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CHSCP vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CHSCP and VOO is 0.16, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

CHSCP vs. VOO - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
148.62%
504.39%
CHSCP
VOO

Key characteristics

Sharpe Ratio

CHSCP:

-0.44

VOO:

-0.07

Sortino Ratio

CHSCP:

-0.56

VOO:

0.01

Omega Ratio

CHSCP:

0.93

VOO:

1.00

Calmar Ratio

CHSCP:

-0.51

VOO:

-0.07

Martin Ratio

CHSCP:

-0.87

VOO:

-0.36

Ulcer Index

CHSCP:

8.30%

VOO:

3.31%

Daily Std Dev

CHSCP:

16.47%

VOO:

15.79%

Max Drawdown

CHSCP:

-16.06%

VOO:

-33.99%

Current Drawdown

CHSCP:

-12.75%

VOO:

-17.13%

Returns By Period

In the year-to-date period, CHSCP achieves a -2.10% return, which is significantly higher than VOO's -13.30% return. Over the past 10 years, CHSCP has underperformed VOO with an annualized return of 5.47%, while VOO has yielded a comparatively higher 11.35% annualized return.


CHSCP

YTD

-2.10%

1M

-2.41%

6M

-7.13%

1Y

-6.09%

5Y*

7.88%

10Y*

5.47%

VOO

YTD

-13.30%

1M

-12.91%

6M

-11.02%

1Y

0.06%

5Y*

17.17%

10Y*

11.35%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CHSCP vs. VOO — Risk-Adjusted Performance Rank

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

CHSCP
The Risk-Adjusted Performance Rank of CHSCP is 2929
Overall Rank
The Sharpe Ratio Rank of CHSCP is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of CHSCP is 2626
Sortino Ratio Rank
The Omega Ratio Rank of CHSCP is 2626
Omega Ratio Rank
The Calmar Ratio Rank of CHSCP is 2323
Calmar Ratio Rank
The Martin Ratio Rank of CHSCP is 3737
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 2222
Overall Rank
The Sharpe Ratio Rank of VOO is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 2222
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 2222
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 2323
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CHSCP vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CHS Inc. (CHSCP) and Vanguard S&P 500 ETF (VOO). 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 -0.44, compared to the broader market-2.00-1.000.001.002.00
CHSCP: -0.44
VOO: -0.07
The chart of Sortino ratio for CHSCP, currently valued at -0.56, compared to the broader market-6.00-4.00-2.000.002.004.00
CHSCP: -0.56
VOO: 0.01
The chart of Omega ratio for CHSCP, currently valued at 0.93, compared to the broader market0.501.001.502.00
CHSCP: 0.93
VOO: 1.00
The chart of Calmar ratio for CHSCP, currently valued at -0.51, compared to the broader market0.001.002.003.004.00
CHSCP: -0.51
VOO: -0.07
The chart of Martin ratio for CHSCP, currently valued at -0.87, compared to the broader market-10.000.0010.0020.00
CHSCP: -0.87
VOO: -0.36

The current CHSCP Sharpe Ratio is -0.44, which is lower than the VOO Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of CHSCP and VOO, 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.44
-0.07
CHSCP
VOO

Dividends

CHSCP vs. VOO - Dividend Comparison

CHSCP's dividend yield for the trailing twelve months is around 7.37%, more than VOO's 1.50% yield.


TTM20242023202220212020201920182017201620152014
CHSCP
CHS Inc.
7.37%7.09%6.46%7.13%6.47%6.69%7.14%7.47%6.64%6.83%6.46%6.42%
VOO
Vanguard S&P 500 ETF
1.50%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

CHSCP vs. VOO - Drawdown Comparison

The maximum CHSCP drawdown since its inception was -16.06%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CHSCP and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.75%
-17.13%
CHSCP
VOO

Volatility

CHSCP vs. VOO - Volatility Comparison

The current volatility for CHS Inc. (CHSCP) is 4.33%, while Vanguard S&P 500 ETF (VOO) has a volatility of 9.12%. This indicates that CHSCP experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
4.33%
9.12%
CHSCP
VOO
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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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