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

Correlation

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.


-0.50.00.51.00.5

Performance

CHSCN vs. CHSCL - Performance Comparison

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

85.00%90.00%95.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
92.78%
100.39%
CHSCN
CHSCL

Key characteristics

Sharpe Ratio

CHSCN:

0.92

CHSCL:

1.17

Sortino Ratio

CHSCN:

1.43

CHSCL:

1.71

Omega Ratio

CHSCN:

1.18

CHSCL:

1.22

Calmar Ratio

CHSCN:

1.17

CHSCL:

1.91

Martin Ratio

CHSCN:

2.73

CHSCL:

4.66

Ulcer Index

CHSCN:

2.89%

CHSCL:

1.70%

Daily Std Dev

CHSCN:

8.60%

CHSCL:

6.76%

Max Drawdown

CHSCN:

-42.38%

CHSCL:

-29.20%

Current Drawdown

CHSCN:

-1.85%

CHSCL:

-1.74%

Fundamentals

PEG Ratio

CHSCN:

0.00

CHSCL:

0.00

Total Revenue (TTM)

CHSCN:

$27.87B

CHSCL:

$27.87B

Gross Profit (TTM)

CHSCN:

$1.22B

CHSCL:

$1.22B

EBITDA (TTM)

CHSCN:

$999.06M

CHSCL:

$999.06M

Returns By Period

The year-to-date returns for both stocks are quite close, with CHSCN having a 8.84% return and CHSCL slightly lower at 8.41%.


CHSCN

YTD

8.84%

1M

1.42%

6M

2.93%

1Y

8.49%

5Y*

5.78%

10Y*

6.57%

CHSCL

YTD

8.41%

1M

-0.38%

6M

3.34%

1Y

8.07%

5Y*

5.54%

10Y*

N/A

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

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.


Sharpe ratio
The chart of Sharpe ratio for CHSCN, currently valued at 0.92, compared to the broader market-4.00-2.000.002.000.921.17
The chart of Sortino ratio for CHSCN, currently valued at 1.43, compared to the broader market-4.00-2.000.002.004.001.431.71
The chart of Omega ratio for CHSCN, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.22
The chart of Calmar ratio for CHSCN, currently valued at 1.17, compared to the broader market0.002.004.006.001.171.91
The chart of Martin ratio for CHSCN, currently valued at 2.73, compared to the broader market-5.000.005.0010.0015.0020.0025.002.734.66
CHSCN
CHSCL

The current CHSCN Sharpe Ratio is 0.92, which is comparable to the CHSCL Sharpe Ratio of 1.17. 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 Ratio0.400.600.801.001.201.401.60JulyAugustSeptemberOctoberNovemberDecember
0.92
1.17
CHSCN
CHSCL

Dividends

CHSCN vs. CHSCL - Dividend Comparison

CHSCN's dividend yield for the trailing twelve months is around 7.00%, less than CHSCL's 7.36% yield.


TTM2023202220212020201920182017201620152014
CHSCN
CHS Inc.
7.00%7.11%7.30%6.46%6.39%6.52%7.19%6.49%6.70%6.51%4.92%
CHSCL
CHS Inc.
7.36%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.


-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.85%
-1.74%
CHSCN
CHSCL

Volatility

CHSCN vs. CHSCL - Volatility Comparison

The current volatility for CHS Inc. (CHSCN) is 1.59%, while CHS Inc. (CHSCL) has a volatility of 1.73%. This indicates that CHSCN experiences smaller price fluctuations and is considered to be less risky than CHSCL based on this measure. 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%JulyAugustSeptemberOctoberNovemberDecember
1.59%
1.73%
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
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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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