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

Key characteristics


CHSCOCHSCN
YTD Return2.87%6.47%
1Y Return11.50%13.85%
3Y Return (Ann)5.41%5.19%
5Y Return (Ann)6.91%6.73%
10Y Return (Ann)6.28%6.30%
Sharpe Ratio1.181.57
Daily Std Dev9.16%8.48%
Max Drawdown-29.21%-42.38%
Current Drawdown-2.12%-2.83%

Fundamentals


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

Correlation

-0.50.00.51.00.4

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.

Performance

CHSCO vs. CHSCN - Performance Comparison

In the year-to-date period, CHSCO achieves a 2.87% return, which is significantly lower than CHSCN's 6.47% return. Both investments have delivered pretty close results over the past 10 years, with CHSCO having a 6.28% annualized return and CHSCN not far ahead at 6.30%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


80.00%85.00%90.00%95.00%100.00%105.00%December2024FebruaryMarchAprilMay
93.29%
98.38%
CHSCO
CHSCN

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CHS Inc.

CHS Inc.

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.


CHSCO
Sharpe ratio
The chart of Sharpe ratio for CHSCO, currently valued at 1.18, compared to the broader market-2.00-1.000.001.002.003.004.001.18
Sortino ratio
The chart of Sortino ratio for CHSCO, currently valued at 1.80, compared to the broader market-4.00-2.000.002.004.006.001.80
Omega ratio
The chart of Omega ratio for CHSCO, currently valued at 1.24, compared to the broader market0.501.001.501.24
Calmar ratio
The chart of Calmar ratio for CHSCO, currently valued at 2.03, compared to the broader market0.002.004.006.002.03
Martin ratio
The chart of Martin ratio for CHSCO, currently valued at 5.32, compared to the broader market-10.000.0010.0020.0030.005.32
CHSCN
Sharpe ratio
The chart of Sharpe ratio for CHSCN, currently valued at 1.57, compared to the broader market-2.00-1.000.001.002.003.004.001.57
Sortino ratio
The chart of Sortino ratio for CHSCN, currently valued at 2.39, compared to the broader market-4.00-2.000.002.004.006.002.39
Omega ratio
The chart of Omega ratio for CHSCN, currently valued at 1.30, compared to the broader market0.501.001.501.30
Calmar ratio
The chart of Calmar ratio for CHSCN, currently valued at 1.98, compared to the broader market0.002.004.006.001.98
Martin ratio
The chart of Martin ratio for CHSCN, currently valued at 6.18, compared to the broader market-10.000.0010.0020.0030.006.18

CHSCO vs. CHSCN - Sharpe Ratio Comparison

The current CHSCO Sharpe Ratio is 1.18, which roughly equals the CHSCN Sharpe Ratio of 1.57. The chart below compares the 12-month rolling Sharpe Ratio of CHSCO and CHSCN.


Rolling 12-month Sharpe Ratio0.501.001.502.00December2024FebruaryMarchAprilMay
1.18
1.57
CHSCO
CHSCN

Dividends

CHSCO vs. CHSCN - Dividend Comparison

CHSCO's dividend yield for the trailing twelve months is around 7.35%, more than CHSCN's 6.79% yield.


TTM20232022202120202019201820172016201520142013
CHSCO
CHS Inc.
7.35%7.42%7.70%6.92%6.84%7.23%7.66%6.83%6.97%6.84%6.91%1.73%
CHSCN
CHS Inc.
6.79%7.11%7.30%6.46%6.38%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.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-2.12%
-2.83%
CHSCO
CHSCN

Volatility

CHSCO vs. CHSCN - Volatility Comparison

The current volatility for CHS Inc. (CHSCO) is 1.96%, while CHS Inc. (CHSCN) has a volatility of 2.66%. This indicates that CHSCO experiences smaller price fluctuations and is considered to be less risky than CHSCN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%December2024FebruaryMarchAprilMay
1.96%
2.66%
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