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CVR vs. SLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CVR and SLG is 0.07, 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.


-0.50.00.51.00.1

Performance

CVR vs. SLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chicago Rivet & Machine Co. (CVR) and SL Green Realty Corp. (SLG). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
-22.56%
4.19%
CVR
SLG

Key characteristics

Sharpe Ratio

CVR:

-0.37

SLG:

1.67

Sortino Ratio

CVR:

-0.27

SLG:

2.26

Omega Ratio

CVR:

0.97

SLG:

1.27

Calmar Ratio

CVR:

-0.26

SLG:

1.30

Martin Ratio

CVR:

-1.22

SLG:

7.15

Ulcer Index

CVR:

13.59%

SLG:

8.41%

Daily Std Dev

CVR:

44.93%

SLG:

35.59%

Max Drawdown

CVR:

-66.92%

SLG:

-94.02%

Current Drawdown

CVR:

-61.74%

SLG:

-18.69%

Fundamentals

Market Cap

CVR:

$17.38M

SLG:

$4.98B

EPS

CVR:

-$3.75

SLG:

$0.08

PEG Ratio

CVR:

0.00

SLG:

0.95

Total Revenue (TTM)

CVR:

$22.88M

SLG:

$900.60M

Gross Profit (TTM)

CVR:

$2.85M

SLG:

$475.10M

EBITDA (TTM)

CVR:

-$973.89K

SLG:

$494.38M

Returns By Period

In the year-to-date period, CVR achieves a -7.73% return, which is significantly lower than SLG's -2.67% return. Over the past 10 years, CVR has underperformed SLG with an annualized return of -5.30%, while SLG has yielded a comparatively higher -1.65% annualized return.


CVR

YTD

-7.73%

1M

-5.71%

6M

-22.56%

1Y

0.17%

5Y*

-7.68%

10Y*

-5.30%

SLG

YTD

-2.67%

1M

0.42%

6M

6.34%

1Y

47.52%

5Y*

-0.23%

10Y*

-1.65%

*Annualized

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Risk-Adjusted Performance

CVR vs. SLG — Risk-Adjusted Performance Rank

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

CVR
The Risk-Adjusted Performance Rank of CVR is 2424
Overall Rank
The Sharpe Ratio Rank of CVR is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of CVR is 2525
Sortino Ratio Rank
The Omega Ratio Rank of CVR is 2525
Omega Ratio Rank
The Calmar Ratio Rank of CVR is 3030
Calmar Ratio Rank
The Martin Ratio Rank of CVR is 1414
Martin Ratio Rank

SLG
The Risk-Adjusted Performance Rank of SLG is 8484
Overall Rank
The Sharpe Ratio Rank of SLG is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of SLG is 8383
Sortino Ratio Rank
The Omega Ratio Rank of SLG is 7979
Omega Ratio Rank
The Calmar Ratio Rank of SLG is 8383
Calmar Ratio Rank
The Martin Ratio Rank of SLG is 8686
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.

CVR vs. SLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chicago Rivet & Machine Co. (CVR) and SL Green Realty Corp. (SLG). 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 CVR, currently valued at -0.04, compared to the broader market-2.000.002.00-0.041.44
The chart of Sortino ratio for CVR, currently valued at 0.28, compared to the broader market-4.00-2.000.002.004.006.000.282.02
The chart of Omega ratio for CVR, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.24
The chart of Calmar ratio for CVR, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.021.12
The chart of Martin ratio for CVR, currently valued at -0.12, compared to the broader market0.0010.0020.0030.00-0.126.04
CVR
SLG

The current CVR Sharpe Ratio is -0.37, which is lower than the SLG Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of CVR and SLG, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.04
1.44
CVR
SLG

Dividends

CVR vs. SLG - Dividend Comparison

CVR's dividend yield for the trailing twelve months is around 2.26%, less than SLG's 4.58% yield.


TTM20242023202220212020201920182017201620152014
CVR
Chicago Rivet & Machine Co.
2.26%2.08%3.77%3.07%3.35%2.27%4.57%3.62%3.62%2.38%4.19%3.64%
SLG
SL Green Realty Corp.
4.58%4.43%7.15%10.95%8.49%7.82%3.74%4.16%3.11%2.73%2.23%1.77%

Drawdowns

CVR vs. SLG - Drawdown Comparison

The maximum CVR drawdown since its inception was -66.92%, smaller than the maximum SLG drawdown of -94.02%. Use the drawdown chart below to compare losses from any high point for CVR and SLG. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-61.74%
-18.69%
CVR
SLG

Volatility

CVR vs. SLG - Volatility Comparison

The current volatility for Chicago Rivet & Machine Co. (CVR) is 4.08%, while SL Green Realty Corp. (SLG) has a volatility of 9.50%. This indicates that CVR experiences smaller price fluctuations and is considered to be less risky than SLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
4.08%
9.50%
CVR
SLG

Financials

CVR vs. SLG - Financials Comparison

This section allows you to compare key financial metrics between Chicago Rivet & Machine Co. and SL Green Realty Corp.. 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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