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CRL vs. DHR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CRL and DHR is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

CRL vs. DHR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Charles River Laboratories International, Inc. (CRL) and Danaher Corporation (DHR). The values are adjusted to include any dividend payments, if applicable.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%JulyAugustSeptemberOctoberNovemberDecember
732.55%
4,700.96%
CRL
DHR

Key characteristics

Sharpe Ratio

CRL:

-0.53

DHR:

0.06

Sortino Ratio

CRL:

-0.59

DHR:

0.25

Omega Ratio

CRL:

0.93

DHR:

1.03

Calmar Ratio

CRL:

-0.32

DHR:

0.05

Martin Ratio

CRL:

-0.94

DHR:

0.18

Ulcer Index

CRL:

20.89%

DHR:

6.94%

Daily Std Dev

CRL:

37.14%

DHR:

22.29%

Max Drawdown

CRL:

-69.81%

DHR:

-65.35%

Current Drawdown

CRL:

-60.03%

DHR:

-21.54%

Fundamentals

Market Cap

CRL:

$9.68B

DHR:

$168.67B

EPS

CRL:

$8.00

DHR:

$5.30

PE Ratio

CRL:

23.67

DHR:

44.06

PEG Ratio

CRL:

2.44

DHR:

3.12

Total Revenue (TTM)

CRL:

$4.06B

DHR:

$20.03B

Gross Profit (TTM)

CRL:

$1.37B

DHR:

$11.94B

EBITDA (TTM)

CRL:

$990.36M

DHR:

$7.16B

Returns By Period

In the year-to-date period, CRL achieves a -22.52% return, which is significantly lower than DHR's -1.00% return. Over the past 10 years, CRL has underperformed DHR with an annualized return of 11.12%, while DHR has yielded a comparatively higher 20.57% annualized return.


CRL

YTD

-22.52%

1M

-2.31%

6M

-12.70%

1Y

-22.27%

5Y*

3.86%

10Y*

11.12%

DHR

YTD

-1.00%

1M

-0.77%

6M

-11.16%

1Y

0.05%

5Y*

11.47%

10Y*

20.57%

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Risk-Adjusted Performance

CRL vs. DHR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Charles River Laboratories International, Inc. (CRL) and Danaher Corporation (DHR). 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 CRL, currently valued at -0.53, compared to the broader market-4.00-2.000.002.00-0.530.06
The chart of Sortino ratio for CRL, currently valued at -0.59, compared to the broader market-4.00-2.000.002.004.00-0.590.25
The chart of Omega ratio for CRL, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.03
The chart of Calmar ratio for CRL, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.320.05
The chart of Martin ratio for CRL, currently valued at -0.94, compared to the broader market0.0010.0020.00-0.940.18
CRL
DHR

The current CRL Sharpe Ratio is -0.53, which is lower than the DHR Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of CRL and DHR, 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.53
0.06
CRL
DHR

Dividends

CRL vs. DHR - Dividend Comparison

CRL has not paid dividends to shareholders, while DHR's dividend yield for the trailing twelve months is around 0.46%.


TTM20232022202120202019201820172016201520142013
CRL
Charles River Laboratories International, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DHR
Danaher Corporation
0.46%0.43%0.38%0.26%0.32%0.44%0.62%0.60%36.46%0.80%0.47%0.13%

Drawdowns

CRL vs. DHR - Drawdown Comparison

The maximum CRL drawdown since its inception was -69.81%, which is greater than DHR's maximum drawdown of -65.35%. Use the drawdown chart below to compare losses from any high point for CRL and DHR. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-60.03%
-21.54%
CRL
DHR

Volatility

CRL vs. DHR - Volatility Comparison

Charles River Laboratories International, Inc. (CRL) has a higher volatility of 9.84% compared to Danaher Corporation (DHR) at 6.00%. This indicates that CRL's price experiences larger fluctuations and is considered to be riskier than DHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.84%
6.00%
CRL
DHR

Financials

CRL vs. DHR - Financials Comparison

This section allows you to compare key financial metrics between Charles River Laboratories International, Inc. and Danaher Corporation. 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
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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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