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COHR vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between COHR and ^GSPC is 0.38, 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.


-0.50.00.51.00.4

Performance

COHR vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Coherent, Inc. (COHR) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

0.00%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%JulyAugustSeptemberOctoberNovemberDecember
23,606.31%
1,656.61%
COHR
^GSPC

Key characteristics

Sharpe Ratio

COHR:

2.28

^GSPC:

2.10

Sortino Ratio

COHR:

3.07

^GSPC:

2.80

Omega Ratio

COHR:

1.37

^GSPC:

1.39

Calmar Ratio

COHR:

2.17

^GSPC:

3.09

Martin Ratio

COHR:

12.53

^GSPC:

13.49

Ulcer Index

COHR:

10.25%

^GSPC:

1.94%

Daily Std Dev

COHR:

56.31%

^GSPC:

12.52%

Max Drawdown

COHR:

-80.89%

^GSPC:

-56.78%

Current Drawdown

COHR:

-12.81%

^GSPC:

-2.62%

Returns By Period

In the year-to-date period, COHR achieves a 124.37% return, which is significantly higher than ^GSPC's 24.34% return. Over the past 10 years, COHR has outperformed ^GSPC with an annualized return of 21.73%, while ^GSPC has yielded a comparatively lower 11.06% annualized return.


COHR

YTD

124.37%

1M

-5.52%

6M

35.78%

1Y

121.93%

5Y*

23.66%

10Y*

21.73%

^GSPC

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

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Risk-Adjusted Performance

COHR vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Coherent, Inc. (COHR) and S&P 500 (^GSPC). 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 COHR, currently valued at 2.28, compared to the broader market-4.00-2.000.002.002.282.10
The chart of Sortino ratio for COHR, currently valued at 3.07, compared to the broader market-4.00-2.000.002.004.003.072.80
The chart of Omega ratio for COHR, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.39
The chart of Calmar ratio for COHR, currently valued at 2.17, compared to the broader market0.002.004.006.002.173.09
The chart of Martin ratio for COHR, currently valued at 12.53, compared to the broader market-5.000.005.0010.0015.0020.0025.0012.5313.49
COHR
^GSPC

The current COHR Sharpe Ratio is 2.28, which is comparable to the ^GSPC Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of COHR and ^GSPC, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.28
2.10
COHR
^GSPC

Drawdowns

COHR vs. ^GSPC - Drawdown Comparison

The maximum COHR drawdown since its inception was -80.89%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for COHR and ^GSPC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.81%
-2.62%
COHR
^GSPC

Volatility

COHR vs. ^GSPC - Volatility Comparison

Coherent, Inc. (COHR) has a higher volatility of 16.00% compared to S&P 500 (^GSPC) at 3.79%. This indicates that COHR's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
16.00%
3.79%
COHR
^GSPC
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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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