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

Key characteristics


RSPNCHSCP
YTD Return8.91%0.20%
1Y Return28.41%12.95%
3Y Return (Ann)8.49%7.18%
5Y Return (Ann)16.41%8.41%
10Y Return (Ann)12.22%6.30%
Sharpe Ratio2.241.04
Daily Std Dev13.34%12.01%
Max Drawdown-59.17%-16.06%
Current Drawdown-1.82%-4.86%

Correlation

-0.50.00.51.00.1

The correlation between RSPN and CHSCP is 0.12, 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

RSPN vs. CHSCP - Performance Comparison

In the year-to-date period, RSPN achieves a 8.91% return, which is significantly higher than CHSCP's 0.20% return. Over the past 10 years, RSPN has outperformed CHSCP with an annualized return of 12.22%, while CHSCP has yielded a comparatively lower 6.30% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


250.00%300.00%350.00%400.00%450.00%500.00%550.00%600.00%December2024FebruaryMarchAprilMay
551.08%
283.93%
RSPN
CHSCP

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Invesco S&P 500® Equal Weight Industrials ETF

CHS Inc.

Risk-Adjusted Performance

RSPN vs. CHSCP - Risk-Adjusted Performance Comparison

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.


RSPN
Sharpe ratio
The chart of Sharpe ratio for RSPN, currently valued at 2.24, compared to the broader market0.002.004.006.002.24
Sortino ratio
The chart of Sortino ratio for RSPN, currently valued at 3.19, compared to the broader market0.005.0010.003.19
Omega ratio
The chart of Omega ratio for RSPN, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.39
Calmar ratio
The chart of Calmar ratio for RSPN, currently valued at 2.19, compared to the broader market0.005.0010.0015.002.19
Martin ratio
The chart of Martin ratio for RSPN, currently valued at 6.79, compared to the broader market0.0020.0040.0060.0080.00100.006.79
CHSCP
Sharpe ratio
The chart of Sharpe ratio for CHSCP, currently valued at 1.04, compared to the broader market0.002.004.006.001.04
Sortino ratio
The chart of Sortino ratio for CHSCP, currently valued at 1.61, compared to the broader market0.005.0010.001.61
Omega ratio
The chart of Omega ratio for CHSCP, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.501.20
Calmar ratio
The chart of Calmar ratio for CHSCP, currently valued at 1.84, compared to the broader market0.005.0010.0015.001.84
Martin ratio
The chart of Martin ratio for CHSCP, currently valued at 3.88, compared to the broader market0.0020.0040.0060.0080.00100.003.88

RSPN vs. CHSCP - Sharpe Ratio Comparison

The current RSPN Sharpe Ratio is 2.24, which is higher than the CHSCP Sharpe Ratio of 1.04. The chart below compares the 12-month rolling Sharpe Ratio of RSPN and CHSCP.


Rolling 12-month Sharpe Ratio0.501.001.502.00December2024FebruaryMarchAprilMay
2.24
1.04
RSPN
CHSCP

Dividends

RSPN vs. CHSCP - Dividend Comparison

RSPN's dividend yield for the trailing twelve months is around 1.03%, less than CHSCP's 6.55% yield.


TTM20232022202120202019201820172016201520142013
RSPN
Invesco S&P 500® Equal Weight Industrials ETF
1.03%1.16%1.31%0.84%1.15%1.60%1.79%1.34%1.57%1.81%1.53%1.08%
CHSCP
CHS Inc.
6.55%6.46%7.13%6.47%6.69%7.14%7.47%6.64%6.83%6.46%6.42%6.84%

Drawdowns

RSPN vs. CHSCP - Drawdown Comparison

The maximum RSPN drawdown since its inception was -59.17%, 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.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-1.82%
-4.86%
RSPN
CHSCP

Volatility

RSPN vs. CHSCP - Volatility Comparison

Invesco S&P 500® Equal Weight Industrials ETF (RSPN) has a higher volatility of 3.19% compared to CHS Inc. (CHSCP) at 2.99%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
3.19%
2.99%
RSPN
CHSCP