CHSCL vs. CHSCO
Compare and contrast key facts about CHS Inc. (CHSCL) and CHS Inc. (CHSCO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHSCL or CHSCO.
Key characteristics
CHSCL | CHSCO | |
---|---|---|
YTD Return | 10.12% | 8.43% |
1Y Return | 11.81% | 12.89% |
3Y Return (Ann) | 3.50% | 5.62% |
5Y Return (Ann) | 6.43% | 7.21% |
Sharpe Ratio | 1.39 | 1.36 |
Sortino Ratio | 2.00 | 1.95 |
Omega Ratio | 1.27 | 1.26 |
Calmar Ratio | 2.49 | 2.54 |
Martin Ratio | 5.50 | 6.80 |
Ulcer Index | 1.89% | 1.82% |
Daily Std Dev | 7.48% | 9.10% |
Max Drawdown | -29.20% | -29.21% |
Current Drawdown | 0.00% | -0.51% |
Fundamentals
CHSCL | CHSCO | |
---|---|---|
PEG Ratio | 0.00 | 0.00 |
Total Revenue (TTM) | $30.09B | $30.09B |
Gross Profit (TTM) | $1.46B | $1.46B |
EBITDA (TTM) | $1.01B | $1.01B |
Correlation
The correlation between CHSCL and CHSCO is 0.52, 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. CHSCO - Performance Comparison
In the year-to-date period, CHSCL achieves a 10.12% return, which is significantly higher than CHSCO's 8.43% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CHSCL vs. CHSCO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CHS Inc. (CHSCL) and CHS Inc. (CHSCO). 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.
Dividends
CHSCL vs. CHSCO - Dividend Comparison
CHSCL's dividend yield for the trailing twelve months is around 7.11%, less than CHSCO's 7.23% yield.
Drawdowns
CHSCL vs. CHSCO - Drawdown Comparison
The maximum CHSCL drawdown since its inception was -29.20%, roughly equal to the maximum CHSCO drawdown of -29.21%. Use the drawdown chart below to compare losses from any high point for CHSCL and CHSCO. For additional features, visit the drawdowns tool.
Volatility
CHSCL vs. CHSCO - Volatility Comparison
The current volatility for CHS Inc. (CHSCL) is 1.87%, while CHS Inc. (CHSCO) has a volatility of 3.00%. This indicates that CHSCL experiences smaller price fluctuations and is considered to be less risky than CHSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CHSCL vs. CHSCO - 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.
Total Revenue: Total amount of money received from sales and other business activities