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BKH vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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

The chart below illustrates the hypothetical performance of a $10,000 investment in Black Hills Corporation (BKH) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BKH:

0.44

^SP500TR:

0.72

Sortino Ratio

BKH:

0.81

^SP500TR:

1.11

Omega Ratio

BKH:

1.10

^SP500TR:

1.16

Calmar Ratio

BKH:

0.33

^SP500TR:

0.74

Martin Ratio

BKH:

1.67

^SP500TR:

2.85

Ulcer Index

BKH:

5.77%

^SP500TR:

4.87%

Daily Std Dev

BKH:

19.68%

^SP500TR:

19.65%

Max Drawdown

BKH:

-65.73%

^SP500TR:

-55.25%

Current Drawdown

BKH:

-15.98%

^SP500TR:

-2.60%

Returns By Period

In the year-to-date period, BKH achieves a 3.04% return, which is significantly higher than ^SP500TR's 1.92% return. Over the past 10 years, BKH has underperformed ^SP500TR with an annualized return of 5.77%, while ^SP500TR has yielded a comparatively higher 12.86% annualized return.


BKH

YTD

3.04%

1M

-1.62%

6M

-4.22%

1Y

8.53%

3Y*

-2.89%

5Y*

4.23%

10Y*

5.77%

^SP500TR

YTD

1.92%

1M

13.03%

6M

1.88%

1Y

13.97%

3Y*

16.97%

5Y*

16.71%

10Y*

12.86%

*Annualized

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Black Hills Corporation

S&P 500 Total Return

Risk-Adjusted Performance

BKH vs. ^SP500TR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BKH
The Risk-Adjusted Performance Rank of BKH is 6565
Overall Rank
The Sharpe Ratio Rank of BKH is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of BKH is 6060
Sortino Ratio Rank
The Omega Ratio Rank of BKH is 5959
Omega Ratio Rank
The Calmar Ratio Rank of BKH is 6666
Calmar Ratio Rank
The Martin Ratio Rank of BKH is 7070
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 7676
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 7070
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 7979
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 7676
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 8080
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.

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.


The current BKH Sharpe Ratio is 0.44, which is lower than the ^SP500TR Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of BKH and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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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.


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Volatility

BKH vs. ^SP500TR - Volatility Comparison

Black Hills Corporation (BKH) has a higher volatility of 6.51% compared to S&P 500 Total Return (^SP500TR) at 5.42%. 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.


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