LMNR vs. CHSCO
LMNR (Limoneira Company) and CHSCO (CHS Inc.) are both stocks. Both operate in the Farm Products industry within the Consumer Defensive sector. Over the past 10 years, LMNR returned -0.91%/yr vs 6.32%/yr for CHSCO. At a 0.10 correlation, their price movements are largely independent.
Performance
LMNR vs. CHSCO - Performance Comparison
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Returns By Period
In the year-to-date period, LMNR achieves a 2.18% return, which is significantly lower than CHSCO's 2.76% return. Over the past 10 years, LMNR has underperformed CHSCO with an annualized return of -0.91%, while CHSCO has yielded a comparatively higher 6.32% annualized return.
LMNR
- 1D
- 0.58%
- 1M
- 0.86%
- YTD
- 2.18%
- 6M
- -8.41%
- 1Y
- -17.12%
- 3Y*
- -6.16%
- 5Y*
- -6.19%
- 10Y*
- -0.91%
CHSCO
- 1D
- -0.11%
- 1M
- 0.27%
- YTD
- 2.76%
- 6M
- 3.51%
- 1Y
- 4.66%
- 3Y*
- 6.92%
- 5Y*
- 5.36%
- 10Y*
- 6.32%
LMNR vs. CHSCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LMNR Limoneira Company | 2.18% | -47.35% | 20.18% | 72.03% | -16.74% | -8.26% | -11.60% | -0.15% | -11.71% | 5.20% |
CHSCO CHS Inc. | 2.76% | 3.38% | 9.77% | 11.68% | -3.25% | 5.89% | 13.50% | 13.86% | -4.34% | 9.08% |
Correlation
The correlation between LMNR and CHSCO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2013 | 0.10 |
Fundamentals
LMNR:
$143.62M
CHSCO:
$35.59B
LMNR:
-$5.56M
CHSCO:
$1.06B
LMNR:
-$15.83M
CHSCO:
$1.12B
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Return for Risk
LMNR vs. CHSCO — Risk / Return Rank
LMNR
CHSCO
LMNR vs. CHSCO - Risk-Adjusted Trends 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.
| LMNR | CHSCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.15 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | 1.50 | -2.20 |
| Martin ratioReturn relative to average drawdown | -1.20 | 3.58 | -4.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LMNR | CHSCO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.60 | 0.81 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | 0.59 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | 0.48 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.58 | -0.44 |
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.
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Drawdown Indicators
| LMNR | CHSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.40% | -29.21% | -37.19% |
Max Drawdown (1Y)Largest decline over 1 year | -24.44% | -3.12% | -21.32% |
Max Drawdown (3Y)Largest decline over 3 years | -56.31% | -4.87% | -51.44% |
Max Drawdown (5Y)Largest decline over 5 years | -56.31% | -9.16% | -47.15% |
Max Drawdown (10Y)Largest decline over 10 years | -65.82% | -29.21% | -36.61% |
Current DrawdownCurrent decline from peak | -55.63% | -0.76% | -54.87% |
Average DrawdownAverage peak-to-trough decline | -33.65% | -2.22% | -31.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.29% | 1.30% | +12.99% |
Volatility
LMNR vs. CHSCO - Volatility Comparison
Limoneira Company (LMNR) has a higher volatility of 4.91% compared to CHS Inc. (CHSCO) at 1.27%. 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.
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Volatility by Period
| LMNR | CHSCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 1.27% | +3.64% |
Volatility (6M)Calculated over the trailing 6-month period | 18.60% | 3.80% | +14.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.71% | 5.79% | +22.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.72% | 9.10% | +26.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.99% | 13.19% | +25.80% |
Dividends
LMNR vs. CHSCO - Dividend Comparison
LMNR's dividend yield for the trailing twelve months is around 1.74%, less than CHSCO's 7.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHSCO CHS Inc. | 7.51% | 7.58% | 7.28% | 7.42% | 7.70% | 6.92% | 6.84% | 7.23% | 7.66% | 6.83% | 6.97% | 6.84% |
LMNR Limoneira Company | 1.74% | 2.38% | 1.23% | 1.45% | 2.46% | 2.00% | 1.80% | 1.56% | 1.34% | 1.02% | 0.95% | 1.24% |
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.
Total Revenue: Total amount of money received from sales and other business activities
LMNR vs. CHSCO - Profitability Comparison
LMNR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Limoneira Company reported a gross profit of -6.12M and revenue of 18.21M. Therefore, the gross margin over that period was -33.6%.
CHSCO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CHS Inc. reported a gross profit of 25.82M and revenue of 8.35B. Therefore, the gross margin over that period was 0.3%.
LMNR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Limoneira Company reported an operating income of -10.48M and revenue of 18.21M, resulting in an operating margin of -57.6%.
CHSCO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CHS Inc. reported an operating income of -241.79M and revenue of 8.35B, resulting in an operating margin of -2.9%.
LMNR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Limoneira Company reported a net income of -9.43M and revenue of 18.21M, resulting in a net margin of -51.8%.
CHSCO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CHS Inc. reported a net income of -147.05M and revenue of 8.35B, resulting in a net margin of -1.8%.
Frequently Asked Questions
LMNR and CHSCO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LMNR has higher volatility (4.91%) compared to CHSCO (1.27%). In terms of maximum drawdown, LMNR dropped -66.40% vs CHSCO's -29.21%.
CHSCO currently has the higher Sharpe Ratio (0.81 vs -0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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