CHSCO vs. T
Compare and contrast key facts about CHS Inc. (CHSCO) and AT&T Inc. (T).
Performance
CHSCO vs. T - Performance Comparison
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CHSCO vs. T - Yearly Performance Comparison
Fundamentals
CHSCO:
$35.03B
T:
$125.65B
CHSCO:
$1.11B
T:
$100.22B
CHSCO:
$1.19B
T:
$53.20B
Returns By Period
In the year-to-date period, CHSCO achieves a 0.91% return, which is significantly lower than T's 18.07% return. Over the past 10 years, CHSCO has outperformed T with an annualized return of 6.30%, while T has yielded a comparatively lower 5.86% annualized return.
CHSCO
- 1D
- -0.89%
- 1M
- 0.64%
- YTD
- 0.91%
- 6M
- 0.43%
- 1Y
- 6.58%
- 3Y*
- 6.34%
- 5Y*
- 5.00%
- 10Y*
- 6.30%
T
- 1D
- 0.73%
- 1M
- 3.50%
- YTD
- 18.07%
- 6M
- 4.97%
- 1Y
- 6.99%
- 3Y*
- 21.14%
- 5Y*
- 11.20%
- 10Y*
- 5.86%
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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.
| CHSCO | T | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.31 | +0.72 |
Sortino ratioReturn per unit of downside risk | 1.51 | 0.58 | +0.93 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.07 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.82 | 0.36 | +1.47 |
Martin ratioReturn relative to average drawdown | 4.33 | 0.81 | +3.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHSCO | T | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.31 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.47 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.25 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.40 | +0.17 |
Correlation
The correlation between CHSCO and T is 0.15, 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.
Dividends
CHSCO vs. T - Dividend Comparison
CHSCO's dividend yield for the trailing twelve months is around 7.65%, more than T's 3.83% yield.
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 | -3.12% | -20.60% | +17.48% |
Max Drawdown (5Y)Largest decline over 5 years | -9.16% | -36.68% | +27.52% |
Max Drawdown (10Y)Largest decline over 10 years | -29.21% | -42.35% | +13.14% |
Current DrawdownCurrent decline from peak | -1.64% | -0.38% | -1.26% |
Average DrawdownAverage peak-to-trough decline | -2.24% | -15.74% | +13.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.31% | 9.06% | -7.75% |
Volatility
CHSCO vs. T - Volatility Comparison
The current volatility for CHS Inc. (CHSCO) is 1.83%, while AT&T Inc. (T) has a volatility of 6.70%. 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 | 1.83% | 6.70% | -4.87% |
Volatility (6M)Calculated over the trailing 6-month period | 4.16% | 16.42% | -12.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.45% | 22.39% | -15.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.14% | 23.82% | -14.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.20% | 23.49% | -10.29% |
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