RSPN vs. CHSCP

In the year-to-date period, RSPN achieves a -4.27% return, which is significantly lower than CHSCP's -1.70% return. Over the past 10 years, RSPN has outperformed CHSCP with an annualized return of 10.57%, while CHSCP has yielded a comparatively lower 5.43% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Equal Weight Industrials ETF (RSPN) and CHS Inc. (CHSCP). 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.

The current RSPN Sharpe Ratio is 0.25, which is higher than the CHSCP Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of RSPN and CHSCP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

RSPN's dividend yield for the trailing twelve months is around 1.03%, less than CHSCP's 7.34% yield.

The maximum RSPN drawdown since its inception was -61.64%, which is greater than CHSCP's maximum drawdown of -16.06%. Use the drawdown chart below to compare losses from any high point for RSPN and CHSCP. For additional features, visit the drawdowns tool.

Invesco S&P 500® Equal Weight Industrials ETF (RSPN) has a higher volatility of 13.93% compared to CHS Inc. (CHSCP) at 3.28%. This indicates that RSPN's price experiences larger fluctuations and is considered to be riskier than CHSCP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.