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CHSCL vs. CHSCN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CHSCLCHSCN
YTD Return3.51%3.05%
1Y Return5.61%8.00%
3Y Return (Ann)3.23%3.60%
5Y Return (Ann)5.87%5.97%
Sharpe Ratio0.550.85
Daily Std Dev8.75%8.41%
Max Drawdown-29.20%-42.38%
Current Drawdown-3.38%-5.95%

Fundamentals


CHSCLCHSCN
PEG Ratio0.000.00
Revenue (TTM)$42.00B$42.00B
Gross Profit (TTM)$2.13B$2.13B
EBITDA (TTM)$1.51B$1.51B

Correlation

-0.50.00.51.00.5

The correlation between CHSCL and CHSCN is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

CHSCL vs. CHSCN - Performance Comparison

In the year-to-date period, CHSCL achieves a 3.51% return, which is significantly higher than CHSCN's 3.05% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
6.10%
5.63%
CHSCL
CHSCN

Compare stocks, funds, or ETFs

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


CHS Inc.

CHS Inc.

Risk-Adjusted Performance

CHSCL vs. CHSCN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CHS Inc. (CHSCL) and CHS Inc. (CHSCN). 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.


CHSCL
Sharpe ratio
The chart of Sharpe ratio for CHSCL, currently valued at 0.55, compared to the broader market-2.00-1.000.001.002.003.000.55
Sortino ratio
The chart of Sortino ratio for CHSCL, currently valued at 0.81, compared to the broader market-4.00-2.000.002.004.006.000.81
Omega ratio
The chart of Omega ratio for CHSCL, currently valued at 1.10, compared to the broader market0.501.001.501.10
Calmar ratio
The chart of Calmar ratio for CHSCL, currently valued at 1.06, compared to the broader market0.001.002.003.004.005.006.001.06
Martin ratio
The chart of Martin ratio for CHSCL, currently valued at 2.49, compared to the broader market0.0010.0020.0030.002.49
CHSCN
Sharpe ratio
The chart of Sharpe ratio for CHSCN, currently valued at 0.85, compared to the broader market-2.00-1.000.001.002.003.000.85
Sortino ratio
The chart of Sortino ratio for CHSCN, currently valued at 1.29, compared to the broader market-4.00-2.000.002.004.006.001.29
Omega ratio
The chart of Omega ratio for CHSCN, currently valued at 1.16, compared to the broader market0.501.001.501.16
Calmar ratio
The chart of Calmar ratio for CHSCN, currently valued at 1.07, compared to the broader market0.001.002.003.004.005.006.001.07
Martin ratio
The chart of Martin ratio for CHSCN, currently valued at 3.41, compared to the broader market0.0010.0020.0030.003.41

CHSCL vs. CHSCN - Sharpe Ratio Comparison

The current CHSCL Sharpe Ratio is 0.55, which is lower than the CHSCN Sharpe Ratio of 0.85. The chart below compares the 12-month rolling Sharpe Ratio of CHSCL and CHSCN.


Rolling 12-month Sharpe Ratio0.501.001.502.00NovemberDecember2024FebruaryMarchApril
0.55
0.85
CHSCL
CHSCN

Dividends

CHSCL vs. CHSCN - Dividend Comparison

CHSCL's dividend yield for the trailing twelve months is around 7.30%, more than CHSCN's 7.02% yield.


TTM2023202220212020201920182017201620152014
CHSCL
CHS Inc.
7.30%7.42%7.22%6.58%6.34%6.85%7.42%6.66%6.91%6.57%0.00%
CHSCN
CHS Inc.
7.02%7.11%7.30%6.46%6.38%6.52%7.19%6.49%6.70%6.51%4.92%

Drawdowns

CHSCL vs. CHSCN - Drawdown Comparison

The maximum CHSCL drawdown since its inception was -29.20%, smaller than the maximum CHSCN drawdown of -42.38%. Use the drawdown chart below to compare losses from any high point for CHSCL and CHSCN. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.38%
-5.95%
CHSCL
CHSCN

Volatility

CHSCL vs. CHSCN - Volatility Comparison

The current volatility for CHS Inc. (CHSCL) is 1.80%, while CHS Inc. (CHSCN) has a volatility of 2.25%. This indicates that CHSCL experiences smaller price fluctuations and is considered to be less risky than CHSCN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%NovemberDecember2024FebruaryMarchApril
1.80%
2.25%
CHSCL
CHSCN

Financials

CHSCL vs. CHSCN - Financials Comparison

This section allows you to compare key financial metrics between CHS Inc. and CHS Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items