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

Key characteristics


CHSCNCHSCL
YTD Return8.28%8.82%
1Y Return7.88%8.65%
3Y Return (Ann)4.41%3.94%
5Y Return (Ann)5.23%6.08%
Sharpe Ratio1.001.26
Sortino Ratio1.521.82
Omega Ratio1.191.24
Calmar Ratio1.332.22
Martin Ratio3.204.88
Ulcer Index2.80%1.89%
Daily Std Dev8.99%7.36%
Max Drawdown-42.38%-29.20%
Current Drawdown-2.36%-1.36%

Fundamentals


CHSCNCHSCL
PEG Ratio0.000.00
Total Revenue (TTM)$39.26B$39.26B
Gross Profit (TTM)$1.87B$1.87B
EBITDA (TTM)$1.18B$1.18B

Correlation

-0.50.00.51.00.5

The correlation between CHSCN and CHSCL is 0.49, 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

CHSCN vs. CHSCL - Performance Comparison

In the year-to-date period, CHSCN achieves a 8.28% return, which is significantly lower than CHSCL's 8.82% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%JuneJulyAugustSeptemberOctoberNovember
2.07%
3.32%
CHSCN
CHSCL

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Risk-Adjusted Performance

CHSCN vs. CHSCL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CHS Inc. (CHSCN) 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.


CHSCN
Sharpe ratio
The chart of Sharpe ratio for CHSCN, currently valued at 1.00, compared to the broader market-4.00-2.000.002.004.001.00
Sortino ratio
The chart of Sortino ratio for CHSCN, currently valued at 1.52, compared to the broader market-4.00-2.000.002.004.006.001.52
Omega ratio
The chart of Omega ratio for CHSCN, currently valued at 1.19, compared to the broader market0.501.001.502.001.19
Calmar ratio
The chart of Calmar ratio for CHSCN, currently valued at 1.33, compared to the broader market0.002.004.006.001.33
Martin ratio
The chart of Martin ratio for CHSCN, currently valued at 3.20, compared to the broader market0.0010.0020.0030.003.20
CHSCL
Sharpe ratio
The chart of Sharpe ratio for CHSCL, currently valued at 1.26, compared to the broader market-4.00-2.000.002.004.001.26
Sortino ratio
The chart of Sortino ratio for CHSCL, currently valued at 1.82, compared to the broader market-4.00-2.000.002.004.006.001.82
Omega ratio
The chart of Omega ratio for CHSCL, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for CHSCL, currently valued at 2.22, compared to the broader market0.002.004.006.002.22
Martin ratio
The chart of Martin ratio for CHSCL, currently valued at 4.88, compared to the broader market0.0010.0020.0030.004.88

CHSCN vs. CHSCL - Sharpe Ratio Comparison

The current CHSCN Sharpe Ratio is 1.00, which is comparable to the CHSCL Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of CHSCN and CHSCL, 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 Ratio0.600.801.001.201.401.60JuneJulyAugustSeptemberOctoberNovember
1.00
1.26
CHSCN
CHSCL

Dividends

CHSCN vs. CHSCL - Dividend Comparison

CHSCN's dividend yield for the trailing twelve months is around 6.91%, less than CHSCL's 7.20% yield.


TTM2023202220212020201920182017201620152014
CHSCN
CHS Inc.
6.91%7.11%7.30%6.46%6.39%6.52%7.19%6.49%6.70%6.51%4.92%
CHSCL
CHS Inc.
7.20%7.42%7.22%6.59%6.34%6.85%7.43%6.66%6.91%6.57%0.00%

Drawdowns

CHSCN vs. CHSCL - Drawdown Comparison

The maximum CHSCN drawdown since its inception was -42.38%, which is greater than CHSCL's maximum drawdown of -29.20%. Use the drawdown chart below to compare losses from any high point for CHSCN and CHSCL. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.36%
-1.36%
CHSCN
CHSCL

Volatility

CHSCN vs. CHSCL - Volatility Comparison

CHS Inc. (CHSCN) and CHS Inc. (CHSCL) have volatilities of 2.30% and 2.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%JuneJulyAugustSeptemberOctoberNovember
2.30%
2.28%
CHSCN
CHSCL

Financials

CHSCN 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