RIG vs. CODI
Compare and contrast key facts about Transocean Ltd. (RIG) and Compass Diversified (CODI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RIG or CODI.
Key characteristics
| RIG | CODI | |
|---|---|---|
| YTD Return | -33.23% | 7.86% |
| 1Y Return | -36.14% | 23.29% |
| 3Y Return (Ann) | 7.55% | -4.76% |
| 5Y Return (Ann) | -2.70% | 6.87% |
| 10Y Return (Ann) | -16.13% | 10.90% |
| Sharpe Ratio | -0.73 | 1.08 |
| Sortino Ratio | -0.92 | 1.58 |
| Omega Ratio | 0.90 | 1.21 |
| Calmar Ratio | -0.36 | 0.92 |
| Martin Ratio | -1.53 | 4.05 |
| Ulcer Index | 23.03% | 7.78% |
| Daily Std Dev | 48.26% | 29.25% |
| Max Drawdown | -99.48% | -56.83% |
| Current Drawdown | -96.70% | -19.05% |
Fundamentals
| RIG | CODI | |
|---|---|---|
| Market Cap | $3.76B | $1.75B |
| EPS | -$0.76 | -$1.89 |
| PEG Ratio | -22.91 | 2.71 |
| Total Revenue (TTM) | $3.31B | $2.07B |
| Gross Profit (TTM) | $1.49B | $912.44M |
| EBITDA (TTM) | -$162.00M | $338.53M |
Correlation
The correlation between RIG and CODI is 0.28, 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.
Performance
RIG vs. CODI - Performance Comparison
In the year-to-date period, RIG achieves a -33.23% return, which is significantly lower than CODI's 7.86% return. Over the past 10 years, RIG has underperformed CODI with an annualized return of -16.13%, while CODI has yielded a comparatively higher 10.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
RIG vs. CODI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Transocean Ltd. (RIG) and Compass Diversified (CODI). 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.
Dividends
RIG vs. CODI - Dividend Comparison
RIG has not paid dividends to shareholders, while CODI's dividend yield for the trailing twelve months is around 4.32%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RIG Transocean Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 8.48% | 15.33% | 3.40% |
CODI Compass Diversified | 4.32% | 4.45% | 5.49% | 7.59% | 7.40% | 5.79% | 11.57% | 8.50% | 8.04% | 9.06% | 8.86% | 7.34% |
Drawdowns
RIG vs. CODI - Drawdown Comparison
The maximum RIG drawdown since its inception was -99.48%, which is greater than CODI's maximum drawdown of -56.83%. Use the drawdown chart below to compare losses from any high point for RIG and CODI. For additional features, visit the drawdowns tool.
Volatility
RIG vs. CODI - Volatility Comparison
Transocean Ltd. (RIG) has a higher volatility of 14.58% compared to Compass Diversified (CODI) at 11.30%. This indicates that RIG's price experiences larger fluctuations and is considered to be riskier than CODI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
RIG vs. CODI - Financials Comparison
This section allows you to compare key financial metrics between Transocean Ltd. and Compass Diversified. 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