CHSCO vs. T
CHSCO (CHS Inc.) and T (AT&T Inc.) are both stocks. CHSCO operates in Farm Products (Consumer Defensive), while T operates in Telecom Services (Communication Services). Over the past 10 years, CHSCO returned 5.96%/yr vs 2.02%/yr for T. At a 0.14 correlation, their price movements are largely independent.
Performance
CHSCO vs. T - Performance Comparison
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Returns By Period
In the year-to-date period, CHSCO achieves a 3.36% return, which is significantly higher than T's -8.33% return. Over the past 10 years, CHSCO has outperformed T with an annualized return of 5.96%, while T has yielded a comparatively lower 2.02% annualized return.
CHSCO
- 1D
- 0.27%
- 1M
- -0.27%
- 6M
- 2.57%
- YTD
- 3.36%
- 1Y
- 5.67%
- 3Y*
- 7.61%
- 5Y*
- 5.59%
- 10Y*
- 5.96%
T
- 1D
- 2.57%
- 1M
- -3.83%
- 6M
- -5.16%
- YTD
- -8.33%
- 1Y
- -14.60%
- 3Y*
- 23.91%
- 5Y*
- 6.50%
- 10Y*
- 2.02%
CHSCO vs. T - Yearly Performance Comparison
Correlation
The correlation between CHSCO and T is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2013 | 0.14 |
The correlation between CHSCO and T shifts across timeframes, from -0.01 (1 year) to 0.15 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CHSCO:
$312.50M
T:
$152.79B
CHSCO:
$37.41B
T:
$125.65B
CHSCO:
$1.14B
T:
$105.41B
CHSCO:
$1.03B
T:
$54.70B
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Return for Risk
CHSCO vs. T — Risk / Return Rank
CHSCO
T
CHSCO vs. T - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CHS Inc. (CHSCO) and AT&T Inc. (T). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CHSCO | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.59 | ||
| Sortino ratioReturn per unit of downside risk | +2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.91 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | -0.51 | +2.64 |
| Martin ratioReturn relative to average drawdown | 4.66 | -1.14 | +5.81 |
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Drawdowns
CHSCO vs. T - Drawdown Comparison
The maximum CHSCO drawdown since its inception was -29.21%, smaller than the maximum T drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for CHSCO and T.
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Drawdown Indicators
| CHSCO | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.21% | -64.15% | +34.94% |
Max Drawdown (1Y)Largest decline over 1 year | -2.67% | -28.89% | +26.22% |
Max Drawdown (3Y)Largest decline over 3 years | -4.87% | -28.89% | +24.02% |
Max Drawdown (5Y)Largest decline over 5 years | -9.16% | -32.01% | +22.85% |
Max Drawdown (10Y)Largest decline over 10 years | -29.21% | -42.35% | +13.14% |
Current DrawdownCurrent decline from peak | -0.96% | -22.66% | +21.70% |
Average DrawdownAverage peak-to-trough decline | -2.21% | -15.74% | +13.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 12.80% | -11.58% |
Volatility
CHSCO vs. T - Volatility Comparison
The current volatility for CHS Inc. (CHSCO) is 1.91%, while AT&T Inc. (T) has a volatility of 10.04%. This indicates that CHSCO experiences smaller price fluctuations and is considered to be less risky than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHSCO | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.91% | 10.04% | -8.13% |
Volatility (6M)Calculated over the trailing 6-month period | 4.17% | 19.94% | -15.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.90% | 23.65% | -17.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.10% | 24.40% | -15.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.17% | 23.91% | -10.74% |
Dividends
CHSCO vs. T - Dividend Comparison
CHSCO's dividend yield for the trailing twelve months is around 7.61%, more than T's 5.05% yield.
Financials
CHSCO vs. T - Financials Comparison
This section allows you to compare key financial metrics between CHS Inc. and AT&T 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CHSCO and T have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (10.04%) compared to CHSCO (1.91%). In terms of maximum drawdown, CHSCO dropped -29.21% vs T's -64.15%.
CHSCO currently has the higher Sharpe Ratio (0.97 vs -0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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