PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CHK vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CHK and VOO 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chesapeake Energy Corporation (CHK) and Vanguard S&P 500 ETF (VOO). 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%
10.43%
CHK
VOO

Key characteristics

Returns By Period


CHK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

26.92%

1M

0.27%

6M

10.43%

1Y

27.36%

5Y*

14.95%

10Y*

13.12%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CHK vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chesapeake Energy Corporation (CHK) and Vanguard S&P 500 ETF (VOO). 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-4.00-2.000.002.000.362.22
The chart of Sortino ratio for CHK, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.000.712.95
The chart of Omega ratio for CHK, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.42
The chart of Calmar ratio for CHK, currently valued at 0.28, compared to the broader market0.002.004.006.000.283.27
The chart of Martin ratio for CHK, currently valued at 0.72, compared to the broader market-5.000.005.0010.0015.0020.0025.000.7214.57
CHK
VOO


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.36
2.22
CHK
VOO

Dividends

CHK vs. VOO - Dividend Comparison

CHK has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.


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%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

CHK vs. VOO - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.83%
-1.77%
CHK
VOO

Volatility

CHK vs. VOO - Volatility Comparison

The current volatility for Chesapeake Energy Corporation (CHK) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.78%. This indicates that CHK experiences smaller price fluctuations and is considered to be less risky than VOO 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
3.78%
CHK
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab