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 6.37%/yr vs 2.70%/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 3.11% return, which is significantly higher than T's -6.13% return. Over the past 10 years, CHSCO has outperformed T with an annualized return of 6.37%, while T has yielded a comparatively lower 2.70% annualized return.
CHSCO
- 1D
- 0.19%
- 1M
- 0.20%
- YTD
- 3.11%
- 6M
- 3.91%
- 1Y
- 5.70%
- 3Y*
- 7.68%
- 5Y*
- 5.68%
- 10Y*
- 6.37%
T
- 1D
- 3.21%
- 1M
- -9.70%
- YTD
- -6.13%
- 6M
- -4.67%
- 1Y
- -15.59%
- 3Y*
- 20.20%
- 5Y*
- 7.06%
- 10Y*
- 2.70%
CHSCO vs. T - Yearly Performance Comparison
Correlation
The correlation between CHSCO and T is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
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 -0.05 (1 year) to 0.15 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CHSCO:
$35.59B
T:
$125.65B
CHSCO:
$1.06B
T:
$105.41B
CHSCO:
$1.12B
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 | +1.65 | ||
| Sortino ratioReturn per unit of downside risk | +2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.90 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | -0.66 | +2.81 |
| Martin ratioReturn relative to average drawdown | 4.83 | -1.40 | +6.23 |
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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% | -23.57% | +20.90% |
Max Drawdown (3Y)Largest decline over 3 years | -4.87% | -23.57% | +18.70% |
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 | -1.19% | -20.80% | +19.61% |
Average DrawdownAverage peak-to-trough decline | -2.21% | -15.72% | +13.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 11.14% | -9.95% |
Volatility
CHSCO vs. T - Volatility Comparison
The current volatility for CHS Inc. (CHSCO) is 2.18%, while AT&T Inc. (T) has a volatility of 8.49%. 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 | 2.18% | 8.49% | -6.31% |
Volatility (6M)Calculated over the trailing 6-month period | 4.18% | 18.37% | -14.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.01% | 22.66% | -16.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.12% | 24.12% | -15.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.21% | 23.79% | -10.58% |
Dividends
CHSCO vs. T - Dividend Comparison
CHSCO's dividend yield for the trailing twelve months is around 7.63%, more than T's 4.87% 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 -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (8.49%) compared to CHSCO (2.18%). In terms of maximum drawdown, CHSCO dropped -29.21% vs T's -64.15%.
CHSCO currently has the higher Sharpe Ratio (0.95 vs -0.69), 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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