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CHSCP vs. RSPN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CHSCP vs. RSPN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CHS Inc. (CHSCP) and Invesco S&P 500® Equal Weight Industrials ETF (RSPN). The values are adjusted to include any dividend payments, if applicable.

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CHSCP vs. RSPN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHSCP
CHS Inc.
0.58%5.36%-2.63%17.86%-3.07%10.34%14.39%12.12%-4.85%9.82%
RSPN
Invesco S&P 500® Equal Weight Industrials ETF
3.02%13.84%17.63%22.32%-8.79%26.07%18.07%33.17%-13.23%23.22%

Returns By Period

In the year-to-date period, CHSCP achieves a 0.58% return, which is significantly lower than RSPN's 3.02% return. Over the past 10 years, CHSCP has underperformed RSPN with an annualized return of 5.72%, while RSPN has yielded a comparatively higher 14.02% 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%

RSPN

1D
1.11%
1M
-8.74%
YTD
3.02%
6M
4.40%
1Y
19.42%
3Y*
16.93%
5Y*
11.35%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CHSCP vs. RSPN — Risk / Return Rank

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

CHSCP
CHSCP Risk / Return Rank: 5656
Overall Rank
CHSCP Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
CHSCP Sortino Ratio Rank: 5353
Sortino Ratio Rank
CHSCP Omega Ratio Rank: 5151
Omega Ratio Rank
CHSCP Calmar Ratio Rank: 5656
Calmar Ratio Rank
CHSCP Martin Ratio Rank: 5757
Martin Ratio Rank

RSPN
RSPN Risk / Return Rank: 5454
Overall Rank
RSPN Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
RSPN Sortino Ratio Rank: 5555
Sortino Ratio Rank
RSPN Omega Ratio Rank: 5050
Omega Ratio Rank
RSPN Calmar Ratio Rank: 5858
Calmar Ratio Rank
RSPN Martin Ratio Rank: 5858
Martin Ratio Rank
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. RSPN - Risk-Adjusted Trends 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.


CHSCPRSPNDifference

Sharpe ratio

Return per unit of total volatility

0.61

0.97

-0.36

Sortino ratio

Return per unit of downside risk

0.94

1.49

-0.56

Omega ratio

Gain probability vs. loss probability

1.12

1.20

-0.08

Calmar ratio

Return relative to maximum drawdown

0.63

1.56

-0.93

Martin ratio

Return relative to average drawdown

1.53

5.99

-4.46

CHSCP vs. RSPN - Sharpe Ratio Comparison

The current CHSCP Sharpe Ratio is 0.61, which is lower than the RSPN Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of CHSCP and RSPN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CHSCPRSPNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.97

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.63

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.69

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.52

+0.09

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.


Dividends

CHSCP vs. RSPN - Dividend Comparison

CHSCP's dividend yield for the trailing twelve months is around 7.31%, more than RSPN's 0.85% yield.


TTM20252024202320222021202020192018201720162015
CHSCP
CHS Inc.
7.31%7.22%7.09%6.46%7.13%6.47%6.69%7.14%7.47%6.64%6.83%6.46%
RSPN
Invesco S&P 500® Equal Weight Industrials ETF
0.85%0.86%0.98%1.06%1.09%0.70%0.96%1.33%1.49%1.12%1.31%1.51%

Drawdowns

CHSCP vs. RSPN - Drawdown Comparison

The maximum CHSCP drawdown since its inception was -16.06%, smaller than the maximum RSPN drawdown of -59.61%. Use the drawdown chart below to compare losses from any high point for CHSCP and RSPN.


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Drawdown Indicators


CHSCPRSPNDifference

Max Drawdown

Largest peak-to-trough decline

-16.06%

-59.61%

+43.55%

Max Drawdown (1Y)

Largest decline over 1 year

-8.97%

-12.85%

+3.88%

Max Drawdown (5Y)

Largest decline over 5 years

-15.08%

-21.88%

+6.80%

Max Drawdown (10Y)

Largest decline over 10 years

-15.44%

-42.02%

+26.58%

Current Drawdown

Current decline from peak

-5.57%

-8.74%

+3.17%

Average Drawdown

Average peak-to-trough decline

-3.09%

-7.69%

+4.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

3.35%

+0.32%

Volatility

CHSCP vs. RSPN - Volatility Comparison

The current volatility for CHS Inc. (CHSCP) is 4.55%, while Invesco S&P 500® Equal Weight Industrials ETF (RSPN) has a volatility of 6.07%. 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.


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Volatility by Period


CHSCPRSPNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

6.07%

-1.52%

Volatility (6M)

Calculated over the trailing 6-month period

7.79%

11.59%

-3.80%

Volatility (1Y)

Calculated over the trailing 1-year period

10.18%

20.12%

-9.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.81%

18.09%

-5.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.05%

20.30%

-7.25%