CAG vs. GIS

In the year-to-date period, CAG achieves a -10.68% return, which is significantly lower than GIS's -10.12% return. Over the past 10 years, CAG has underperformed GIS with an annualized return of 1.72%, while GIS has yielded a comparatively higher 3.65% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Conagra Brands, Inc. (CAG) and General Mills, Inc. (GIS). 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 CAG Sharpe Ratio is -0.79, which is comparable to the GIS Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of CAG and GIS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CAG's dividend yield for the trailing twelve months is around 7.16%, more than GIS's 4.28% yield.

The maximum CAG drawdown since its inception was -56.95%, which is greater than GIS's maximum drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for CAG and GIS. For additional features, visit the drawdowns tool.

Conagra Brands, Inc. (CAG) and General Mills, Inc. (GIS) have volatilities of 7.77% and 7.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Conagra Brands, Inc. and General Mills, 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.