CHSCP vs. XST.TO
Compare and contrast key facts about CHS Inc. (CHSCP) and iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO).
XST.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Gbl GR CAD. It was launched on Apr 12, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHSCP or XST.TO.
Key characteristics
| CHSCP | XST.TO | |
|---|---|---|
| YTD Return | -0.26% | 21.73% |
| 1Y Return | 5.03% | 20.45% |
| 3Y Return (Ann) | 5.51% | 12.39% |
| 5Y Return (Ann) | 7.82% | 11.60% |
| 10Y Return (Ann) | 6.54% | 11.11% |
| Sharpe Ratio | 0.40 | 1.65 |
| Sortino Ratio | 0.75 | 2.34 |
| Omega Ratio | 1.10 | 1.31 |
| Calmar Ratio | 0.59 | 0.21 |
| Martin Ratio | 1.17 | 9.35 |
| Ulcer Index | 5.74% | 2.16% |
| Daily Std Dev | 16.98% | 12.24% |
| Max Drawdown | -16.06% | -99.63% |
| Current Drawdown | -8.71% | -97.76% |
Correlation
The correlation between CHSCP and XST.TO is 0.10, 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. XST.TO - Performance Comparison
In the year-to-date period, CHSCP achieves a -0.26% return, which is significantly lower than XST.TO's 21.73% return. Over the past 10 years, CHSCP has underperformed XST.TO with an annualized return of 6.54%, while XST.TO has yielded a comparatively higher 11.11% 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. XST.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CHS Inc. (CHSCP) and iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO). 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. XST.TO - Dividend Comparison
CHSCP's dividend yield for the trailing twelve months is around 6.80%, more than XST.TO's 0.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHSCP CHS Inc. | 6.80% | 6.46% | 7.13% | 6.47% | 6.69% | 7.14% | 7.47% | 6.64% | 6.83% | 6.46% | 6.42% | 6.84% |
XST.TO iShares S&P/TSX Capped Consumer Staples Index ETF | 0.75% | 0.79% | 0.74% | 0.68% | 0.73% | 0.72% | 0.80% | 0.89% | 0.51% | 0.62% | 1.33% | 0.75% |
Drawdowns
CHSCP vs. XST.TO - Drawdown Comparison
The maximum CHSCP drawdown since its inception was -16.06%, smaller than the maximum XST.TO drawdown of -99.63%. Use the drawdown chart below to compare losses from any high point for CHSCP and XST.TO. For additional features, visit the drawdowns tool.
Volatility
CHSCP vs. XST.TO - Volatility Comparison
The current volatility for CHS Inc. (CHSCP) is 3.24%, while iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) has a volatility of 4.45%. This indicates that CHSCP experiences smaller price fluctuations and is considered to be less risky than XST.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.