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

Correlation

The correlation between CHSCM and CHSCO is 0.47, 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.


-0.50.00.51.00.5

Performance

CHSCM vs. CHSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CHS Inc. (CHSCM) and CHS Inc. (CHSCO). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.89%
1.09%
CHSCM
CHSCO

Key characteristics

Sharpe Ratio

CHSCM:

0.89

CHSCO:

0.96

Sortino Ratio

CHSCM:

1.32

CHSCO:

1.37

Omega Ratio

CHSCM:

1.17

CHSCO:

1.18

Calmar Ratio

CHSCM:

1.47

CHSCO:

1.81

Martin Ratio

CHSCM:

3.31

CHSCO:

4.59

Ulcer Index

CHSCM:

1.87%

CHSCO:

1.92%

Daily Std Dev

CHSCM:

6.96%

CHSCO:

9.18%

Max Drawdown

CHSCM:

-42.50%

CHSCO:

-29.21%

Current Drawdown

CHSCM:

-4.09%

CHSCO:

-2.67%

Fundamentals

PEG Ratio

CHSCM:

0.00

CHSCO:

0.00

Total Revenue (TTM)

CHSCM:

$27.87B

CHSCO:

$27.87B

Gross Profit (TTM)

CHSCM:

$1.22B

CHSCO:

$1.22B

EBITDA (TTM)

CHSCM:

$999.06M

CHSCO:

$999.06M

Returns By Period

In the year-to-date period, CHSCM achieves a 6.99% return, which is significantly higher than CHSCO's 6.19% return. Both investments have delivered pretty close results over the past 10 years, with CHSCM having a 6.31% annualized return and CHSCO not far ahead at 6.35%.


CHSCM

YTD

6.99%

1M

-0.47%

6M

1.89%

1Y

6.05%

5Y*

5.21%

10Y*

6.31%

CHSCO

YTD

6.19%

1M

-0.94%

6M

1.09%

1Y

9.03%

5Y*

6.56%

10Y*

6.35%

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Risk-Adjusted Performance

CHSCM vs. CHSCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CHS Inc. (CHSCM) and CHS Inc. (CHSCO). 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 CHSCM, currently valued at 0.89, compared to the broader market-4.00-2.000.002.000.890.96
The chart of Sortino ratio for CHSCM, currently valued at 1.32, compared to the broader market-4.00-2.000.002.004.001.321.37
The chart of Omega ratio for CHSCM, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.18
The chart of Calmar ratio for CHSCM, currently valued at 1.47, compared to the broader market0.002.004.006.001.471.81
The chart of Martin ratio for CHSCM, currently valued at 3.31, compared to the broader market0.0010.0020.003.314.59
CHSCM
CHSCO

The current CHSCM Sharpe Ratio is 0.89, which is comparable to the CHSCO Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of CHSCM and CHSCO, 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 Ratio0.600.801.001.201.401.601.802.00JulyAugustSeptemberOctoberNovemberDecember
0.89
0.96
CHSCM
CHSCO

Dividends

CHSCM vs. CHSCO - Dividend Comparison

CHSCM's dividend yield for the trailing twelve months is around 6.85%, less than CHSCO's 7.52% yield.


TTM20232022202120202019201820172016201520142013
CHSCM
CHS Inc.
6.85%6.85%7.02%6.09%6.04%6.32%7.02%6.38%6.42%6.30%1.96%0.00%
CHSCO
CHS Inc.
7.52%7.42%7.69%6.92%6.84%7.22%7.66%6.83%6.96%6.83%6.90%1.73%

Drawdowns

CHSCM vs. CHSCO - Drawdown Comparison

The maximum CHSCM drawdown since its inception was -42.50%, which is greater than CHSCO's maximum drawdown of -29.21%. Use the drawdown chart below to compare losses from any high point for CHSCM and CHSCO. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.09%
-2.67%
CHSCM
CHSCO

Volatility

CHSCM vs. CHSCO - Volatility Comparison

The current volatility for CHS Inc. (CHSCM) is 2.36%, while CHS Inc. (CHSCO) has a volatility of 2.94%. This indicates that CHSCM experiences smaller price fluctuations and is considered to be less risky than CHSCO 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%3.50%4.00%4.50%JulyAugustSeptemberOctoberNovemberDecember
2.36%
2.94%
CHSCM
CHSCO

Financials

CHSCM vs. CHSCO - 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
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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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