CHSCM vs. CHSCO
CHSCM (CHS Inc.) and CHSCO (CHS Inc.) are both stocks. Both operate in the Farm Products industry within the Consumer Defensive sector. Over the past 10 years, CHSCM returned 5.41%/yr vs 6.37%/yr for CHSCO. At a 0.45 correlation, their price movements are largely independent.
Performance
CHSCM vs. CHSCO - Performance Comparison
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Returns By Period
In the year-to-date period, CHSCM achieves a 2.87% return, which is significantly lower than CHSCO's 3.11% return. Over the past 10 years, CHSCM has underperformed CHSCO with an annualized return of 5.41%, while CHSCO has yielded a comparatively higher 6.37% annualized return.
CHSCM
- 1D
- -0.20%
- 1M
- -0.30%
- YTD
- 2.87%
- 6M
- 2.87%
- 1Y
- 8.98%
- 3Y*
- 6.47%
- 5Y*
- 4.15%
- 10Y*
- 5.41%
CHSCO
- 1D
- 0.19%
- 1M
- 0.20%
- YTD
- 3.11%
- 6M
- 3.91%
- 1Y
- 5.70%
- 3Y*
- 7.68%
- 5Y*
- 5.68%
- 10Y*
- 6.37%
CHSCM vs. CHSCO - Yearly Performance Comparison
Correlation
The correlation between CHSCM and CHSCO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2014 | 0.45 |
The correlation between CHSCM and CHSCO shifts across timeframes, from 0.28 (1 year) to 0.47 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CHSCM:
$35.59B
CHSCO:
$35.59B
CHSCM:
$1.06B
CHSCO:
$1.06B
CHSCM:
$1.12B
CHSCO:
$1.12B
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Return for Risk
CHSCM vs. CHSCO — Risk / Return Rank
CHSCM
CHSCO
CHSCM vs. CHSCO - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CHSCM | CHSCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.17 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 2.15 | +1.20 |
| Martin ratioReturn relative to average drawdown | 13.64 | 4.83 | +8.82 |
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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.
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Drawdown Indicators
| CHSCM | CHSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.50% | -29.21% | -13.29% |
Max Drawdown (1Y)Largest decline over 1 year | -2.69% | -2.67% | -0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -6.28% | -4.87% | -1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -11.99% | -9.16% | -2.83% |
Max Drawdown (10Y)Largest decline over 10 years | -42.50% | -29.21% | -13.29% |
Current DrawdownCurrent decline from peak | -0.73% | -1.19% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -2.84% | -2.21% | -0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.66% | 1.19% | -0.53% |
Volatility
CHSCM vs. CHSCO - Volatility Comparison
The current volatility for CHS Inc. (CHSCM) is 1.57%, while CHS Inc. (CHSCO) has a volatility of 2.18%. 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.
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Volatility by Period
| CHSCM | CHSCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 2.18% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 4.40% | 4.18% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.49% | 6.01% | +0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.01% | 9.12% | +0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 13.21% | +5.15% |
Dividends
CHSCM vs. CHSCO - Dividend Comparison
CHSCM's dividend yield for the trailing twelve months is around 6.87%, less than CHSCO's 7.63% yield.
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.
Total Revenue: Total amount of money received from sales and other business activities
CHSCM vs. CHSCO - Profitability Comparison
CHSCM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CHS Inc. reported a gross profit of 25.82M and revenue of 8.35B. Therefore, the gross margin over that period was 0.3%.
CHSCO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CHS Inc. reported a gross profit of 25.82M and revenue of 8.35B. Therefore, the gross margin over that period was 0.3%.
CHSCM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CHS Inc. reported an operating income of -241.79M and revenue of 8.35B, resulting in an operating margin of -2.9%.
CHSCO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CHS Inc. reported an operating income of -241.79M and revenue of 8.35B, resulting in an operating margin of -2.9%.
CHSCM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CHS Inc. reported a net income of -147.05M and revenue of 8.35B, resulting in a net margin of -1.8%.
CHSCO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CHS Inc. reported a net income of -147.05M and revenue of 8.35B, resulting in a net margin of -1.8%.
Frequently Asked Questions
CHSCM and CHSCO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHSCO has higher volatility (2.18%) compared to CHSCM (1.57%). In terms of maximum drawdown, CHSCM dropped -42.50% vs CHSCO's -29.21%.
CHSCM currently has the higher Sharpe Ratio (1.40 vs 0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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