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

Key characteristics


CHSCNCHSCP
YTD Return5.54%-0.33%
1Y Return11.00%12.59%
3Y Return (Ann)4.44%7.14%
5Y Return (Ann)6.55%8.25%
10Y Return (Ann)6.28%6.26%
Sharpe Ratio1.371.13
Daily Std Dev8.45%11.82%
Max Drawdown-42.38%-16.06%
Current Drawdown-3.68%-5.36%

Fundamentals


CHSCNCHSCP
PEG Ratio0.000.00
Revenue (TTM)$42.00B$42.00B
Gross Profit (TTM)$2.13B$2.13B
EBITDA (TTM)$1.51B$1.51B

Correlation

-0.50.00.51.00.3

The correlation between CHSCN 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.

Performance

CHSCN vs. CHSCP - Performance Comparison

In the year-to-date period, CHSCN achieves a 5.54% return, which is significantly higher than CHSCP's -0.33% return. Both investments have delivered pretty close results over the past 10 years, with CHSCN having a 6.28% annualized return and CHSCP not far behind at 6.26%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


80.00%90.00%100.00%110.00%120.00%December2024FebruaryMarchAprilMay
96.63%
103.87%
CHSCN
CHSCP

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CHS Inc.

CHS Inc.

Risk-Adjusted Performance

CHSCN vs. CHSCP - Risk-Adjusted Performance Comparison

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


CHSCN
Sharpe ratio
The chart of Sharpe ratio for CHSCN, currently valued at 1.37, compared to the broader market-2.00-1.000.001.002.003.004.001.37
Sortino ratio
The chart of Sortino ratio for CHSCN, currently valued at 2.08, compared to the broader market-4.00-2.000.002.004.006.002.08
Omega ratio
The chart of Omega ratio for CHSCN, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for CHSCN, currently valued at 1.72, compared to the broader market0.002.004.006.001.72
Martin ratio
The chart of Martin ratio for CHSCN, currently valued at 5.09, compared to the broader market-10.000.0010.0020.0030.005.09
CHSCP
Sharpe ratio
The chart of Sharpe ratio for CHSCP, 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 CHSCP, currently valued at 1.72, compared to the broader market-4.00-2.000.002.004.006.001.72
Omega ratio
The chart of Omega ratio for CHSCP, currently valued at 1.22, compared to the broader market0.501.001.502.001.22
Calmar ratio
The chart of Calmar ratio for CHSCP, currently valued at 1.96, compared to the broader market0.002.004.006.001.96
Martin ratio
The chart of Martin ratio for CHSCP, currently valued at 4.22, compared to the broader market-10.000.0010.0020.0030.004.22

CHSCN vs. CHSCP - Sharpe Ratio Comparison

The current CHSCN Sharpe Ratio is 1.37, which roughly equals the CHSCP Sharpe Ratio of 1.13. The chart below compares the 12-month rolling Sharpe Ratio of CHSCN and CHSCP.


Rolling 12-month Sharpe Ratio0.501.001.502.00December2024FebruaryMarchAprilMay
1.37
1.13
CHSCN
CHSCP

Dividends

CHSCN vs. CHSCP - Dividend Comparison

CHSCN's dividend yield for the trailing twelve months is around 6.85%, more than CHSCP's 6.59% yield.


TTM20232022202120202019201820172016201520142013
CHSCN
CHS Inc.
6.85%7.11%7.30%6.46%6.38%6.52%7.19%6.49%6.70%6.51%4.92%0.00%
CHSCP
CHS Inc.
6.59%6.46%7.13%6.47%6.69%7.14%7.47%6.64%6.83%6.46%6.42%6.84%

Drawdowns

CHSCN vs. CHSCP - Drawdown Comparison

The maximum CHSCN drawdown since its inception was -42.38%, which is greater than CHSCP's maximum drawdown of -16.06%. Use the drawdown chart below to compare losses from any high point for CHSCN and CHSCP. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-3.68%
-5.36%
CHSCN
CHSCP

Volatility

CHSCN vs. CHSCP - Volatility Comparison

CHS Inc. (CHSCN) has a higher volatility of 2.69% compared to CHS Inc. (CHSCP) at 2.02%. This indicates that CHSCN's price experiences larger fluctuations and is considered to be riskier than CHSCP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
2.69%
2.02%
CHSCN
CHSCP

Financials

CHSCN 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