CHSCO vs. CHSCP

In the year-to-date period, CHSCO achieves a -1.22% return, which is significantly lower than CHSCP's 0.82% return. Over the past 10 years, CHSCO has outperformed CHSCP with an annualized return of 6.88%, while CHSCP has yielded a comparatively lower 5.92% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for CHS Inc. (CHSCO) and CHS Inc. (CHSCP). 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 CHSCO Sharpe Ratio is 0.90, which is higher than the CHSCP Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of CHSCO and CHSCP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CHSCO's dividend yield for the trailing twelve months is around 7.36%, more than CHSCP's 7.03% yield.

The maximum CHSCO drawdown since its inception was -29.21%, which is greater than CHSCP's maximum drawdown of -16.06%. Use the drawdown chart below to compare losses from any high point for CHSCO and CHSCP. For additional features, visit the drawdowns tool.

The current volatility for CHS Inc. (CHSCO) is 3.73%, while CHS Inc. (CHSCP) has a volatility of 3.94%. This indicates that CHSCO experiences smaller price fluctuations and is considered to be less risky than CHSCP 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 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.