CCEL vs. MUSA

In the year-to-date period, CCEL achieves a -26.83% return, which is significantly lower than MUSA's -13.28% return. Over the past 10 years, CCEL has underperformed MUSA with an annualized return of 10.42%, while MUSA has yielded a comparatively higher 22.68% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Cryo-Cell International, Inc. (CCEL) and Murphy USA Inc. (MUSA). 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 CCEL Sharpe Ratio is -0.60, which is lower than the MUSA Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of CCEL and MUSA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CCEL's dividend yield for the trailing twelve months is around 12.75%, more than MUSA's 0.44% yield.

The maximum CCEL drawdown since its inception was -96.67%, which is greater than MUSA's maximum drawdown of -33.72%. Use the drawdown chart below to compare losses from any high point for CCEL and MUSA.

Cryo-Cell International, Inc. (CCEL) and Murphy USA Inc. (MUSA) have volatilities of 13.80% and 14.52%, 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 Cryo-Cell International, Inc. and Murphy USA 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.