CHSCL vs. FLOT
CHSCL (CHS Inc.) is a stock, while FLOT (iShares Floating Rate Bond ETF) is Corporate Bonds fund tracking the Bloomberg US Floating Rate Notes (<5 Y). Over the past 10 years, CHSCL returned 6.08%/yr vs 3.03%/yr for FLOT. At a 0.07 correlation, their price movements are largely independent.
Performance
CHSCL vs. FLOT - Performance Comparison
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Returns By Period
In the year-to-date period, CHSCL achieves a 3.35% return, which is significantly higher than FLOT's 1.89% return. Over the past 10 years, CHSCL has outperformed FLOT with an annualized return of 6.08%, while FLOT has yielded a comparatively lower 3.03% annualized return.
CHSCL
- 1D
- -0.37%
- 1M
- 0.25%
- YTD
- 3.35%
- 6M
- 3.85%
- 1Y
- 7.05%
- 3Y*
- 6.48%
- 5Y*
- 4.40%
- 10Y*
- 6.08%
FLOT
- 1D
- 0.04%
- 1M
- 0.51%
- YTD
- 1.89%
- 6M
- 2.21%
- 1Y
- 4.91%
- 3Y*
- 5.65%
- 5Y*
- 4.20%
- 10Y*
- 3.03%
CHSCL vs. FLOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHSCL CHS Inc. | 3.35% | 6.27% | 9.17% | 4.69% | -2.15% | 2.70% | 15.68% | 16.02% | -3.90% | 10.72% |
FLOT iShares Floating Rate Bond ETF | 1.89% | 4.91% | 6.53% | 6.43% | 1.28% | 0.45% | 0.87% | 3.97% | 1.48% | 1.65% |
Correlation
The correlation between CHSCL and FLOT is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jan 16, 2015 | 0.07 |
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Return for Risk
CHSCL vs. FLOT — Risk / Return Rank
CHSCL
FLOT
CHSCL vs. FLOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CHS Inc. (CHSCL) and iShares Floating Rate Bond ETF (FLOT). 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 | FLOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.04 | ||
| Sortino ratioReturn per unit of downside risk | -9.74 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 3.31 | -2.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.83 | 11.42 | -7.59 |
| Martin ratioReturn relative to average drawdown | 9.58 | 106.82 | -97.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHSCL | FLOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 6.68 | -5.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 2.38 | -1.92 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.73 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.66 | -0.12 |
Drawdowns
CHSCL vs. FLOT - Drawdown Comparison
The maximum CHSCL drawdown since its inception was -29.20%, which is greater than FLOT's maximum drawdown of -13.54%. Use the drawdown chart below to compare losses from any high point for CHSCL and FLOT.
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Drawdown Indicators
| CHSCL | FLOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.20% | -13.54% | -15.66% |
Max Drawdown (1Y)Largest decline over 1 year | -1.85% | -0.43% | -1.42% |
Max Drawdown (3Y)Largest decline over 3 years | -4.16% | -1.57% | -2.59% |
Max Drawdown (5Y)Largest decline over 5 years | -10.76% | -2.36% | -8.40% |
Max Drawdown (10Y)Largest decline over 10 years | -29.20% | -13.54% | -15.66% |
Current DrawdownCurrent decline from peak | -0.52% | 0.00% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -2.64% | -0.21% | -2.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.74% | 0.05% | +0.69% |
Volatility
CHSCL vs. FLOT - Volatility Comparison
CHS Inc. (CHSCL) has a higher volatility of 1.05% compared to iShares Floating Rate Bond ETF (FLOT) at 0.18%. This indicates that CHSCL's price experiences larger fluctuations and is considered to be riskier than FLOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHSCL | FLOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | 0.18% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 2.63% | 0.62% | +2.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.32% | 0.74% | +3.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.66% | 1.77% | +7.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.82% | 4.15% | +9.67% |
Dividends
CHSCL vs. FLOT - Dividend Comparison
CHSCL's dividend yield for the trailing twelve months is around 7.29%, more than FLOT's 4.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHSCL CHS Inc. | 7.29% | 7.39% | 7.30% | 7.42% | 7.22% | 6.58% | 6.34% | 6.85% | 7.42% | 6.66% | 6.91% | 6.57% |
FLOT iShares Floating Rate Bond ETF | 4.53% | 4.84% | 5.82% | 5.66% | 2.06% | 0.43% | 1.25% | 2.78% | 2.41% | 1.46% | 0.97% | 0.53% |
Frequently Asked Questions
CHSCL and FLOT have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHSCL has higher volatility (1.05%) compared to FLOT (0.18%). In terms of maximum drawdown, CHSCL dropped -29.20% vs FLOT's -13.54%.
FLOT currently has the higher Sharpe Ratio (6.68 vs 1.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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