PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CHSCM vs. CHSCL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CHSCMCHSCL
YTD Return7.59%8.78%
1Y Return7.79%9.46%
3Y Return (Ann)3.65%3.83%
5Y Return (Ann)5.50%6.07%
Sharpe Ratio1.111.17
Sortino Ratio1.691.70
Omega Ratio1.211.22
Calmar Ratio1.902.07
Martin Ratio5.134.55
Ulcer Index1.54%1.89%
Daily Std Dev7.07%7.34%
Max Drawdown-42.50%-29.20%
Current Drawdown-3.55%-1.40%

Fundamentals


CHSCMCHSCL
PEG Ratio0.000.00
Total Revenue (TTM)$39.26B$39.26B
Gross Profit (TTM)$1.87B$1.87B
EBITDA (TTM)$1.18B$1.18B

Correlation

-0.50.00.51.00.5

The correlation between CHSCM and CHSCL is 0.49, 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

CHSCM vs. CHSCL - Performance Comparison

In the year-to-date period, CHSCM achieves a 7.59% return, which is significantly lower than CHSCL's 8.78% 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
2.65%
3.48%
CHSCM
CHSCL

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CHSCM vs. CHSCL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CHS Inc. (CHSCM) and CHS Inc. (CHSCL). 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.


CHSCM
Sharpe ratio
The chart of Sharpe ratio for CHSCM, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.001.11
Sortino ratio
The chart of Sortino ratio for CHSCM, currently valued at 1.69, compared to the broader market-4.00-2.000.002.004.006.001.69
Omega ratio
The chart of Omega ratio for CHSCM, currently valued at 1.21, compared to the broader market0.501.001.502.001.21
Calmar ratio
The chart of Calmar ratio for CHSCM, currently valued at 1.90, compared to the broader market0.002.004.006.001.90
Martin ratio
The chart of Martin ratio for CHSCM, currently valued at 5.13, compared to the broader market0.0010.0020.0030.005.13
CHSCL
Sharpe ratio
The chart of Sharpe ratio for CHSCL, currently valued at 1.17, compared to the broader market-4.00-2.000.002.004.001.17
Sortino ratio
The chart of Sortino ratio for CHSCL, currently valued at 1.70, compared to the broader market-4.00-2.000.002.004.006.001.70
Omega ratio
The chart of Omega ratio for CHSCL, currently valued at 1.22, compared to the broader market0.501.001.502.001.22
Calmar ratio
The chart of Calmar ratio for CHSCL, currently valued at 2.07, compared to the broader market0.002.004.006.002.07
Martin ratio
The chart of Martin ratio for CHSCL, currently valued at 4.55, compared to the broader market0.0010.0020.0030.004.55

CHSCM vs. CHSCL - Sharpe Ratio Comparison

The current CHSCM Sharpe Ratio is 1.11, which is comparable to the CHSCL Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of CHSCM and CHSCL, 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 Ratio0.600.801.001.201.401.601.802.00JuneJulyAugustSeptemberOctoberNovember
1.11
1.17
CHSCM
CHSCL

Dividends

CHSCM vs. CHSCL - Dividend Comparison

CHSCM's dividend yield for the trailing twelve months is around 6.70%, less than CHSCL's 7.20% yield.


TTM2023202220212020201920182017201620152014
CHSCM
CHS Inc.
6.70%6.85%7.02%6.09%6.04%6.32%7.02%6.38%6.42%6.30%1.96%
CHSCL
CHS Inc.
7.20%7.42%7.22%6.59%6.34%6.85%7.43%6.66%6.91%6.57%0.00%

Drawdowns

CHSCM vs. CHSCL - Drawdown Comparison

The maximum CHSCM drawdown since its inception was -42.50%, which is greater than CHSCL's maximum drawdown of -29.20%. Use the drawdown chart below to compare losses from any high point for CHSCM and CHSCL. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.55%
-1.40%
CHSCM
CHSCL

Volatility

CHSCM vs. CHSCL - Volatility Comparison

The current volatility for CHS Inc. (CHSCM) is 2.01%, while CHS Inc. (CHSCL) has a volatility of 2.28%. This indicates that CHSCM experiences smaller price fluctuations and is considered to be less risky than CHSCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%JuneJulyAugustSeptemberOctoberNovember
2.01%
2.28%
CHSCM
CHSCL

Financials

CHSCM vs. CHSCL - 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