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 | 19.81% | 27.29% |
| 1Y Return | 33.13% | 37.86% |
| 3Y Return (Ann) | 2.69% | 10.37% |
| 5Y Return (Ann) | -0.11% | 16.06% |
| 10Y Return (Ann) | 4.94% | 13.48% |
| Sharpe Ratio | 1.65 | 3.24 |
| Sortino Ratio | 2.44 | 4.29 |
| Omega Ratio | 1.30 | 1.61 |
| Calmar Ratio | 0.96 | 4.74 |
| Martin Ratio | 8.26 | 21.46 |
| Ulcer Index | 4.25% | 1.87% |
| Daily Std Dev | 21.25% | 12.29% |
| Max Drawdown | -65.73% | -55.25% |
| Current Drawdown | -13.98% | 0.00% |
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 19.81% return, which is significantly lower than ^SP500TR's 27.29% return. Over the past 10 years, BKH has underperformed ^SP500TR with an annualized return of 4.94%, while ^SP500TR has yielded a comparatively higher 13.48% 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 6.70% compared to S&P 500 Total Return (^SP500TR) at 3.89%. 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.