PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CHS Inc. (CHSCO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US12542R3084

CUSIP

12542R308

Sector

Consumer Defensive

IPO Date

Sep 23, 2013

Highlights

Total Revenue (TTM)

$27.87B

Gross Profit (TTM)

$1.22B

EBITDA (TTM)

$999.06M

Year Range

$23.91 - $26.94

Short Ratio

0.93

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
CHSCO vs. CHSCP CHSCO vs. CHSCN CHSCO vs. CHSCM CHSCO vs. CHSCL CHSCO vs. LMNR CHSCO vs. DOLE CHSCO vs. CTVA
Popular comparisons:
CHSCO vs. CHSCP CHSCO vs. CHSCN CHSCO vs. CHSCM CHSCO vs. CHSCL CHSCO vs. LMNR CHSCO vs. DOLE CHSCO vs. CTVA

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in CHS Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
121.79%
245.05%
CHSCO (CHS Inc.)
Benchmark (^GSPC)

Returns By Period

CHS Inc. had a return of 6.27% year-to-date (YTD) and 8.90% in the last 12 months. Over the past 10 years, CHS Inc. had an annualized return of 6.36%, while the S&P 500 had an annualized return of 11.01%, indicating that CHS Inc. did not perform as well as the benchmark.


CHSCO

YTD

6.27%

1M

-0.71%

6M

1.09%

1Y

8.90%

5Y*

6.58%

10Y*

6.36%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of CHSCO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.51%2.68%1.79%-0.52%2.21%1.48%-3.20%0.95%2.69%-0.52%-0.04%6.27%
20231.33%-0.23%5.19%-1.99%1.26%0.17%1.08%2.92%0.54%-4.37%2.54%3.00%11.68%
2022-3.34%-0.73%-0.59%3.00%2.00%-0.56%3.07%-1.42%-4.97%-1.04%1.56%0.04%-3.25%
2021-1.11%-0.74%3.44%-1.01%0.74%0.99%0.95%-0.07%1.29%-0.18%-1.26%2.83%5.89%
20202.24%-3.23%-5.47%7.72%2.90%-4.46%5.38%1.28%1.90%0.65%2.61%2.03%13.49%
20197.08%0.54%0.44%0.37%0.07%0.42%1.29%-0.91%2.19%1.32%-0.14%0.60%13.86%
2018-0.17%0.52%3.18%-2.83%-1.20%3.26%0.45%1.43%-1.55%-4.40%-0.33%-2.49%-4.34%
20171.34%3.11%0.05%-0.52%0.07%1.81%1.70%0.10%1.24%-1.36%0.03%1.23%9.08%
2016-1.56%-2.61%5.50%-1.54%2.13%2.65%4.75%1.45%-2.43%5.87%-7.53%-0.88%5.05%
2015-1.51%3.21%0.23%-0.14%0.95%-1.35%1.83%-0.11%1.33%1.59%0.31%1.69%8.23%
20140.70%-3.87%7.89%1.06%2.71%-0.93%-1.05%-0.00%-2.79%1.86%0.28%1.59%7.21%
20135.13%4.26%0.14%1.10%10.98%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 76, CHSCO is among the top 24% of stocks on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CHSCO is 7676
Overall Rank
The Sharpe Ratio Rank of CHSCO is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of CHSCO is 6767
Sortino Ratio Rank
The Omega Ratio Rank of CHSCO is 6868
Omega Ratio Rank
The Calmar Ratio Rank of CHSCO is 8888
Calmar Ratio Rank
The Martin Ratio Rank of CHSCO is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for CHS Inc. (CHSCO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for CHSCO, currently valued at 0.93, compared to the broader market-4.00-2.000.002.000.931.90
The chart of Sortino ratio for CHSCO, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.001.332.54
The chart of Omega ratio for CHSCO, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.35
The chart of Calmar ratio for CHSCO, currently valued at 1.76, compared to the broader market0.002.004.006.001.762.81
The chart of Martin ratio for CHSCO, currently valued at 4.48, compared to the broader market0.0010.0020.004.4812.39
CHSCO
^GSPC

The current CHS Inc. Sharpe ratio is 0.93. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of CHS Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.93
1.90
CHSCO (CHS Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

CHS Inc. provided a 7.51% dividend yield over the last twelve months, with an annual payout of $1.97 per share.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%$0.00$0.50$1.00$1.50$2.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.97$1.97$1.97$1.97$1.97$1.97$1.97$1.97$1.97$1.97$1.97$0.49

Dividend yield

7.51%7.42%7.69%6.92%6.84%7.22%7.66%6.83%6.96%6.83%6.90%1.73%

Monthly Dividends

The table displays the monthly dividend distributions for CHS Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.49$1.97
2023$0.00$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.49$1.97
2022$0.00$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.49$1.97
2021$0.00$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.49$1.97
2020$0.00$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.49$1.97
2019$0.00$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.49$1.97
2018$0.00$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.49$1.97
2017$0.00$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.49$1.97
2016$0.00$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.49$1.97
2015$0.00$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.49$1.97
2014$0.00$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.49$1.97
2013$0.49$0.49

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.59%
-3.58%
CHSCO (CHS Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the CHS Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the CHS Inc. was 29.21%, occurring on Mar 18, 2020. Recovery took 107 trading sessions.

The current CHS Inc. drawdown is 2.59%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.21%Feb 18, 202022Mar 18, 2020107Aug 19, 2020129
-11.05%Jul 23, 2018106Dec 20, 201869Apr 2, 2019175
-9.77%Oct 24, 201646Dec 28, 2016242Dec 13, 2017288
-9.16%Aug 5, 202256Oct 24, 2022111Apr 4, 2023167
-6.62%May 20, 2014102Oct 13, 2014109Mar 20, 2015211

Volatility

Volatility Chart

The current CHS Inc. volatility is 2.95%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.95%
3.64%
CHSCO (CHS Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of CHS Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for CHS Inc..


Loading data...

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab