CHE vs. ^SP500TR

Last updated Apr 2, 2026

Compare and contrast key facts about Chemed Corporation (CHE) and S&P 500 Total Return (^SP500TR).

Performance

CHE vs. ^SP500TR - Performance Comparison

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

CHE vs. ^SP500TR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CHE Chemed Corporation	-11.64%	-18.87%	-9.11%	14.90%	-3.22%	-0.38%	21.59%	55.58%	17.01%	52.32%
^SP500TR S&P 500 Total Return	-3.64%	17.88%	25.02%	26.29%	-18.11%	28.71%	18.40%	31.49%	-4.38%	21.83%

Returns By Period

In the year-to-date period, CHE achieves a -11.64% return, which is significantly lower than ^SP500TR's -3.64% return. Over the past 10 years, CHE has underperformed ^SP500TR with an annualized return of 11.11%, while ^SP500TR has yielded a comparatively higher 14.17% annualized return.

CHE

• 1D: -0.05%
• 1M: -10.40%
• YTD: -11.64%
• 6M: -14.09%
• 1Y: -38.66%
• 3Y*: -10.79%
• 5Y*: -3.80%
• 10Y*: 11.11%

^SP500TR

• 1D: 0.72%
• 1M: -4.34%
• YTD: -3.64%
• 6M: -1.43%
• 1Y: 18.20%
• 3Y*: 18.60%
• 5Y*: 11.96%
• 10Y*: 14.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CHE vs. ^SP500TR — Risk / Return Rank

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

CHE

CHE Risk / Return Rank: 5
CHE Sharpe Ratio Rank: 2
CHE Sortino Ratio Rank: 5
CHE Omega Ratio Rank: 3
CHE Calmar Ratio Rank: 4
CHE Martin Ratio Rank: 9

^SP500TR

^SP500TR Risk / Return Rank: 72
^SP500TR Sharpe Ratio Rank: 66
^SP500TR Sortino Ratio Rank: 69
^SP500TR Omega Ratio Rank: 74
^SP500TR Calmar Ratio Rank: 67
^SP500TR Martin Ratio Rank: 83

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CHE vs. ^SP500TR - Risk-Adjusted Trends 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	^SP500TR	Difference
Sharpe ratio Return per unit of total volatility	-1.19	1.00	-2.19
Sortino ratio Return per unit of downside risk	-1.53	1.52	-3.05
Omega ratio Gain probability vs. loss probability	0.76	1.23	-0.47
Calmar ratio Return relative to maximum drawdown	-0.95	1.54	-2.49
Martin ratio Return relative to average drawdown	-1.49	7.32	-8.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CHE vs. ^SP500TR - Sharpe Ratio Comparison

The current CHE Sharpe Ratio is -1.19, which is lower than the ^SP500TR Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of CHE 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.

Sharpe Ratios by Period

	CHE	^SP500TR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.19	1.00	-2.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.15	0.71	-0.87
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	0.79	-0.35
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.62	-0.31

Correlation

The correlation between CHE and ^SP500TR is 0.39, 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.

Drawdowns

CHE vs. ^SP500TR - Drawdown Comparison

The maximum CHE drawdown since its inception was -83.78%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for CHE and ^SP500TR.

Drawdown Indicators

	CHE	^SP500TR	Difference
Max Drawdown Largest peak-to-trough decline	-83.78%	-55.25%	-28.53%
Max Drawdown (1Y) Largest decline over 1 year	-40.18%	-12.12%	-28.06%
Max Drawdown (5Y) Largest decline over 5 years	-42.88%	-24.49%	-18.39%
Max Drawdown (10Y) Largest decline over 10 years	-42.88%	-33.79%	-9.09%
Current Drawdown Current decline from peak	-41.49%	-5.55%	-35.94%
Average Drawdown Average peak-to-trough decline	-16.39%	-8.20%	-8.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.70%	2.55%	+23.15%

Volatility

CHE vs. ^SP500TR - Volatility Comparison

Chemed Corporation (CHE) has a higher volatility of 6.02% compared to S&P 500 Total Return (^SP500TR) at 5.38%. This indicates that CHE'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.

Volatility by Period

	CHE	^SP500TR	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.02%	5.38%	+0.64%
Volatility (6M) Calculated over the trailing 6-month period	23.25%	9.55%	+13.70%
Volatility (1Y) Calculated over the trailing 1-year period	32.62%	18.32%	+14.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.76%	16.90%	+7.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.68%	18.05%	+7.63%