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

Correlation

The correlation between CHK and SPY is 0.34, 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.


-0.50.00.51.00.3

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.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-3.14%
10.27%
CHK
SPY

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

26.72%

1M

0.20%

6M

10.28%

1Y

27.17%

5Y*

14.87%

10Y*

13.04%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for CHK, currently valued at 0.36, compared to the broader market-4.00-2.000.002.000.362.21
The chart of Sortino ratio for CHK, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.000.712.93
The chart of Omega ratio for CHK, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.41
The chart of Calmar ratio for CHK, currently valued at 0.28, compared to the broader market0.002.004.006.000.283.26
The chart of Martin ratio for CHK, currently valued at 0.72, compared to the broader market-5.000.005.0010.0015.0020.0025.000.7214.40
CHK
SPY


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.36
2.21
CHK
SPY

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 1.19%.


TTM20232022202120202019201820172016201520142013
CHK
Chesapeake Energy Corporation
2.82%4.70%10.16%1.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.19%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

CHK vs. SPY - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.83%
-1.83%
CHK
SPY

Volatility

CHK vs. SPY - Volatility Comparison

The current volatility for Chesapeake Energy Corporation (CHK) is 0.00%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.83%. This indicates that CHK experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember0
3.83%
CHK
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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