CHSCL vs. CHSCN

The year-to-date returns for both investments are quite close, with CHSCL having a 1.81% return and CHSCN slightly higher at 1.88%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: CHSCL at 6.31% and CHSCN at 6.31%.

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This table presents a comparison of risk-adjusted performance metrics for CHS Inc. (CHSCL) and CHS Inc. (CHSCN). 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 CHSCL Sharpe Ratio is 0.98, which is higher than the CHSCN Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of CHSCL and CHSCN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CHSCL's dividend yield for the trailing twelve months is around 7.31%, more than CHSCN's 7.02% yield.

The maximum CHSCL drawdown since its inception was -29.20%, smaller than the maximum CHSCN drawdown of -42.38%. Use the drawdown chart below to compare losses from any high point for CHSCL and CHSCN. For additional features, visit the drawdowns tool.

CHS Inc. (CHSCL) and CHS Inc. (CHSCN) have volatilities of 1.54% and 1.60%, 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 CHS Inc. and CHS 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.