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LMNR vs. CHSCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

LMNR vs. CHSCO - Performance Comparison

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

0.00%50.00%100.00%JuneJulyAugustSeptemberOctoberNovember
22.48%
124.92%
LMNR
CHSCO

Returns By Period

In the year-to-date period, LMNR achieves a 33.87% return, which is significantly higher than CHSCO's 7.74% return. Over the past 10 years, LMNR has underperformed CHSCO with an annualized return of 2.17%, while CHSCO has yielded a comparatively higher 6.76% annualized return.


LMNR

YTD

33.87%

1M

5.32%

6M

38.73%

1Y

79.40%

5Y (annualized)

8.96%

10Y (annualized)

2.17%

CHSCO

YTD

7.74%

1M

0.66%

6M

4.66%

1Y

10.27%

5Y (annualized)

7.10%

10Y (annualized)

6.76%

Fundamentals


LMNRCHSCO
PEG Ratio5.920.00
Total Revenue (TTM)$147.64M$39.26B
Gross Profit (TTM)$18.17M$1.87B
EBITDA (TTM)$3.49M$1.68B

Key characteristics


LMNRCHSCO
Sharpe Ratio2.071.13
Sortino Ratio3.251.63
Omega Ratio1.401.22
Calmar Ratio1.602.11
Martin Ratio10.235.53
Ulcer Index7.76%1.86%
Daily Std Dev38.29%9.10%
Max Drawdown-66.40%-29.21%
Current Drawdown-8.14%-1.25%

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Correlation

The correlation between LMNR and CHSCO 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.


-0.50.00.51.00.1

Risk-Adjusted Performance

LMNR vs. CHSCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Limoneira Company (LMNR) and CHS Inc. (CHSCO). 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 LMNR, currently valued at 2.07, compared to the broader market-4.00-2.000.002.004.002.071.13
The chart of Sortino ratio for LMNR, currently valued at 3.25, compared to the broader market-4.00-2.000.002.004.003.251.63
The chart of Omega ratio for LMNR, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.22
The chart of Calmar ratio for LMNR, currently valued at 1.60, compared to the broader market0.002.004.006.001.602.11
The chart of Martin ratio for LMNR, currently valued at 10.23, compared to the broader market0.0010.0020.0030.0010.235.53
LMNR
CHSCO

The current LMNR Sharpe Ratio is 2.07, which is higher than the CHSCO Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of LMNR and CHSCO, 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.07
1.13
LMNR
CHSCO

Dividends

LMNR vs. CHSCO - Dividend Comparison

LMNR's dividend yield for the trailing twelve months is around 1.10%, less than CHSCO's 7.27% yield.


TTM20232022202120202019201820172016201520142013
LMNR
Limoneira Company
1.10%1.45%2.46%2.00%1.80%1.56%1.34%1.02%0.95%1.24%0.69%0.56%
CHSCO
CHS Inc.
7.27%7.42%7.69%6.92%6.84%7.22%7.66%6.83%6.96%6.83%6.90%1.73%

Drawdowns

LMNR vs. CHSCO - Drawdown Comparison

The maximum LMNR drawdown since its inception was -66.40%, which is greater than CHSCO's maximum drawdown of -29.21%. Use the drawdown chart below to compare losses from any high point for LMNR and CHSCO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.14%
-1.25%
LMNR
CHSCO

Volatility

LMNR vs. CHSCO - Volatility Comparison

Limoneira Company (LMNR) has a higher volatility of 11.82% compared to CHS Inc. (CHSCO) at 3.09%. This indicates that LMNR's price experiences larger fluctuations and is considered to be riskier than CHSCO 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%12.00%JuneJulyAugustSeptemberOctoberNovember
11.82%
3.09%
LMNR
CHSCO

Financials

LMNR vs. CHSCO - Financials Comparison

This section allows you to compare key financial metrics between Limoneira Company 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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