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

Correlation

The correlation between CHSCM and CHSCP is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

CHSCM vs. CHSCP - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.18%
-2.69%
CHSCM
CHSCP

Key characteristics

Sharpe Ratio

CHSCM:

1.08

CHSCP:

-0.31

Sortino Ratio

CHSCM:

1.61

CHSCP:

-0.36

Omega Ratio

CHSCM:

1.20

CHSCP:

0.95

Calmar Ratio

CHSCM:

1.75

CHSCP:

-0.42

Martin Ratio

CHSCM:

3.99

CHSCP:

-0.80

Ulcer Index

CHSCM:

1.85%

CHSCP:

6.36%

Daily Std Dev

CHSCM:

6.85%

CHSCP:

16.35%

Max Drawdown

CHSCM:

-42.50%

CHSCP:

-16.06%

Current Drawdown

CHSCM:

-2.88%

CHSCP:

-11.17%

Fundamentals

PEG Ratio

CHSCM:

0.00

CHSCP:

0.00

Total Revenue (TTM)

CHSCM:

$27.87B

CHSCP:

$27.87B

Gross Profit (TTM)

CHSCM:

$1.22B

CHSCP:

$1.22B

EBITDA (TTM)

CHSCM:

$999.06M

CHSCP:

$999.06M

Returns By Period

In the year-to-date period, CHSCM achieves a 8.34% return, which is significantly higher than CHSCP's -2.94% return. Over the past 10 years, CHSCM has outperformed CHSCP with an annualized return of 6.51%, while CHSCP has yielded a comparatively lower 5.75% annualized return.


CHSCM

YTD

8.34%

1M

0.70%

6M

2.99%

1Y

7.51%

5Y*

5.48%

10Y*

6.51%

CHSCP

YTD

-2.94%

1M

-1.32%

6M

-3.43%

1Y

-3.01%

5Y*

6.91%

10Y*

5.75%

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. CHSCP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CHS Inc. (CHSCM) and CHS Inc. (CHSCP). 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 1.08, compared to the broader market-4.00-2.000.002.001.08-0.31
The chart of Sortino ratio for CHSCM, currently valued at 1.61, compared to the broader market-4.00-2.000.002.004.001.61-0.36
The chart of Omega ratio for CHSCM, currently valued at 1.20, compared to the broader market0.501.001.502.001.200.95
The chart of Calmar ratio for CHSCM, currently valued at 1.75, compared to the broader market0.002.004.006.001.75-0.42
The chart of Martin ratio for CHSCM, currently valued at 3.99, compared to the broader market0.0010.0020.003.99-0.80
CHSCM
CHSCP

The current CHSCM Sharpe Ratio is 1.08, which is higher than the CHSCP Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of CHSCM and CHSCP, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.08
-0.31
CHSCM
CHSCP

Dividends

CHSCM vs. CHSCP - Dividend Comparison

CHSCM's dividend yield for the trailing twelve months is around 6.76%, less than CHSCP's 7.11% yield.


TTM20232022202120202019201820172016201520142013
CHSCM
CHS Inc.
6.76%6.85%7.02%6.09%6.04%6.32%7.02%6.38%6.42%6.30%1.96%0.00%
CHSCP
CHS Inc.
7.11%6.46%7.13%6.47%6.69%7.14%7.47%6.64%6.83%6.46%6.42%6.84%

Drawdowns

CHSCM vs. CHSCP - Drawdown Comparison

The maximum CHSCM drawdown since its inception was -42.50%, which is greater than CHSCP's maximum drawdown of -16.06%. Use the drawdown chart below to compare losses from any high point for CHSCM and CHSCP. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.88%
-11.17%
CHSCM
CHSCP

Volatility

CHSCM vs. CHSCP - Volatility Comparison

The current volatility for CHS Inc. (CHSCM) is 1.98%, while CHS Inc. (CHSCP) has a volatility of 3.91%. This indicates that CHSCM experiences smaller price fluctuations and is considered to be less risky than CHSCP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
1.98%
3.91%
CHSCM
CHSCP

Financials

CHSCM vs. CHSCP - 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab