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CHSCL vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CHSCL and VOO is 0.20, 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.


-0.50.00.51.00.2

Performance

CHSCL vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CHS Inc. (CHSCL) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
100.07%
251.87%
CHSCL
VOO

Key characteristics

Sharpe Ratio

CHSCL:

1.14

VOO:

2.04

Sortino Ratio

CHSCL:

1.66

VOO:

2.72

Omega Ratio

CHSCL:

1.22

VOO:

1.38

Calmar Ratio

CHSCL:

1.85

VOO:

3.02

Martin Ratio

CHSCL:

4.54

VOO:

13.60

Ulcer Index

CHSCL:

1.69%

VOO:

1.88%

Daily Std Dev

CHSCL:

6.76%

VOO:

12.52%

Max Drawdown

CHSCL:

-29.20%

VOO:

-33.99%

Current Drawdown

CHSCL:

-1.90%

VOO:

-3.52%

Returns By Period

In the year-to-date period, CHSCL achieves a 8.24% return, which is significantly lower than VOO's 24.65% return.


CHSCL

YTD

8.24%

1M

-0.42%

6M

2.82%

1Y

7.77%

5Y*

5.52%

10Y*

N/A

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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Risk-Adjusted Performance

CHSCL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CHS Inc. (CHSCL) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for CHSCL, currently valued at 1.14, compared to the broader market-4.00-2.000.002.001.142.04
The chart of Sortino ratio for CHSCL, currently valued at 1.66, compared to the broader market-4.00-2.000.002.004.001.662.72
The chart of Omega ratio for CHSCL, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.38
The chart of Calmar ratio for CHSCL, currently valued at 1.85, compared to the broader market0.002.004.006.001.853.02
The chart of Martin ratio for CHSCL, currently valued at 4.54, compared to the broader market0.0010.0020.004.5413.60
CHSCL
VOO

The current CHSCL Sharpe Ratio is 1.14, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of CHSCL and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.14
2.04
CHSCL
VOO

Dividends

CHSCL vs. VOO - Dividend Comparison

CHSCL's dividend yield for the trailing twelve months is around 7.37%, more than VOO's 1.26% yield.


TTM20232022202120202019201820172016201520142013
CHSCL
CHS Inc.
7.37%7.42%7.22%6.59%6.34%6.85%7.43%6.66%6.91%6.57%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

CHSCL vs. VOO - Drawdown Comparison

The maximum CHSCL drawdown since its inception was -29.20%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CHSCL and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.90%
-3.52%
CHSCL
VOO

Volatility

CHSCL vs. VOO - Volatility Comparison

The current volatility for CHS Inc. (CHSCL) is 1.75%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.58%. This indicates that CHSCL experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.75%
3.58%
CHSCL
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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