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

Key characteristics


CHSCLCHSCO
YTD Return10.12%8.43%
1Y Return11.81%12.89%
3Y Return (Ann)3.50%5.62%
5Y Return (Ann)6.43%7.21%
Sharpe Ratio1.391.36
Sortino Ratio2.001.95
Omega Ratio1.271.26
Calmar Ratio2.492.54
Martin Ratio5.506.80
Ulcer Index1.89%1.82%
Daily Std Dev7.48%9.10%
Max Drawdown-29.20%-29.21%
Current Drawdown0.00%-0.51%

Fundamentals


CHSCLCHSCO
PEG Ratio0.000.00
Total Revenue (TTM)$30.09B$30.09B
Gross Profit (TTM)$1.46B$1.46B
EBITDA (TTM)$1.01B$1.01B

Correlation

-0.50.00.51.00.5

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.


-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
5.64%
5.75%
CHSCL
CHSCO

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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.


CHSCL
Sharpe ratio
The chart of Sharpe ratio for CHSCL, currently valued at 1.39, compared to the broader market-4.00-2.000.002.001.39
Sortino ratio
The chart of Sortino ratio for CHSCL, currently valued at 2.00, compared to the broader market-4.00-2.000.002.004.002.00
Omega ratio
The chart of Omega ratio for CHSCL, currently valued at 1.27, compared to the broader market0.501.001.502.001.27
Calmar ratio
The chart of Calmar ratio for CHSCL, currently valued at 2.49, compared to the broader market0.002.004.006.002.49
Martin ratio
The chart of Martin ratio for CHSCL, currently valued at 5.50, compared to the broader market-10.000.0010.0020.0030.005.50
CHSCO
Sharpe ratio
The chart of Sharpe ratio for CHSCO, currently valued at 1.36, compared to the broader market-4.00-2.000.002.001.36
Sortino ratio
The chart of Sortino ratio for CHSCO, currently valued at 1.95, compared to the broader market-4.00-2.000.002.004.001.95
Omega ratio
The chart of Omega ratio for CHSCO, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for CHSCO, currently valued at 2.54, compared to the broader market0.002.004.006.002.54
Martin ratio
The chart of Martin ratio for CHSCO, currently valued at 6.80, compared to the broader market-10.000.0010.0020.0030.006.80

CHSCL vs. CHSCO - Sharpe Ratio Comparison

The current CHSCL Sharpe Ratio is 1.39, which is comparable to the CHSCO Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of CHSCL and CHSCO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.600.801.001.201.401.60JuneJulyAugustSeptemberOctoberNovember
1.39
1.36
CHSCL
CHSCO

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.


TTM20232022202120202019201820172016201520142013
CHSCL
CHS Inc.
7.11%7.42%7.22%6.59%6.34%6.85%7.43%6.66%6.91%6.57%0.00%0.00%
CHSCO
CHS Inc.
7.23%7.42%7.69%6.92%6.84%7.22%7.66%6.83%6.96%6.83%6.90%1.73%

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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.51%
CHSCL
CHSCO

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.


1.00%2.00%3.00%4.00%JuneJulyAugustSeptemberOctoberNovember
1.87%
3.00%
CHSCL
CHSCO

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.


Quarterly
Annual

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



Values in USD except per share items