CHSCP vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about CHS Inc. (CHSCP) and S&P 500 Index (^GSPC).

Performance

CHSCP vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CHS Inc. (CHSCP) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

CHSCP vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CHSCP CHS Inc.	0.58%	5.36%	-2.63%	17.86%	-3.07%	10.34%	14.39%	12.12%	-4.85%	9.82%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, CHSCP achieves a 0.58% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, CHSCP has underperformed ^GSPC with an annualized return of 5.72%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

CHSCP

• 1D: 0.44%
• 1M: -0.29%
• YTD: 0.58%
• 6M: -4.85%
• 1Y: 6.20%
• 3Y*: 4.26%
• 5Y*: 4.82%
• 10Y*: 5.72%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CHSCP vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CHSCP

CHSCP Risk / Return Rank: 56
CHSCP Sharpe Ratio Rank: 62
CHSCP Sortino Ratio Rank: 53
CHSCP Omega Ratio Rank: 51
CHSCP Calmar Ratio Rank: 56
CHSCP Martin Ratio Rank: 57

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CHSCP vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CHS Inc. (CHSCP) and S&P 500 Index (^GSPC). 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.

	CHSCP	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.61	0.92	-0.30
Sortino ratio Return per unit of downside risk	0.94	1.41	-0.48
Omega ratio Gain probability vs. loss probability	1.12	1.21	-0.10
Calmar ratio Return relative to maximum drawdown	0.63	1.41	-0.79
Martin ratio Return relative to average drawdown	1.53	6.61	-5.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CHSCP vs. ^GSPC - Sharpe Ratio Comparison

The current CHSCP Sharpe Ratio is 0.61, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of CHSCP and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CHSCP	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.61	0.92	-0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.38	0.61	-0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	0.68	-0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.46	+0.15

Correlation

The correlation between CHSCP and ^GSPC is 0.12, 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.

Drawdowns

CHSCP vs. ^GSPC - Drawdown Comparison

The maximum CHSCP drawdown since its inception was -16.06%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for CHSCP and ^GSPC.

Drawdown Indicators

	CHSCP	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-16.06%	-56.78%	+40.72%
Max Drawdown (1Y) Largest decline over 1 year	-8.97%	-12.14%	+3.17%
Max Drawdown (5Y) Largest decline over 5 years	-15.08%	-25.43%	+10.35%
Max Drawdown (10Y) Largest decline over 10 years	-15.44%	-33.92%	+18.48%
Current Drawdown Current decline from peak	-5.57%	-5.78%	+0.21%
Average Drawdown Average peak-to-trough decline	-3.09%	-10.75%	+7.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.67%	2.60%	+1.07%

Volatility

CHSCP vs. ^GSPC - Volatility Comparison

The current volatility for CHS Inc. (CHSCP) is 4.55%, while S&P 500 Index (^GSPC) has a volatility of 5.37%. This indicates that CHSCP experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CHSCP	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.55%	5.37%	-0.82%
Volatility (6M) Calculated over the trailing 6-month period	7.79%	9.55%	-1.76%
Volatility (1Y) Calculated over the trailing 1-year period	10.18%	18.33%	-8.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.81%	16.90%	-4.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.05%	18.05%	-5.00%