BKH vs. ^SP500TR
Compare and contrast key facts about Black Hills Corporation (BKH) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BKH or ^SP500TR.
Key characteristics
| BKH | ^SP500TR | |
|---|---|---|
| YTD Return | 21.31% | 26.96% |
| 1Y Return | 29.52% | 35.01% |
| 3Y Return (Ann) | 3.11% | 10.25% |
| 5Y Return (Ann) | 0.01% | 15.79% |
| 10Y Return (Ann) | 5.06% | 13.44% |
| Sharpe Ratio | 1.75 | 3.06 |
| Sortino Ratio | 2.58 | 4.07 |
| Omega Ratio | 1.32 | 1.58 |
| Calmar Ratio | 1.09 | 4.45 |
| Martin Ratio | 8.76 | 20.17 |
| Ulcer Index | 4.24% | 1.87% |
| Daily Std Dev | 21.26% | 12.28% |
| Max Drawdown | -65.73% | -55.25% |
| Current Drawdown | -12.91% | -0.26% |
Correlation
The correlation between BKH and ^SP500TR is 0.38, 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
BKH vs. ^SP500TR - Performance Comparison
In the year-to-date period, BKH achieves a 21.31% return, which is significantly lower than ^SP500TR's 26.96% return. Over the past 10 years, BKH has underperformed ^SP500TR with an annualized return of 5.06%, while ^SP500TR has yielded a comparatively higher 13.44% 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
BKH vs. ^SP500TR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Black Hills Corporation (BKH) and S&P 500 Total Return (^SP500TR). 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.
Drawdowns
BKH vs. ^SP500TR - Drawdown Comparison
The maximum BKH drawdown since its inception was -65.73%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for BKH and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
BKH vs. ^SP500TR - Volatility Comparison
Black Hills Corporation (BKH) has a higher volatility of 6.88% compared to S&P 500 Total Return (^SP500TR) at 3.75%. This indicates that BKH's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.