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

Key characteristics


CHSCMCHSCL
YTD Return4.83%3.91%
1Y Return11.06%8.13%
3Y Return (Ann)3.75%3.44%
5Y Return (Ann)6.16%5.71%
Sharpe Ratio1.220.77
Daily Std Dev8.46%8.64%
Max Drawdown-42.50%-29.20%
Current Drawdown-1.53%-3.01%

Fundamentals


CHSCMCHSCL
PEG Ratio0.000.00
Revenue (TTM)$42.00B$42.00B
Gross Profit (TTM)$2.13B$2.13B
EBITDA (TTM)$1.51B$1.51B

Correlation

-0.50.00.51.00.5

The correlation between CHSCM and CHSCL is 0.50, 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 4.83% return, which is significantly higher than CHSCL's 3.91% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


70.00%75.00%80.00%85.00%90.00%95.00%December2024FebruaryMarchAprilMay
86.11%
92.02%
CHSCM
CHSCL

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CHS Inc.

CHS Inc.

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 1.22, compared to the broader market-2.00-1.000.001.002.003.004.001.22
Sortino ratio
The chart of Sortino ratio for CHSCM, currently valued at 1.81, compared to the broader market-4.00-2.000.002.004.006.001.81
Omega ratio
The chart of Omega ratio for CHSCM, currently valued at 1.22, compared to the broader market0.501.001.501.22
Calmar ratio
The chart of Calmar ratio for CHSCM, currently valued at 1.65, compared to the broader market0.002.004.006.001.65
Martin ratio
The chart of Martin ratio for CHSCM, currently valued at 5.82, compared to the broader market-10.000.0010.0020.0030.005.82
CHSCL
Sharpe ratio
The chart of Sharpe ratio for CHSCL, currently valued at 0.77, compared to the broader market-2.00-1.000.001.002.003.004.000.77
Sortino ratio
The chart of Sortino ratio for CHSCL, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.006.001.11
Omega ratio
The chart of Omega ratio for CHSCL, currently valued at 1.15, compared to the broader market0.501.001.501.15
Calmar ratio
The chart of Calmar ratio for CHSCL, currently valued at 1.48, compared to the broader market0.002.004.006.001.48
Martin ratio
The chart of Martin ratio for CHSCL, currently valued at 3.48, compared to the broader market-10.000.0010.0020.0030.003.48

CHSCM vs. CHSCL - Sharpe Ratio Comparison

The current CHSCM Sharpe Ratio is 1.22, which is higher than the CHSCL Sharpe Ratio of 0.77. The chart below compares the 12-month rolling Sharpe Ratio of CHSCM and CHSCL.


Rolling 12-month Sharpe Ratio0.400.600.801.001.201.401.60December2024FebruaryMarchAprilMay
1.22
0.77
CHSCM
CHSCL

Dividends

CHSCM vs. CHSCL - Dividend Comparison

CHSCM's dividend yield for the trailing twelve months is around 6.65%, less than CHSCL's 7.27% yield.


TTM2023202220212020201920182017201620152014
CHSCM
CHS Inc.
6.65%6.85%7.02%6.08%6.04%6.32%7.01%6.38%6.42%6.29%1.95%
CHSCL
CHS Inc.
7.27%7.42%7.22%6.58%6.34%6.85%7.42%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%December2024FebruaryMarchAprilMay
-1.53%
-3.01%
CHSCM
CHSCL

Volatility

CHSCM vs. CHSCL - Volatility Comparison

CHS Inc. (CHSCM) has a higher volatility of 1.80% compared to CHS Inc. (CHSCL) at 1.53%. This indicates that CHSCM's price experiences larger fluctuations and is considered to be riskier than CHSCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%3.00%3.50%4.00%December2024FebruaryMarchAprilMay
1.80%
1.53%
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