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CHSCP vs. CHSCL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CHSCP and CHSCL is 0.35, 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.


-0.50.00.51.00.3

Performance

CHSCP vs. CHSCL - Performance Comparison

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

75.00%80.00%85.00%90.00%95.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
76.90%
100.07%
CHSCP
CHSCL

Key characteristics

Sharpe Ratio

CHSCP:

-0.31

CHSCL:

1.14

Sortino Ratio

CHSCP:

-0.36

CHSCL:

1.66

Omega Ratio

CHSCP:

0.95

CHSCL:

1.22

Calmar Ratio

CHSCP:

-0.42

CHSCL:

1.85

Martin Ratio

CHSCP:

-0.80

CHSCL:

4.54

Ulcer Index

CHSCP:

6.36%

CHSCL:

1.69%

Daily Std Dev

CHSCP:

16.35%

CHSCL:

6.76%

Max Drawdown

CHSCP:

-16.06%

CHSCL:

-29.20%

Current Drawdown

CHSCP:

-11.17%

CHSCL:

-1.90%

Fundamentals

PEG Ratio

CHSCP:

0.00

CHSCL:

0.00

Total Revenue (TTM)

CHSCP:

$27.87B

CHSCL:

$27.87B

Gross Profit (TTM)

CHSCP:

$1.22B

CHSCL:

$1.22B

EBITDA (TTM)

CHSCP:

$999.06M

CHSCL:

$999.06M

Returns By Period

In the year-to-date period, CHSCP achieves a -2.94% return, which is significantly lower than CHSCL's 8.24% return.


CHSCP

YTD

-2.94%

1M

-1.32%

6M

-3.43%

1Y

-3.01%

5Y*

6.91%

10Y*

5.75%

CHSCL

YTD

8.24%

1M

-0.42%

6M

2.82%

1Y

7.77%

5Y*

5.52%

10Y*

N/A

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Risk-Adjusted Performance

CHSCP vs. CHSCL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CHS Inc. (CHSCP) and CHS Inc. (CHSCL). 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.


Sharpe ratio
The chart of Sharpe ratio for CHSCP, currently valued at -0.31, compared to the broader market-4.00-2.000.002.00-0.311.14
The chart of Sortino ratio for CHSCP, currently valued at -0.36, compared to the broader market-4.00-2.000.002.004.00-0.361.66
The chart of Omega ratio for CHSCP, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.22
The chart of Calmar ratio for CHSCP, currently valued at -0.42, compared to the broader market0.002.004.006.00-0.421.85
The chart of Martin ratio for CHSCP, currently valued at -0.80, compared to the broader market0.0010.0020.00-0.804.54
CHSCP
CHSCL

The current CHSCP Sharpe Ratio is -0.31, which is lower than the CHSCL Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of CHSCP and CHSCL, 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.31
1.14
CHSCP
CHSCL

Dividends

CHSCP vs. CHSCL - Dividend Comparison

CHSCP's dividend yield for the trailing twelve months is around 7.11%, less than CHSCL's 7.37% yield.


TTM20232022202120202019201820172016201520142013
CHSCP
CHS Inc.
7.11%6.46%7.13%6.47%6.69%7.14%7.47%6.64%6.83%6.46%6.42%6.84%
CHSCL
CHS Inc.
7.37%7.42%7.22%6.59%6.34%6.85%7.43%6.66%6.91%6.57%0.00%0.00%

Drawdowns

CHSCP vs. CHSCL - Drawdown Comparison

The maximum CHSCP drawdown since its inception was -16.06%, smaller than the maximum CHSCL drawdown of -29.20%. Use the drawdown chart below to compare losses from any high point for CHSCP and CHSCL. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.17%
-1.90%
CHSCP
CHSCL

Volatility

CHSCP vs. CHSCL - Volatility Comparison

CHS Inc. (CHSCP) has a higher volatility of 3.91% compared to CHS Inc. (CHSCL) at 1.75%. This indicates that CHSCP's price experiences larger fluctuations and is considered to be riskier than CHSCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
3.91%
1.75%
CHSCP
CHSCL

Financials

CHSCP vs. CHSCL - Financials Comparison

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

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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