CCEL vs. MUSA

In the year-to-date period, CCEL achieves a 4.81% return, which is significantly higher than MUSA's -4.44% return. Over the past 10 years, CCEL has underperformed MUSA with an annualized return of 16.37%, while MUSA has yielded a comparatively higher 21.25% 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 0.72, which is comparable to the MUSA Sharpe Ratio of 0.96. 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 6.65%, more than MUSA's 0.37% 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. For additional features, visit the drawdowns tool.

Cryo-Cell International, Inc. (CCEL) has a higher volatility of 14.11% compared to Murphy USA Inc. (MUSA) at 7.48%. This indicates that CCEL's price experiences larger fluctuations and is considered to be riskier than MUSA 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 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.