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

Key characteristics


CHSSPY

Correlation

-0.50.00.51.00.3

The correlation between CHS and SPY is 0.35, 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

CHS vs. SPY - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


1,600.00%1,700.00%1,800.00%1,900.00%2,000.00%2,100.00%December2024FebruaryMarchAprilMay
2,087.32%
1,868.67%
CHS
SPY

Compare stocks, funds, or ETFs

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


Chico's FAS, Inc.

SPDR S&P 500 ETF

Risk-Adjusted Performance

CHS vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chico's FAS, Inc. (CHS) 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.


CHS
Sharpe ratio
The chart of Sharpe ratio for CHS, currently valued at 0.68, compared to the broader market-2.00-1.000.001.002.003.004.000.68
Sortino ratio
The chart of Sortino ratio for CHS, currently valued at 2.75, compared to the broader market-4.00-2.000.002.004.006.002.75
Omega ratio
The chart of Omega ratio for CHS, currently valued at 1.50, compared to the broader market0.501.001.501.50
Calmar ratio
The chart of Calmar ratio for CHS, currently valued at 0.55, compared to the broader market0.002.004.006.000.55
Martin ratio
The chart of Martin ratio for CHS, currently valued at 5.77, compared to the broader market-10.000.0010.0020.0030.005.77
SPY
Sharpe ratio
The chart of Sharpe ratio for SPY, currently valued at 1.91, compared to the broader market-2.00-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for SPY, currently valued at 2.75, compared to the broader market-4.00-2.000.002.004.006.002.75
Omega ratio
The chart of Omega ratio for SPY, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for SPY, currently valued at 1.64, compared to the broader market0.002.004.006.001.64
Martin ratio
The chart of Martin ratio for SPY, currently valued at 7.69, compared to the broader market-10.000.0010.0020.0030.007.69

CHS vs. SPY - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50December2024FebruaryMarchAprilMay
0.68
1.91
CHS
SPY

Dividends

CHS vs. SPY - Dividend Comparison

CHS has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.34%.


TTM20232022202120202019201820172016201520142013
CHS
Chico's FAS, Inc.
0.00%0.00%0.00%0.00%5.66%9.19%6.05%3.74%2.22%2.91%1.85%1.27%
SPY
SPDR S&P 500 ETF
1.34%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

CHS vs. SPY - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-78.25%
-4.36%
CHS
SPY

Volatility

CHS vs. SPY - Volatility Comparison

The current volatility for Chico's FAS, Inc. (CHS) is 0.00%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.88%. This indicates that CHS 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%1.00%2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay0
3.88%
CHS
SPY