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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%AugustSeptemberOctoberNovemberDecember2025
103.67%
103.66%
CHSCO
CHSCN

Key characteristics

Sharpe Ratio

CHSCO:

0.90

CHSCN:

0.91

Sortino Ratio

CHSCO:

1.33

CHSCN:

1.43

Omega Ratio

CHSCO:

1.18

CHSCN:

1.18

Calmar Ratio

CHSCO:

1.76

CHSCN:

1.20

Martin Ratio

CHSCO:

4.34

CHSCN:

2.75

Ulcer Index

CHSCO:

1.98%

CHSCN:

2.94%

Daily Std Dev

CHSCO:

9.53%

CHSCN:

8.90%

Max Drawdown

CHSCO:

-29.21%

CHSCN:

-42.38%

Current Drawdown

CHSCO:

-1.47%

CHSCN:

-1.47%

Fundamentals

PEG Ratio

CHSCO:

0.00

CHSCN:

0.00

Total Revenue (TTM)

CHSCO:

$37.16B

CHSCN:

$37.16B

Gross Profit (TTM)

CHSCO:

$1.62B

CHSCN:

$1.62B

EBITDA (TTM)

CHSCO:

$1.14B

CHSCN:

$1.14B

Returns By Period

In the year-to-date period, CHSCO achieves a -1.22% return, which is significantly lower than CHSCN's 0.83% return. Both investments have delivered pretty close results over the past 10 years, with CHSCO having a 6.86% annualized return and CHSCN not far behind at 6.71%.


CHSCO

YTD

-1.22%

1M

2.10%

6M

2.11%

1Y

8.51%

5Y*

6.66%

10Y*

6.86%

CHSCN

YTD

0.83%

1M

0.95%

6M

2.01%

1Y

7.25%

5Y*

5.21%

10Y*

6.71%

*Annualized

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

CHSCO vs. CHSCN — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CHSCO
The Risk-Adjusted Performance Rank of CHSCO is 7575
Overall Rank
The Sharpe Ratio Rank of CHSCO is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of CHSCO is 6767
Sortino Ratio Rank
The Omega Ratio Rank of CHSCO is 6767
Omega Ratio Rank
The Calmar Ratio Rank of CHSCO is 8888
Calmar Ratio Rank
The Martin Ratio Rank of CHSCO is 7979
Martin Ratio Rank

CHSCN
The Risk-Adjusted Performance Rank of CHSCN is 7373
Overall Rank
The Sharpe Ratio Rank of CHSCN is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of CHSCN is 7070
Sortino Ratio Rank
The Omega Ratio Rank of CHSCN is 6767
Omega Ratio Rank
The Calmar Ratio Rank of CHSCN is 8282
Calmar Ratio Rank
The Martin Ratio Rank of CHSCN is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.90, compared to the broader market-2.000.002.004.000.900.91
The chart of Sortino ratio for CHSCO, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.001.331.43
The chart of Omega ratio for CHSCO, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.18
The chart of Calmar ratio for CHSCO, currently valued at 1.76, compared to the broader market0.002.004.006.001.761.20
The chart of Martin ratio for CHSCO, currently valued at 4.34, compared to the broader market-10.000.0010.0020.0030.004.342.75
CHSCO
CHSCN

The current CHSCO Sharpe Ratio is 0.90, which is comparable to the CHSCN Sharpe Ratio of 0.91. 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 Ratio0.400.600.801.001.201.401.60AugustSeptemberOctoberNovemberDecember2025
0.90
0.91
CHSCO
CHSCN

Dividends

CHSCO vs. CHSCN - Dividend Comparison

CHSCO's dividend yield for the trailing twelve months is around 7.36%, more than CHSCN's 6.97% yield.


TTM20242023202220212020201920182017201620152014
CHSCO
CHS Inc.
7.36%7.27%7.42%7.69%6.92%6.84%7.22%7.66%6.83%6.96%6.83%6.90%
CHSCN
CHS Inc.
6.97%7.03%7.11%7.30%6.46%6.39%6.52%7.19%6.49%6.70%6.51%4.92%

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%AugustSeptemberOctoberNovemberDecember2025
-1.47%
-1.47%
CHSCO
CHSCN

Volatility

CHSCO vs. CHSCN - Volatility Comparison

CHS Inc. (CHSCO) has a higher volatility of 3.73% compared to CHS Inc. (CHSCN) at 3.04%. 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%AugustSeptemberOctoberNovemberDecember2025
3.73%
3.04%
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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