CHSCP vs. CHSCO

In the year-to-date period, CHSCP achieves a -3.91% return, which is significantly lower than CHSCO's 6.40% return. Over the past 10 years, CHSCP has underperformed CHSCO with an annualized return of 5.64%, while CHSCO has yielded a comparatively higher 6.49% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for CHS Inc. (CHSCP) and CHS Inc. (CHSCO). 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 -0.27, which is lower than the CHSCO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of CHSCP and CHSCO, 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 7.18%, less than CHSCO's 7.50% yield.

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

CHS Inc. (CHSCP) has a higher volatility of 3.99% compared to CHS Inc. (CHSCO) at 2.93%. This indicates that CHSCP's price experiences larger fluctuations and is considered to be riskier than CHSCO 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.