CHSCP vs. CHSCL

In the year-to-date period, CHSCP achieves a -2.10% return, which is significantly lower than CHSCL's 1.93% return. Over the past 10 years, CHSCP has underperformed CHSCL with an annualized return of 5.47%, while CHSCL has yielded a comparatively higher 6.21% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for CHS Inc. (CHSCP) and CHS Inc. (CHSCL). 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 CHSCP Sharpe Ratio is -0.44, which is lower than the CHSCL Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of CHSCP and CHSCL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CHSCP's dividend yield for the trailing twelve months is around 7.37%, which matches CHSCL's 7.30% yield.

The maximum CHSCP drawdown since its inception was -16.06%, smaller than the maximum CHSCL drawdown of -29.20%. Use the drawdown chart below to compare losses from any high point for CHSCP and CHSCL. For additional features, visit the drawdowns tool.

CHS Inc. (CHSCP) has a higher volatility of 4.33% compared to CHS Inc. (CHSCL) at 1.65%. This indicates that CHSCP's price experiences larger fluctuations and is considered to be riskier than CHSCL 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.