PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
RSPN vs. CHSCP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.1

Performance

RSPN vs. CHSCP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® Equal Weight Industrials ETF (RSPN) and CHS Inc. (CHSCP). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%450.00%AugustSeptemberOctoberNovemberDecember2025
430.64%
276.13%
RSPN
CHSCP

Key characteristics

Sharpe Ratio

RSPN:

1.86

CHSCP:

-0.01

Sortino Ratio

RSPN:

2.66

CHSCP:

0.11

Omega Ratio

RSPN:

1.32

CHSCP:

1.01

Calmar Ratio

RSPN:

2.82

CHSCP:

-0.01

Martin Ratio

RSPN:

8.06

CHSCP:

-0.03

Ulcer Index

RSPN:

3.28%

CHSCP:

7.02%

Daily Std Dev

RSPN:

14.22%

CHSCP:

16.15%

Max Drawdown

RSPN:

-61.64%

CHSCP:

-16.06%

Current Drawdown

RSPN:

-5.07%

CHSCP:

-10.16%

Returns By Period

In the year-to-date period, RSPN achieves a 4.16% return, which is significantly higher than CHSCP's 0.82% return. Over the past 10 years, RSPN has outperformed CHSCP with an annualized return of 11.81%, while CHSCP has yielded a comparatively lower 5.82% annualized return.


RSPN

YTD

4.16%

1M

3.54%

6M

11.85%

1Y

24.59%

5Y*

13.61%

10Y*

11.81%

CHSCP

YTD

0.82%

1M

1.17%

6M

-3.58%

1Y

-0.17%

5Y*

6.47%

10Y*

5.82%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

RSPN vs. CHSCP — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RSPN
The Risk-Adjusted Performance Rank of RSPN is 7171
Overall Rank
The Sharpe Ratio Rank of RSPN is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of RSPN is 7474
Sortino Ratio Rank
The Omega Ratio Rank of RSPN is 7070
Omega Ratio Rank
The Calmar Ratio Rank of RSPN is 7575
Calmar Ratio Rank
The Martin Ratio Rank of RSPN is 6565
Martin Ratio Rank

CHSCP
The Risk-Adjusted Performance Rank of CHSCP is 4040
Overall Rank
The Sharpe Ratio Rank of CHSCP is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of CHSCP is 3434
Sortino Ratio Rank
The Omega Ratio Rank of CHSCP is 3434
Omega Ratio Rank
The Calmar Ratio Rank of CHSCP is 4444
Calmar Ratio Rank
The Martin Ratio Rank of CHSCP is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for RSPN, currently valued at 1.86, compared to the broader market0.002.004.001.86-0.01
The chart of Sortino ratio for RSPN, currently valued at 2.66, compared to the broader market0.005.0010.002.660.11
The chart of Omega ratio for RSPN, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.01
The chart of Calmar ratio for RSPN, currently valued at 2.82, compared to the broader market0.005.0010.0015.0020.002.82-0.01
The chart of Martin ratio for RSPN, currently valued at 8.06, compared to the broader market0.0020.0040.0060.0080.00100.008.06-0.03
RSPN
CHSCP

The current RSPN Sharpe Ratio is 1.86, which is higher than the CHSCP Sharpe Ratio of -0.01. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.86
-0.01
RSPN
CHSCP

Dividends

RSPN vs. CHSCP - Dividend Comparison

RSPN's dividend yield for the trailing twelve months is around 0.63%, less than CHSCP's 7.03% yield.


TTM20242023202220212020201920182017201620152014
RSPN
Invesco S&P 500® Equal Weight Industrials ETF
0.63%0.66%0.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CHSCP
CHS Inc.
7.03%7.09%6.46%7.13%6.47%6.69%7.14%7.47%6.64%6.83%6.46%6.42%

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.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.07%
-10.16%
RSPN
CHSCP

Volatility

RSPN vs. CHSCP - Volatility Comparison

Invesco S&P 500® Equal Weight Industrials ETF (RSPN) has a higher volatility of 4.99% compared to CHS Inc. (CHSCP) at 3.94%. 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%AugustSeptemberOctoberNovemberDecember2025
4.99%
3.94%
RSPN
CHSCP
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab