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

Correlation

The correlation between CHE and ^SP500TR is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


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.

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Key characteristics

Daily Std Dev

CHE:

12.73%

^SP500TR:

19.36%

Max Drawdown

CHE:

-1.45%

^SP500TR:

-55.25%

Current Drawdown

CHE:

-1.25%

^SP500TR:

-7.62%

Returns By Period


CHE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^SP500TR

YTD

-3.34%

1M

5.60%

6M

-4.97%

1Y

9.82%

5Y*

16.38%

10Y*

12.34%

*Annualized

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Risk-Adjusted Performance

CHE vs. ^SP500TR — Risk-Adjusted Performance Rank

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

CHE
The Risk-Adjusted Performance Rank of CHE is 4545
Overall Rank
The Sharpe Ratio Rank of CHE is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of CHE is 3939
Sortino Ratio Rank
The Omega Ratio Rank of CHE is 4040
Omega Ratio Rank
The Calmar Ratio Rank of CHE is 4747
Calmar Ratio Rank
The Martin Ratio Rank of CHE is 4747
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 7777
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 7474
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 7878
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 8181
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.

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.



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Drawdowns

CHE vs. ^SP500TR - Drawdown Comparison

The maximum CHE drawdown since its inception was -1.45%, smaller than 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.


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Volatility

CHE vs. ^SP500TR - Volatility Comparison


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