MRNA vs. CHTR
MRNA (Moderna, Inc.) and CHTR (Charter Communications, Inc.) are both stocks. MRNA operates in Biotechnology (Healthcare), while CHTR operates in Entertainment (Communication Services). Over the past 5 years, MRNA returned -22.64%/yr vs -28.63%/yr for CHTR. At a 0.20 correlation, their price movements are largely independent.
Performance
MRNA vs. CHTR - Performance Comparison
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Returns By Period
In the year-to-date period, MRNA achieves a 106.85% return, which is significantly higher than CHTR's -36.89% return.
MRNA
- 1D
- 2.79%
- 1M
- 30.12%
- YTD
- 106.85%
- 6M
- 88.91%
- 1Y
- 137.63%
- 3Y*
- -19.86%
- 5Y*
- -22.64%
- 10Y*
- —
CHTR
- 1D
- 4.95%
- 1M
- -9.23%
- YTD
- -36.89%
- 6M
- -35.82%
- 1Y
- -66.44%
- 3Y*
- -26.09%
- 5Y*
- -28.63%
- 10Y*
- -4.86%
MRNA vs. CHTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MRNA Moderna, Inc. | 106.85% | -29.08% | -58.19% | -44.63% | -29.28% | 143.11% | 434.10% | 28.09% | -30.59% |
CHTR Charter Communications, Inc. | -36.89% | -39.10% | -11.81% | 14.62% | -47.99% | -1.45% | 36.38% | 70.22% | -12.79% |
Correlation
The correlation between MRNA and CHTR is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2018 | 0.20 |
Fundamentals
MRNA:
$24.10B
CHTR:
$16.71B
MRNA:
-$8.16
CHTR:
$38.46
MRNA:
10.73
CHTR:
0.32
MRNA:
3.25
CHTR:
1.02
MRNA:
$2.23B
CHTR:
$54.64B
MRNA:
-$309.00M
CHTR:
$23.64B
MRNA:
-$3.02B
CHTR:
$20.40B
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Return for Risk
MRNA vs. CHTR — Risk / Return Rank
MRNA
CHTR
MRNA vs. CHTR - Risk-Adjusted Trends 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.
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.
| MRNA | CHTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.43 | ||
| Sortino ratioReturn per unit of downside risk | +5.03 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.68 | +0.65 |
| Calmar ratioReturn relative to maximum drawdown | 3.90 | -0.95 | +4.85 |
| Martin ratioReturn relative to average drawdown | 7.65 | -1.42 | +9.07 |
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Drawdowns
MRNA vs. CHTR - Drawdown Comparison
The maximum MRNA drawdown since its inception was -95.38%, which is greater than CHTR's maximum drawdown of -84.71%. Use the drawdown chart below to compare losses from any high point for MRNA and CHTR.
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Drawdown Indicators
| MRNA | CHTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.38% | -84.71% | -10.67% |
Max Drawdown (1Y)Largest decline over 1 year | -35.51% | -69.98% | +34.47% |
Max Drawdown (3Y)Largest decline over 3 years | -86.58% | -72.45% | -14.13% |
Max Drawdown (5Y)Largest decline over 5 years | -95.38% | -84.71% | -10.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -84.71% | — |
Current DrawdownCurrent decline from peak | -87.41% | -83.95% | -3.46% |
Average DrawdownAverage peak-to-trough decline | -57.16% | -20.81% | -36.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.06% | 46.71% | -28.65% |
Volatility
MRNA vs. CHTR - Volatility Comparison
Moderna, Inc. (MRNA) has a higher volatility of 21.74% compared to Charter Communications, Inc. (CHTR) at 15.17%. 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.
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Volatility by Period
| MRNA | CHTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.74% | 15.17% | +6.57% |
Volatility (6M)Calculated over the trailing 6-month period | 51.09% | 43.29% | +7.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.45% | 49.59% | +16.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.76% | 39.35% | +27.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.27% | 34.29% | +37.98% |
Dividends
MRNA vs. CHTR - Dividend Comparison
Neither MRNA nor CHTR has paid dividends to shareholders.
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MRNA and CHTR have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRNA has higher volatility (21.74%) compared to CHTR (15.17%). In terms of maximum drawdown, MRNA dropped -95.38% vs CHTR's -84.71%.
MRNA currently has the higher Sharpe Ratio (2.08 vs -1.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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