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

Key characteristics


CHE^SP500TR
YTD Return3.43%5.50%
1Y Return6.96%23.12%
3Y Return (Ann)9.28%7.93%
5Y Return (Ann)13.41%13.25%
10Y Return (Ann)22.15%12.51%
Sharpe Ratio0.361.97
Daily Std Dev20.11%11.80%
Max Drawdown-57.54%-55.25%
Current Drawdown-7.11%-4.58%

Correlation

-0.50.00.51.00.4

The correlation between CHE and ^SP500TR is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

CHE vs. ^SP500TR - Performance Comparison

In the year-to-date period, CHE achieves a 3.43% return, which is significantly lower than ^SP500TR's 5.50% return. Over the past 10 years, CHE has outperformed ^SP500TR with an annualized return of 22.15%, while ^SP500TR has yielded a comparatively lower 12.51% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
19.35%
18.86%
CHE
^SP500TR

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Chemed Corporation

S&P 500 Total Return

Risk-Adjusted Performance

CHE vs. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chemed Corporation (CHE) 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.


CHE
Sharpe ratio
The chart of Sharpe ratio for CHE, currently valued at 0.36, compared to the broader market-2.00-1.000.001.002.003.000.36
Sortino ratio
The chart of Sortino ratio for CHE, currently valued at 0.68, compared to the broader market-4.00-2.000.002.004.000.68
Omega ratio
The chart of Omega ratio for CHE, currently valued at 1.09, compared to the broader market0.501.001.501.09
Calmar ratio
The chart of Calmar ratio for CHE, currently valued at 0.61, compared to the broader market0.001.002.003.004.005.000.61
Martin ratio
The chart of Martin ratio for CHE, currently valued at 1.26, compared to the broader market0.0010.0020.0030.001.27
^SP500TR
Sharpe ratio
The chart of Sharpe ratio for ^SP500TR, currently valued at 1.97, compared to the broader market-2.00-1.000.001.002.003.001.97
Sortino ratio
The chart of Sortino ratio for ^SP500TR, currently valued at 2.86, compared to the broader market-4.00-2.000.002.004.002.86
Omega ratio
The chart of Omega ratio for ^SP500TR, currently valued at 1.34, compared to the broader market0.501.001.501.34
Calmar ratio
The chart of Calmar ratio for ^SP500TR, currently valued at 1.71, compared to the broader market0.001.002.003.004.005.001.71
Martin ratio
The chart of Martin ratio for ^SP500TR, currently valued at 8.23, compared to the broader market0.0010.0020.0030.008.23

CHE vs. ^SP500TR - Sharpe Ratio Comparison

The current CHE Sharpe Ratio is 0.36, which is lower than the ^SP500TR Sharpe Ratio of 1.97. The chart below compares the 12-month rolling Sharpe Ratio of CHE and ^SP500TR.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.36
1.97
CHE
^SP500TR

Drawdowns

CHE vs. ^SP500TR - Drawdown Comparison

The maximum CHE drawdown since its inception was -57.54%, roughly equal to the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for CHE and ^SP500TR. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-7.11%
-4.58%
CHE
^SP500TR

Volatility

CHE vs. ^SP500TR - Volatility Comparison

The current volatility for Chemed Corporation (CHE) is 2.97%, while S&P 500 Total Return (^SP500TR) has a volatility of 3.29%. This indicates that CHE experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
2.97%
3.29%
CHE
^SP500TR