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MRNA vs. CHTR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MRNA and CHTR is 0.22, 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.


-0.50.00.51.00.2

Performance

MRNA vs. CHTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Moderna, Inc. (MRNA) and Charter Communications, Inc. (CHTR). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-70.57%
24.21%
MRNA
CHTR

Key characteristics

Sharpe Ratio

MRNA:

-0.91

CHTR:

-0.21

Sortino Ratio

MRNA:

-1.39

CHTR:

-0.03

Omega Ratio

MRNA:

0.83

CHTR:

1.00

Calmar Ratio

MRNA:

-0.60

CHTR:

-0.13

Martin Ratio

MRNA:

-1.32

CHTR:

-0.42

Ulcer Index

MRNA:

42.08%

CHTR:

20.66%

Daily Std Dev

MRNA:

60.89%

CHTR:

40.65%

Max Drawdown

MRNA:

-92.39%

CHTR:

-68.99%

Current Drawdown

MRNA:

-91.83%

CHTR:

-57.03%

Fundamentals

Market Cap

MRNA:

$15.69B

CHTR:

$52.75B

EPS

MRNA:

-$5.81

CHTR:

$31.91

PEG Ratio

MRNA:

0.00

CHTR:

0.37

Total Revenue (TTM)

MRNA:

$5.08B

CHTR:

$54.87B

Gross Profit (TTM)

MRNA:

$3.35B

CHTR:

$25.45B

EBITDA (TTM)

MRNA:

-$2.07B

CHTR:

$21.33B

Returns By Period

In the year-to-date period, MRNA achieves a -60.22% return, which is significantly lower than CHTR's -9.24% return.


MRNA

YTD

-60.22%

1M

6.09%

6M

-70.57%

1Y

-54.10%

5Y*

14.85%

10Y*

N/A

CHTR

YTD

-9.24%

1M

-8.33%

6M

24.21%

1Y

-7.46%

5Y*

-5.84%

10Y*

7.91%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MRNA vs. CHTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Moderna, Inc. (MRNA) and Charter Communications, Inc. (CHTR). 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 MRNA, currently valued at -0.91, compared to the broader market-4.00-2.000.002.00-0.91-0.21
The chart of Sortino ratio for MRNA, currently valued at -1.39, compared to the broader market-4.00-2.000.002.004.00-1.39-0.03
The chart of Omega ratio for MRNA, currently valued at 0.83, compared to the broader market0.501.001.502.000.831.00
The chart of Calmar ratio for MRNA, currently valued at -0.60, compared to the broader market0.002.004.006.00-0.60-0.13
The chart of Martin ratio for MRNA, currently valued at -1.32, compared to the broader market0.0010.0020.00-1.32-0.42
MRNA
CHTR

The current MRNA Sharpe Ratio is -0.91, which is lower than the CHTR Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of MRNA and CHTR, 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-1.00-0.80-0.60-0.40-0.200.000.20JulyAugustSeptemberOctoberNovemberDecember
-0.91
-0.21
MRNA
CHTR

Dividends

MRNA vs. CHTR - Dividend Comparison

Neither MRNA nor CHTR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MRNA vs. CHTR - Drawdown Comparison

The maximum MRNA drawdown since its inception was -92.39%, which is greater than CHTR's maximum drawdown of -68.99%. Use the drawdown chart below to compare losses from any high point for MRNA and CHTR. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-91.83%
-57.03%
MRNA
CHTR

Volatility

MRNA vs. CHTR - Volatility Comparison

Moderna, Inc. (MRNA) has a higher volatility of 18.88% compared to Charter Communications, Inc. (CHTR) at 12.33%. This indicates that MRNA's price experiences larger fluctuations and is considered to be riskier than CHTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
18.88%
12.33%
MRNA
CHTR

Financials

MRNA vs. CHTR - Financials Comparison

This section allows you to compare key financial metrics between Moderna, Inc. and Charter Communications, Inc.. 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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