CHK vs. SO
Compare and contrast key facts about Chesapeake Energy Corporation (CHK) and The Southern Company (SO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHK or SO.
Key characteristics
| CHK | SO | |
|---|---|---|
| YTD Return | -15.21% | -0.77% |
| 1Y Return | -15.54% | -4.05% |
| 5Y Return (Ann) | 35.81% | 14.06% |
| 10Y Return (Ann) | 35.81% | 9.27% |
| Sharpe Ratio | -0.33 | -0.20 |
| Daily Std Dev | 44.12% | 22.45% |
| Max Drawdown | -29.69% | -38.43% |
Fundamentals
| CHK | SO | |
|---|---|---|
| Market Cap | $10.57B | $75.75B |
| EPS | $48.66 | $3.08 |
| PE Ratio | 1.62 | 22.56 |
| PEG Ratio | 0.24 | 2.92 |
| Revenue (TTM) | $13.45B | $29.11B |
| Gross Profit (TTM) | $8.13B | $10.82B |
| EBITDA (TTM) | $7.80B | $10.34B |
Correlation
The correlation between CHK and SO is 0.16, 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.
CHK vs. SO - Performance Comparison
In the year-to-date period, CHK achieves a -15.21% return, which is significantly higher than SO's -0.77% return. Over the past 10 years, CHK has outperformed SO with an annualized return of 35.81%, while SO has yielded a comparatively lower 9.27% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CHK vs. SO - Dividend Comparison
CHK's dividend yield for the trailing twelve months is around 15.53%, more than SO's 5.87% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHK Chesapeake Energy Corporation | 15.53% | 10.47% | 2.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SO The Southern Company | 5.87% | 3.86% | 4.05% | 4.57% | 4.45% | 6.53% | 6.08% | 6.01% | 6.40% | 6.19% | 7.49% | 7.26% |
CHK vs. SO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Chesapeake Energy Corporation (CHK) and The Southern Company (SO). 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
CHK Chesapeake Energy Corporation | -0.33 | ||||
SO The Southern Company | -0.20 |
CHK vs. SO - Drawdown Comparison
The maximum CHK drawdown for the period was -29.69%, lower than the maximum SO drawdown of -20.61%. The drawdown chart below compares losses from any high point along the way for CHK and SO
CHK vs. SO - Volatility Comparison
Chesapeake Energy Corporation (CHK) has a higher volatility of 9.70% compared to The Southern Company (SO) at 4.38%. This indicates that CHK's price experiences larger fluctuations and is considered to be riskier than SO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.