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ORN vs. CHRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ORN vs. CHRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Orion Group Holdings, Inc. (ORN) and C.H. Robinson Worldwide, Inc. (CHRW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ORN achieves a 39.94% return, which is significantly higher than CHRW's 12.81% return. Over the past 10 years, ORN has underperformed CHRW with an annualized return of 11.32%, while CHRW has yielded a comparatively higher 11.95% annualized return.


ORN

1D
-1.35%
1M
-4.86%
YTD
39.94%
6M
38.82%
1Y
62.88%
3Y*
75.12%
5Y*
18.83%
10Y*
11.32%

CHRW

1D
1.24%
1M
12.09%
YTD
12.81%
6M
14.13%
1Y
91.26%
3Y*
25.51%
5Y*
15.97%
10Y*
11.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ORN vs. CHRW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ORN
Orion Group Holdings, Inc.
39.94%35.61%48.38%107.56%-36.87%-23.99%-4.43%20.98%-45.21%-21.31%
CHRW
C.H. Robinson Worldwide, Inc.
12.81%59.01%22.89%-3.10%-13.09%17.22%22.95%-4.71%-3.63%24.56%

Correlation

The correlation between ORN and CHRW is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.14

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

0.11

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

0.15

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2007

0.24

The correlation between ORN and CHRW shifts across timeframes, from 0.11 (5 years) to 0.24 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ORN:

$558.25M

CHRW:

$21.87B

EPS

ORN:

$0.22

CHRW:

$4.93

PE Ratio

ORN:

64.37

CHRW:

36.62

PEG Ratio

ORN:

0.03

CHRW:

6.82

PS Ratio

ORN:

0.63

CHRW:

1.35

PB Ratio

ORN:

3.35

CHRW:

12.83

Total Revenue (TTM)

ORN:

$879.91M

CHRW:

$16.20B

Gross Profit (TTM)

ORN:

$108.48M

CHRW:

$1.03B

EBITDA (TTM)

ORN:

$37.98M

CHRW:

$948.77M

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Return for Risk

ORN vs. CHRW — Risk / Return Rank

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

ORN
ORN Risk / Return Rank: 7272
Overall Rank
ORN Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ORN Sortino Ratio Rank: 7171
Sortino Ratio Rank
ORN Omega Ratio Rank: 6868
Omega Ratio Rank
ORN Calmar Ratio Rank: 7474
Calmar Ratio Rank
ORN Martin Ratio Rank: 7272
Martin Ratio Rank

CHRW
CHRW Risk / Return Rank: 9090
Overall Rank
CHRW Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CHRW Sortino Ratio Rank: 8888
Sortino Ratio Rank
CHRW Omega Ratio Rank: 9292
Omega Ratio Rank
CHRW Calmar Ratio Rank: 8989
Calmar Ratio Rank
CHRW Martin Ratio Rank: 9090
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.

ORN vs. CHRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Orion Group Holdings, Inc. (ORN) and C.H. Robinson Worldwide, Inc. (CHRW). 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.


ORNCHRWDifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.22

1.47

-0.25

Calmar ratioReturn relative to maximum drawdown

2.00

4.57

-2.57

Martin ratioReturn relative to average drawdown

4.24

12.08

-7.83

ORN vs. CHRW - Sharpe Ratio Comparison

The current ORN Sharpe Ratio is 1.10, which is lower than the CHRW Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of ORN and CHRW, 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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Sharpe Ratios by Period


ORNCHRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

2.19

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.50

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.42

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.46

-0.47

Drawdowns

ORN vs. CHRW - Drawdown Comparison

The maximum ORN drawdown since its inception was -93.27%, which is greater than CHRW's maximum drawdown of -44.54%. Use the drawdown chart below to compare losses from any high point for ORN and CHRW.


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Drawdown Indicators


ORNCHRWDifference

Max Drawdown

Largest peak-to-trough decline

-93.27%

-44.54%

-48.73%

Max Drawdown (1Y)

Largest decline over 1 year

-31.56%

-20.07%

-11.49%

Max Drawdown (3Y)

Largest decline over 3 years

-57.62%

-30.86%

-26.76%

Max Drawdown (5Y)

Largest decline over 5 years

-63.55%

-40.55%

-23.00%

Max Drawdown (10Y)

Largest decline over 10 years

-85.38%

-40.55%

-44.83%

Current Drawdown

Current decline from peak

-41.85%

-9.59%

-32.26%

Average Drawdown

Average peak-to-trough decline

-64.11%

-12.09%

-52.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.86%

7.58%

+7.28%

Volatility

ORN vs. CHRW - Volatility Comparison

Orion Group Holdings, Inc. (ORN) has a higher volatility of 12.81% compared to C.H. Robinson Worldwide, Inc. (CHRW) at 9.36%. This indicates that ORN's price experiences larger fluctuations and is considered to be riskier than CHRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ORNCHRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.81%

9.36%

+3.45%

Volatility (6M)

Calculated over the trailing 6-month period

38.39%

29.76%

+8.63%

Volatility (1Y)

Calculated over the trailing 1-year period

57.58%

41.94%

+15.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.02%

32.34%

+29.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.87%

28.84%

+33.03%

Dividends

ORN vs. CHRW - Dividend Comparison

ORN has not paid dividends to shareholders, while CHRW's dividend yield for the trailing twelve months is around 1.38%.


PositionTTM20252024202320222021202020192018201720162015
CHRW
C.H. Robinson Worldwide, Inc.
1.38%1.55%2.38%2.82%2.47%1.93%2.17%2.57%2.24%2.03%2.38%2.53%
ORN
Orion Group Holdings, 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%

Financials

ORN vs. CHRW - Financials Comparison

This section allows you to compare key financial metrics between Orion Group Holdings, Inc. and C.H. Robinson Worldwide, 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


0.001.00B2.00B3.00B4.00B5.00B6.00B7.00B20222023202420252026
216.30M
4.01B
(ORN) Total Revenue
(CHRW) Total Revenue
Values in USD except per share items

ORN vs. CHRW - Profitability Comparison

The chart below illustrates the profitability comparison between Orion Group Holdings, Inc. and C.H. Robinson Worldwide, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%2.0%4.0%6.0%8.0%10.0%12.0%14.0%20222023202420252026
12.0%
0
Portfolio components
ORN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Orion Group Holdings, Inc. reported a gross profit of 25.88M and revenue of 216.30M. Therefore, the gross margin over that period was 12.0%.

CHRW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, C.H. Robinson Worldwide, Inc. reported a gross profit of 0.00 and revenue of 4.01B. Therefore, the gross margin over that period was 0.0%.

ORN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Orion Group Holdings, Inc. reported an operating income of -795.00K and revenue of 216.30M, resulting in an operating margin of -0.4%.

CHRW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, C.H. Robinson Worldwide, Inc. reported an operating income of 175.69M and revenue of 4.01B, resulting in an operating margin of 4.4%.

ORN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Orion Group Holdings, Inc. reported a net income of 4.69M and revenue of 216.30M, resulting in a net margin of 2.2%.

CHRW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, C.H. Robinson Worldwide, Inc. reported a net income of 147.23M and revenue of 4.01B, resulting in a net margin of 3.7%.


Frequently Asked Questions


ORN and CHRW have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ORN has higher volatility (12.81%) compared to CHRW (9.36%). In terms of maximum drawdown, ORN dropped -93.27% vs CHRW's -44.54%.

CHRW currently has the higher Sharpe Ratio (2.19 vs 1.10), 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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