CALM vs. GIS

In the year-to-date period, CALM achieves a 9.32% return, which is significantly higher than GIS's -7.61% return. Over the past 10 years, CALM has outperformed GIS with an annualized return of 14.79%, while GIS has yielded a comparatively lower 4.39% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Cal-Maine Foods, Inc. (CALM) 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 CALM Sharpe Ratio is 4.40, which is higher than the GIS Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of CALM 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.

CALM's dividend yield for the trailing twelve months is around 2.58%, less than GIS's 4.10% yield.

The maximum CALM drawdown since its inception was -74.08%, which is greater than GIS's maximum drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for CALM and GIS. For additional features, visit the drawdowns tool.

Cal-Maine Foods, Inc. (CALM) has a higher volatility of 11.64% compared to General Mills, Inc. (GIS) at 6.32%. This indicates that CALM's price experiences larger fluctuations and is considered to be riskier than GIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Cal-Maine Foods, 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.