (Ann) | -4.60% | 7.99% |
| 5Y Return (Ann) | 7.36% | -1.86% |
| 10Y Return (Ann) | 10.96% | -16.04% |
| Sharpe Ratio | 1.07 | -0.74 |
| Sortino Ratio | 1.57 | -0.93 |
| Omega Ratio | 1.21 | 0.90 |
| Calmar Ratio | 0.81 | -0.37 |
| Martin Ratio | 4.01 | -1.55 |
| Ulcer Index | 7.78% | 22.91% |
| Daily Std Dev | 29.26% | 48.27% |
| Max Drawdown | -56.83% | -99.48% |
| Current Drawdown | -18.63% | -96.66% |
Fundamentals
| CODI | RIG | |
|---|---|---|
| Market Cap | $1.75B | $3.76B |
| EPS | -$1.89 | -$0.76 |
| PEG Ratio | 2.71 | -22.91 |
| Total Revenue (TTM) | $2.07B | $3.31B |
| Gross Profit (TTM) | $912.44M | $1.49B |
| EBITDA (TTM) | $338.53M | -$162.00M |
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.
Performance
CODI vs. RIG - Performance Comparison
In the year-to-date period, CODI achieves a 8.41% return, which is significantly higher than RIG's -32.44% return. Over the past 10 years, CODI has outperformed RIG with an annualized return of 10.96%, while RIG has yielded a comparatively lower -16.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CODI vs. RIG - Risk-Adjusted Performance 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.
Dividends
CODI vs. RIG - Dividend Comparison
CODI's dividend yield for the trailing twelve months is around 4.30%, while RIG has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CODI Compass Diversified | 4.30% | 4.45% | 5.49% | 7.59% | 7.40% | 5.79% | 11.57% | 8.50% | 8.04% | 9.06% | 8.86% | 7.34% |
RIG Transocean Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 8.48% | 15.33% | 3.40% |
Drawdowns
CODI vs. RIG - Drawdown Comparison
The maximum CODI drawdown since its inception was -56.83%, smaller than the maximum RIG drawdown of -99.48%. Use the drawdown chart below to compare losses from any high point for CODI and RIG. For additional features, visit the drawdowns tool.
Volatility
CODI vs. RIG - Volatility Comparison
The current volatility for Compass Diversified (CODI) is 11.24%, while Transocean Ltd. (RIG) has a volatility of 15.76%. This indicates that CODI experiences smaller price fluctuations and is considered to be less risky than RIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities