RSPN vs. CHSCP
Compare and contrast key facts about Invesco S&P 500® Equal Weight Industrials ETF (RSPN) and CHS Inc. (CHSCP).
RSPN is a passively managed fund by Invesco that tracks the performance of the S&P 500® Equal Weight Industrials Index. It was launched on Jan 11, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RSPN or CHSCP.
Performance
RSPN vs. CHSCP - Performance Comparison
Returns By Period
In the year-to-date period, RSPN achieves a 25.84% return, which is significantly higher than CHSCP's -1.07% return. Over the past 10 years, RSPN has outperformed CHSCP with an annualized return of 11.63%, while CHSCP has yielded a comparatively lower 6.12% annualized return.
RSPN
25.84%
3.90%
16.34%
36.40%
15.36%
11.63%
CHSCP
-1.07%
-3.57%
-1.78%
3.79%
7.53%
6.12%
Key characteristics
| RSPN | CHSCP | |
|---|---|---|
| Sharpe Ratio | 2.62 | 0.25 |
| Sortino Ratio | 3.69 | 0.52 |
| Omega Ratio | 1.45 | 1.07 |
| Calmar Ratio | 6.35 | 0.37 |
| Martin Ratio | 15.38 | 0.70 |
| Ulcer Index | 2.39% | 5.94% |
| Daily Std Dev | 13.97% | 16.87% |
| Max Drawdown | -61.64% | -16.06% |
| Current Drawdown | -2.05% | -9.45% |
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Correlation
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.
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.
Dividends
RSPN vs. CHSCP - Dividend Comparison
RSPN's dividend yield for the trailing twelve months is around 0.87%, less than CHSCP's 6.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RSPN Invesco S&P 500® Equal Weight Industrials ETF | 0.87% | 0.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CHSCP CHS Inc. | 6.86% | 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 -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.
Volatility
RSPN vs. CHSCP - Volatility Comparison
Invesco S&P 500® Equal Weight Industrials ETF (RSPN) has a higher volatility of 5.27% compared to CHS Inc. (CHSCP) at 3.11%. 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.