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

Key characteristics


CHSCOCTVA
YTD Return8.43%30.01%
1Y Return12.89%25.12%
3Y Return (Ann)5.62%10.34%
5Y Return (Ann)7.21%20.41%
Sharpe Ratio1.360.81
Sortino Ratio1.951.50
Omega Ratio1.261.20
Calmar Ratio2.540.70
Martin Ratio6.804.26
Ulcer Index1.82%5.74%
Daily Std Dev9.10%30.24%
Max Drawdown-29.21%-34.76%
Current Drawdown-0.51%-6.34%

Fundamentals


CHSCOCTVA
PEG Ratio0.001.18
Total Revenue (TTM)$30.09B$14.31B
Gross Profit (TTM)$1.46B$6.18B
EBITDA (TTM)$1.01B$3.41B

Correlation

-0.50.00.51.00.2

The correlation between CHSCO and CTVA is 0.16, 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

CHSCO vs. CTVA - Performance Comparison

In the year-to-date period, CHSCO achieves a 8.43% return, which is significantly lower than CTVA's 30.01% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
5.76%
8.00%
CHSCO
CTVA

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Risk-Adjusted Performance

CHSCO vs. CTVA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CHS Inc. (CHSCO) and Corteva, Inc. (CTVA). 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 1.36, compared to the broader market-4.00-2.000.002.001.36
Sortino ratio
The chart of Sortino ratio for CHSCO, currently valued at 1.95, compared to the broader market-4.00-2.000.002.004.001.95
Omega ratio
The chart of Omega ratio for CHSCO, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for CHSCO, currently valued at 2.54, compared to the broader market0.002.004.006.002.54
Martin ratio
The chart of Martin ratio for CHSCO, currently valued at 6.80, compared to the broader market-10.000.0010.0020.0030.006.80
CTVA
Sharpe ratio
The chart of Sharpe ratio for CTVA, currently valued at 0.81, compared to the broader market-4.00-2.000.002.000.81
Sortino ratio
The chart of Sortino ratio for CTVA, currently valued at 1.50, compared to the broader market-4.00-2.000.002.004.001.50
Omega ratio
The chart of Omega ratio for CTVA, currently valued at 1.20, compared to the broader market0.501.001.502.001.20
Calmar ratio
The chart of Calmar ratio for CTVA, currently valued at 0.70, compared to the broader market0.002.004.006.000.70
Martin ratio
The chart of Martin ratio for CTVA, currently valued at 4.26, compared to the broader market-10.000.0010.0020.0030.004.26

CHSCO vs. CTVA - Sharpe Ratio Comparison

The current CHSCO Sharpe Ratio is 1.36, which is higher than the CTVA Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of CHSCO and CTVA, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.36
0.81
CHSCO
CTVA

Dividends

CHSCO vs. CTVA - Dividend Comparison

CHSCO's dividend yield for the trailing twelve months is around 7.23%, more than CTVA's 1.05% yield.


TTM20232022202120202019201820172016201520142013
CHSCO
CHS Inc.
7.23%7.42%7.69%6.92%6.84%7.22%7.66%6.83%6.96%6.83%6.90%1.73%
CTVA
Corteva, Inc.
1.05%1.29%0.99%1.14%1.34%0.88%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CHSCO vs. CTVA - Drawdown Comparison

The maximum CHSCO drawdown since its inception was -29.21%, smaller than the maximum CTVA drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for CHSCO and CTVA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.51%
-6.34%
CHSCO
CTVA

Volatility

CHSCO vs. CTVA - Volatility Comparison

The current volatility for CHS Inc. (CHSCO) is 3.00%, while Corteva, Inc. (CTVA) has a volatility of 5.16%. This indicates that CHSCO experiences smaller price fluctuations and is considered to be less risky than CTVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.00%
5.16%
CHSCO
CTVA

Financials

CHSCO vs. CTVA - Financials Comparison

This section allows you to compare key financial metrics between CHS Inc. and Corteva, 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