A supply chain with a risk neutral supplier and multiple risk preference retailers is studied. It is assumed that the market demand is random and each retailer’s demand is directly proportional to its ordering quantity. The mean CVaR criterion is used to describe the retailers’ attitudes towards risk. In the retailers symmetric, the monotonicity of the total balance order quantity of the system about retailers’ number and risk preference coefficient is obtained. It is proved that when the risk appetite coefficient meets certain conditions, the wholesale contract can coordinate the supply chain, and the larger stochastic demand leads to higher total balance order quantity of the system. The numerical example is given to illustrate the influence of demand variability on the total balance order quantity of the system.