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

Correlation

The correlation between CHSCO and CHSCN is 0.43, 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.


-0.50.00.51.00.4

Performance

CHSCO vs. CHSCN - Performance Comparison

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

90.00%95.00%100.00%105.00%JulyAugustSeptemberOctoberNovemberDecember
99.86%
102.86%
CHSCO
CHSCN

Key characteristics

Sharpe Ratio

CHSCO:

1.01

CHSCN:

0.92

Sortino Ratio

CHSCO:

1.43

CHSCN:

1.43

Omega Ratio

CHSCO:

1.19

CHSCN:

1.18

Calmar Ratio

CHSCO:

1.90

CHSCN:

1.17

Martin Ratio

CHSCO:

4.79

CHSCN:

2.73

Ulcer Index

CHSCO:

1.93%

CHSCN:

2.89%

Daily Std Dev

CHSCO:

9.18%

CHSCN:

8.60%

Max Drawdown

CHSCO:

-29.21%

CHSCN:

-42.38%

Current Drawdown

CHSCO:

-2.48%

CHSCN:

-1.85%

Fundamentals

PEG Ratio

CHSCO:

0.00

CHSCN:

0.00

Total Revenue (TTM)

CHSCO:

$27.87B

CHSCN:

$27.87B

Gross Profit (TTM)

CHSCO:

$1.22B

CHSCN:

$1.22B

EBITDA (TTM)

CHSCO:

$999.06M

CHSCN:

$999.06M

Returns By Period

In the year-to-date period, CHSCO achieves a 6.40% return, which is significantly lower than CHSCN's 8.84% return. Both investments have delivered pretty close results over the past 10 years, with CHSCO having a 6.49% annualized return and CHSCN not far ahead at 6.57%.


CHSCO

YTD

6.40%

1M

-0.37%

6M

2.62%

1Y

9.45%

5Y*

6.59%

10Y*

6.49%

CHSCN

YTD

8.84%

1M

1.42%

6M

2.93%

1Y

8.49%

5Y*

5.78%

10Y*

6.57%

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Risk-Adjusted Performance

CHSCO vs. CHSCN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CHS Inc. (CHSCO) and CHS Inc. (CHSCN). 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 CHSCO, currently valued at 1.01, compared to the broader market-4.00-2.000.002.001.010.92
The chart of Sortino ratio for CHSCO, currently valued at 1.43, compared to the broader market-4.00-2.000.002.004.001.431.43
The chart of Omega ratio for CHSCO, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.18
The chart of Calmar ratio for CHSCO, currently valued at 1.90, compared to the broader market0.002.004.006.001.901.17
The chart of Martin ratio for CHSCO, currently valued at 4.79, compared to the broader market-5.000.005.0010.0015.0020.0025.004.792.73
CHSCO
CHSCN

The current CHSCO Sharpe Ratio is 1.01, which is comparable to the CHSCN Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of CHSCO and CHSCN, 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
1.01
0.92
CHSCO
CHSCN

Dividends

CHSCO vs. CHSCN - Dividend Comparison

CHSCO's dividend yield for the trailing twelve months is around 7.50%, more than CHSCN's 7.00% yield.


TTM20232022202120202019201820172016201520142013
CHSCO
CHS Inc.
7.50%7.42%7.69%6.92%6.84%7.22%7.66%6.83%6.96%6.83%6.90%1.73%
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%0.00%

Drawdowns

CHSCO vs. CHSCN - Drawdown Comparison

The maximum CHSCO drawdown since its inception was -29.21%, smaller than the maximum CHSCN drawdown of -42.38%. Use the drawdown chart below to compare losses from any high point for CHSCO and CHSCN. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.48%
-1.85%
CHSCO
CHSCN

Volatility

CHSCO vs. CHSCN - Volatility Comparison

CHS Inc. (CHSCO) has a higher volatility of 2.93% compared to CHS Inc. (CHSCN) at 1.59%. This indicates that CHSCO's price experiences larger fluctuations and is considered to be riskier than CHSCN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%JulyAugustSeptemberOctoberNovemberDecember
2.93%
1.59%
CHSCO
CHSCN

Financials

CHSCO vs. CHSCN - 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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