CHSCL vs. VOO
Compare and contrast key facts about CHS Inc. (CHSCL) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHSCL or VOO.
Key characteristics
| CHSCL | VOO | |
|---|---|---|
| YTD Return | 10.12% | 22.56% |
| 1Y Return | 11.81% | 34.32% |
| 3Y Return (Ann) | 3.50% | 8.86% |
| 5Y Return (Ann) | 6.43% | 15.23% |
| Sharpe Ratio | 1.39 | 2.86 |
| Sortino Ratio | 2.00 | 3.79 |
| Omega Ratio | 1.27 | 1.53 |
| Calmar Ratio | 2.49 | 4.09 |
| Martin Ratio | 5.50 | 18.69 |
| Ulcer Index | 1.89% | 1.85% |
| Daily Std Dev | 7.48% | 12.09% |
| Max Drawdown | -29.20% | -33.99% |
| Current Drawdown | 0.00% | -1.35% |
Correlation
The correlation between CHSCL and VOO is 0.21, 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.
Performance
CHSCL vs. VOO - Performance Comparison
In the year-to-date period, CHSCL achieves a 10.12% return, which is significantly lower than VOO's 22.56% 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. 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.
Dividends
CHSCL vs. VOO - Dividend Comparison
CHSCL's dividend yield for the trailing twelve months is around 7.11%, more than VOO's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.28% | 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.
Volatility
CHSCL vs. VOO - Volatility Comparison
The current volatility for CHS Inc. (CHSCL) is 1.87%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.23%. 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.