CHSCO vs. DOLE

In the year-to-date period, CHSCO achieves a 6.40% return, which is significantly lower than DOLE's 14.16% return.

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This table presents a comparison of risk-adjusted performance metrics for CHS Inc. (CHSCO) and Dole plc (DOLE). 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 1.01, which is higher than the DOLE Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of CHSCO and DOLE, 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 7.50%, more than DOLE's 2.34% yield.

The maximum CHSCO drawdown since its inception was -29.21%, smaller than the maximum DOLE drawdown of -55.66%. Use the drawdown chart below to compare losses from any high point for CHSCO and DOLE. For additional features, visit the drawdowns tool.

The current volatility for CHS Inc. (CHSCO) is 2.93%, while Dole plc (DOLE) has a volatility of 5.32%. This indicates that CHSCO experiences smaller price fluctuations and is considered to be less risky than DOLE 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 Dole plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.