CHSCP vs. RSPN
Compare and contrast key facts about CHS Inc. (CHSCP) and Invesco S&P 500® Equal Weight Industrials ETF (RSPN).
RSPN is a passively managed fund by Invesco that tracks the performance of the S&P 500® Equal Weight Industrials Index. It was launched on Jan 11, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHSCP or RSPN.
Key characteristics
| CHSCP | RSPN | |
|---|---|---|
| YTD Return | 1.68% | 27.43% |
| 1Y Return | 9.45% | 45.10% |
| 3Y Return (Ann) | 5.69% | 11.41% |
| 5Y Return (Ann) | 8.28% | 15.54% |
| 10Y Return (Ann) | 6.71% | 11.95% |
| Sharpe Ratio | 0.54 | 3.19 |
| Sortino Ratio | 0.96 | 4.46 |
| Omega Ratio | 1.13 | 1.56 |
| Calmar Ratio | 0.80 | 4.88 |
| Martin Ratio | 1.60 | 19.11 |
| Ulcer Index | 5.69% | 2.34% |
| Daily Std Dev | 16.93% | 14.01% |
| Max Drawdown | -16.06% | -61.64% |
| Current Drawdown | -6.94% | 0.00% |
Correlation
The correlation between CHSCP and RSPN 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.
Performance
CHSCP vs. RSPN - Performance Comparison
In the year-to-date period, CHSCP achieves a 1.68% return, which is significantly lower than RSPN's 27.43% return. Over the past 10 years, CHSCP has underperformed RSPN with an annualized return of 6.71%, while RSPN has yielded a comparatively higher 11.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CHSCP vs. RSPN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CHS Inc. (CHSCP) and Invesco S&P 500® Equal Weight Industrials ETF (RSPN). 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.
Dividends
CHSCP vs. RSPN - Dividend Comparison
CHSCP's dividend yield for the trailing twelve months is around 6.67%, more than RSPN's 0.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHSCP CHS Inc. | 6.67% | 6.46% | 7.13% | 6.47% | 6.69% | 7.14% | 7.47% | 6.64% | 6.83% | 6.46% | 6.42% | 6.84% |
RSPN Invesco S&P 500® Equal Weight Industrials ETF | 0.86% | 0.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CHSCP vs. RSPN - Drawdown Comparison
The maximum CHSCP drawdown since its inception was -16.06%, smaller than the maximum RSPN drawdown of -61.64%. Use the drawdown chart below to compare losses from any high point for CHSCP and RSPN. For additional features, visit the drawdowns tool.
Volatility
CHSCP vs. RSPN - Volatility Comparison
The current volatility for CHS Inc. (CHSCP) is 3.09%, while Invesco S&P 500® Equal Weight Industrials ETF (RSPN) has a volatility of 5.06%. This indicates that CHSCP experiences smaller price fluctuations and is considered to be less risky than RSPN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.