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CHK vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

CHK vs. SPY

Last updated May 11, 2025

Compare and contrast key facts about Chesapeake Energy Corporation (CHK) and SPDR S&P 500 ETF (SPY).

SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHK or SPY.

Correlation

The correlation between CHK and SPY is 0.33, 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

CHK vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chesapeake Energy Corporation (CHK) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period

CHK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPY

YTD

-3.42%

1M

7.58%

6M

-5.06%

1Y

9.73%

5Y*

15.77%

10Y*

12.35%

*Annualized

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Risk-Adjusted Performance

CHK vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CHK
The Risk-Adjusted Performance Rank of CHK is 5151
Overall Rank
The Sharpe Ratio Rank of CHK is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of CHK is 4040
Sortino Ratio Rank
The Omega Ratio Rank of CHK is 4949
Omega Ratio Rank
The Calmar Ratio Rank of CHK is 4646
Calmar Ratio Rank
The Martin Ratio Rank of CHK is 6767
Martin Ratio Rank
SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6565
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.

CHK vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chesapeake Energy Corporation (CHK) and SPDR S&P 500 ETF (SPY). 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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Dividends

CHK vs. SPY - Dividend Comparison

CHK has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.27%.

TTM20242023202220212020201920182017201620152014
CHK
Chesapeake Energy Corporation		2.12%2.82%4.70%10.16%1.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF		1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

CHK vs. SPY - Drawdown Comparison

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Volatility

CHK vs. SPY - Volatility Comparison

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