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

Correlation

The correlation between CRL and DHR is 0.49, 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.


-0.50.00.51.0
Correlation: 0.5

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.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%NovemberDecember2025FebruaryMarchApril
433.14%
4,093.74%
CRL
DHR

Key characteristics

Sharpe Ratio

CRL:

-0.97

DHR:

-0.66

Sortino Ratio

CRL:

-1.33

DHR:

-0.78

Omega Ratio

CRL:

0.80

DHR:

0.89

Calmar Ratio

CRL:

-0.62

DHR:

-0.47

Martin Ratio

CRL:

-1.90

DHR:

-1.16

Ulcer Index

CRL:

25.53%

DHR:

16.06%

Daily Std Dev

CRL:

50.05%

DHR:

28.41%

Max Drawdown

CRL:

-78.23%

DHR:

-65.30%

Current Drawdown

CRL:

-74.41%

DHR:

-31.45%

Fundamentals

Market Cap

CRL:

$5.71B

DHR:

$140.21B

EPS

CRL:

$0.19

DHR:

$5.17

PE Ratio

CRL:

605.68

DHR:

37.89

PEG Ratio

CRL:

3.68

DHR:

1.94

PS Ratio

CRL:

1.41

DHR:

5.89

PB Ratio

CRL:

1.63

DHR:

2.77

Total Revenue (TTM)

CRL:

$3.04B

DHR:

$23.82B

Gross Profit (TTM)

CRL:

$968.73M

DHR:

$14.23B

EBITDA (TTM)

CRL:

$361.77M

DHR:

$6.65B

Returns By Period

In the year-to-date period, CRL achieves a -36.46% return, which is significantly lower than DHR's -13.21% return. Over the past 10 years, CRL has underperformed DHR with an annualized return of 5.22%, while DHR has yielded a comparatively higher 19.47% annualized return.


CRL

YTD

-36.46%

1M

-24.60%

6M

-36.26%

1Y

-49.47%

5Y*

-4.13%

10Y*

5.22%

DHR

YTD

-13.21%

1M

-3.36%

6M

-17.81%

1Y

-19.02%

5Y*

7.00%

10Y*

19.47%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

CRL vs. DHR — Risk-Adjusted Performance Rank

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

CRL
The Risk-Adjusted Performance Rank of CRL is 77
Overall Rank
The Sharpe Ratio Rank of CRL is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of CRL is 88
Sortino Ratio Rank
The Omega Ratio Rank of CRL is 66
Omega Ratio Rank
The Calmar Ratio Rank of CRL is 1313
Calmar Ratio Rank
The Martin Ratio Rank of CRL is 11
Martin Ratio Rank

DHR
The Risk-Adjusted Performance Rank of DHR is 1919
Overall Rank
The Sharpe Ratio Rank of DHR is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of DHR is 1717
Sortino Ratio Rank
The Omega Ratio Rank of DHR is 1717
Omega Ratio Rank
The Calmar Ratio Rank of DHR is 2222
Calmar Ratio Rank
The Martin Ratio Rank of DHR is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for CRL, currently valued at -0.97, compared to the broader market-2.00-1.000.001.002.003.00
CRL: -0.97
DHR: -0.66
The chart of Sortino ratio for CRL, currently valued at -1.33, compared to the broader market-6.00-4.00-2.000.002.004.00
CRL: -1.33
DHR: -0.78
The chart of Omega ratio for CRL, currently valued at 0.80, compared to the broader market0.501.001.502.00
CRL: 0.80
DHR: 0.89
The chart of Calmar ratio for CRL, currently valued at -0.62, compared to the broader market0.001.002.003.004.005.00
CRL: -0.62
DHR: -0.47
The chart of Martin ratio for CRL, currently valued at -1.90, compared to the broader market-5.000.005.0010.0015.0020.00
CRL: -1.90
DHR: -1.16

The current CRL Sharpe Ratio is -0.97, which is lower than the DHR Sharpe Ratio of -0.66. 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.97
-0.66
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 0.57%.


TTM20242023202220212020201920182017201620152014
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
0.57%0.47%0.43%0.38%0.26%0.32%0.44%0.62%0.60%36.46%0.80%0.47%

Drawdowns

CRL vs. DHR - Drawdown Comparison

The maximum CRL drawdown since its inception was -78.23%, which is greater than DHR's maximum drawdown of -65.30%. Use the drawdown chart below to compare losses from any high point for CRL and DHR. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-74.41%
-31.45%
CRL
DHR

Volatility

CRL vs. DHR - Volatility Comparison

Charles River Laboratories International, Inc. (CRL) has a higher volatility of 39.02% compared to Danaher Corporation (DHR) at 17.30%. 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.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
39.02%
17.30%
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


0.002.00B4.00B6.00B8.00B20212022202320242025
1.00B
5.74B
(CRL) Total Revenue
(DHR) Total Revenue
Values in USD except per share items

CRL vs. DHR - Profitability Comparison

The chart below illustrates the profitability comparison between Charles River Laboratories International, Inc. and Danaher Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%20212022202320242025
28.4%
61.2%
(CRL) Gross Margin
(DHR) Gross Margin
CRL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2025, Charles River Laboratories International, Inc. reported a gross profit of 284.24M and revenue of 1.00B. Therefore, the gross margin over that period was 28.4%.
DHR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2025, Danaher Corporation reported a gross profit of 3.51B and revenue of 5.74B. Therefore, the gross margin over that period was 61.2%.
CRL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2025, Charles River Laboratories International, Inc. reported an operating income of -167.69M and revenue of 1.00B, resulting in an operating margin of -16.7%.
DHR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2025, Danaher Corporation reported an operating income of 1.27B and revenue of 5.74B, resulting in an operating margin of 22.2%.
CRL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2025, Charles River Laboratories International, Inc. reported a net income of -213.75M and revenue of 1.00B, resulting in a net margin of -21.3%.
DHR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2025, Danaher Corporation reported a net income of 954.00M and revenue of 5.74B, resulting in a net margin of 16.6%.