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CRL vs. PHSP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRL vs. PHSP.L - Performance Comparison

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

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Different Trading Currencies

CRL is traded in USD, while PHSP.L is traded in GBp. To make them comparable, the PHSP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with CRL having a -6.00% return and PHSP.L slightly higher at -5.94%. Over the past 10 years, CRL has underperformed PHSP.L with an annualized return of 8.34%, while PHSP.L has yielded a comparatively higher 13.98% annualized return.


CRL

1D
-0.29%
1M
15.14%
YTD
-6.00%
6M
-2.86%
1Y
23.45%
3Y*
-3.40%
5Y*
-11.84%
10Y*
8.34%

PHSP.L

1D
4.98%
1M
-23.79%
YTD
-5.94%
6M
9.23%
1Y
84.71%
3Y*
40.82%
5Y*
18.64%
10Y*
13.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRL vs. PHSP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRL
Charles River Laboratories International, Inc.
-6.00%8.06%-21.91%8.49%-42.17%50.80%63.56%34.97%3.41%43.65%
PHSP.L
WisdomTree Physical Silver
-5.94%147.01%20.80%-1.58%3.15%-12.90%45.17%17.09%-9.01%3.31%

Correlation

The correlation between CRL and PHSP.L is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.08

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Return for Risk

CRL vs. PHSP.L — Risk / Return Rank

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

CRL
CRL Risk / Return Rank: 5858
Overall Rank
CRL Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CRL Sortino Ratio Rank: 5656
Sortino Ratio Rank
CRL Omega Ratio Rank: 5757
Omega Ratio Rank
CRL Calmar Ratio Rank: 5858
Calmar Ratio Rank
CRL Martin Ratio Rank: 5959
Martin Ratio Rank

PHSP.L
PHSP.L Risk / Return Rank: 4747
Overall Rank
PHSP.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
PHSP.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
PHSP.L Omega Ratio Rank: 5555
Omega Ratio Rank
PHSP.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
PHSP.L Martin Ratio Rank: 3535
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.

CRL vs. PHSP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Charles River Laboratories International, Inc. (CRL) and WisdomTree Physical Silver (PHSP.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CRLPHSP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-0.94

Omega ratioGain probability vs. loss probability

1.13

1.29

-0.16

Calmar ratioReturn relative to maximum drawdown

0.70

1.92

-1.23

Martin ratioReturn relative to average drawdown

1.42

4.25

-2.82

CRL vs. PHSP.L - Sharpe Ratio Comparison

The current CRL Sharpe Ratio is 0.52, which is lower than the PHSP.L Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of CRL and PHSP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CRL vs. PHSP.L - Drawdown Comparison

The maximum CRL drawdown since its inception was -78.23%, roughly equal to the maximum PHSP.L drawdown of -77.00%. Use the drawdown chart below to compare losses from any high point for CRL and PHSP.L.


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Drawdown Indicators


CRLPHSP.LDifference

Max Drawdown

Largest peak-to-trough decline

-78.23%

-77.00%

-1.23%

Max Drawdown (1Y)

Largest decline over 1 year

-33.88%

-43.79%

+9.91%

Max Drawdown (3Y)

Largest decline over 3 years

-63.52%

-43.79%

-19.73%

Max Drawdown (5Y)

Largest decline over 5 years

-78.23%

-43.79%

-34.44%

Max Drawdown (10Y)

Largest decline over 10 years

-78.23%

-43.79%

-34.44%

Current Drawdown

Current decline from peak

-59.09%

-40.99%

-18.10%

Average Drawdown

Average peak-to-trough decline

-25.75%

-52.73%

+26.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.50%

19.87%

-3.37%

Volatility

CRL vs. PHSP.L - Volatility Comparison

Charles River Laboratories International, Inc. (CRL) and WisdomTree Physical Silver (PHSP.L) have volatilities of 15.13% and 15.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRLPHSP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.13%

15.36%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

34.64%

53.31%

-18.67%

Volatility (1Y)

Calculated over the trailing 1-year period

44.96%

56.19%

-11.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.74%

38.04%

+4.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.77%

32.28%

+5.49%

Dividends

CRL vs. PHSP.L - Dividend Comparison

Neither CRL nor PHSP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CRL and PHSP.L have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for CRL and PHSP.L

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