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

Key characteristics


CHSCMCHSCO
YTD Return4.97%2.87%
1Y Return10.09%11.50%
3Y Return (Ann)3.92%5.41%
5Y Return (Ann)6.20%6.91%
Sharpe Ratio1.131.18
Daily Std Dev8.48%9.16%
Max Drawdown-42.50%-29.21%
Current Drawdown-1.40%-2.12%

Fundamentals


CHSCMCHSCO
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 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.

Performance

CHSCM vs. CHSCO - Performance Comparison

In the year-to-date period, CHSCM achieves a 4.97% return, which is significantly higher than CHSCO's 2.87% 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%December2024FebruaryMarchAprilMay
88.09%
84.78%
CHSCM
CHSCO

Compare stocks, funds, or ETFs

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


CHS Inc.

CHS Inc.

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.


CHSCM
Sharpe ratio
The chart of Sharpe ratio for CHSCM, currently valued at 1.13, compared to the broader market-2.00-1.000.001.002.003.004.001.13
Sortino ratio
The chart of Sortino ratio for CHSCM, currently valued at 1.67, compared to the broader market-4.00-2.000.002.004.006.001.67
Omega ratio
The chart of Omega ratio for CHSCM, currently valued at 1.21, compared to the broader market0.501.001.501.21
Calmar ratio
The chart of Calmar ratio for CHSCM, currently valued at 1.52, compared to the broader market0.002.004.006.001.52
Martin ratio
The chart of Martin ratio for CHSCM, currently valued at 5.38, compared to the broader market-10.000.0010.0020.0030.005.38
CHSCO
Sharpe ratio
The chart of Sharpe ratio for CHSCO, currently valued at 1.18, compared to the broader market-2.00-1.000.001.002.003.004.001.18
Sortino ratio
The chart of Sortino ratio for CHSCO, currently valued at 1.80, compared to the broader market-4.00-2.000.002.004.006.001.80
Omega ratio
The chart of Omega ratio for CHSCO, currently valued at 1.24, compared to the broader market0.501.001.501.24
Calmar ratio
The chart of Calmar ratio for CHSCO, currently valued at 2.03, compared to the broader market0.002.004.006.002.03
Martin ratio
The chart of Martin ratio for CHSCO, currently valued at 5.32, compared to the broader market-10.000.0010.0020.0030.005.32

CHSCM vs. CHSCO - Sharpe Ratio Comparison

The current CHSCM Sharpe Ratio is 1.13, which roughly equals the CHSCO Sharpe Ratio of 1.18. The chart below compares the 12-month rolling Sharpe Ratio of CHSCM and CHSCO.


Rolling 12-month Sharpe Ratio0.400.600.801.001.201.401.60December2024FebruaryMarchAprilMay
1.13
1.18
CHSCM
CHSCO

Dividends

CHSCM vs. CHSCO - Dividend Comparison

CHSCM's dividend yield for the trailing twelve months is around 6.64%, less than CHSCO's 7.35% yield.


TTM20232022202120202019201820172016201520142013
CHSCM
CHS Inc.
6.64%6.85%7.02%6.08%6.04%6.32%7.01%6.38%6.42%6.29%1.95%0.00%
CHSCO
CHS Inc.
7.35%7.42%7.70%6.92%6.84%7.23%7.66%6.83%6.97%6.84%6.91%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%December2024FebruaryMarchAprilMay
-1.40%
-2.12%
CHSCM
CHSCO

Volatility

CHSCM vs. CHSCO - Volatility Comparison

The current volatility for CHS Inc. (CHSCM) is 1.76%, while CHS Inc. (CHSCO) has a volatility of 1.96%. 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%December2024FebruaryMarchAprilMay
1.76%
1.96%
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