CHE vs. ^SP500TR
Compare and contrast key facts about Chemed Corporation (CHE) 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: CHE or ^SP500TR.
Correlation
The correlation between CHE and ^SP500TR is 0.40, 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
CHE vs. ^SP500TR - Performance Comparison
Key characteristics
CHE:
-0.28
^SP500TR:
1.75
CHE:
-0.22
^SP500TR:
2.36
CHE:
0.97
^SP500TR:
1.32
CHE:
-0.32
^SP500TR:
2.66
CHE:
-0.50
^SP500TR:
11.02
CHE:
12.92%
^SP500TR:
2.04%
CHE:
23.09%
^SP500TR:
12.89%
CHE:
-56.47%
^SP500TR:
-55.25%
CHE:
-15.84%
^SP500TR:
-2.12%
Returns By Period
In the year-to-date period, CHE achieves a 3.10% return, which is significantly higher than ^SP500TR's 2.42% return. Over the past 10 years, CHE has outperformed ^SP500TR with an annualized return of 17.45%, while ^SP500TR has yielded a comparatively lower 13.06% annualized return.
CHE
3.10%
-0.89%
-4.48%
-8.17%
2.70%
17.45%
^SP500TR
2.42%
-1.08%
7.42%
19.81%
14.30%
13.06%
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Risk-Adjusted Performance
CHE vs. ^SP500TR — Risk-Adjusted Performance Rank
CHE
^SP500TR
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.
Drawdowns
CHE vs. ^SP500TR - Drawdown Comparison
The maximum CHE drawdown since its inception was -56.47%, 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.
Volatility
CHE vs. ^SP500TR - Volatility Comparison
Chemed Corporation (CHE) has a higher volatility of 6.92% compared to S&P 500 Total Return (^SP500TR) at 3.43%. 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.