CMC vs. BCC

In the year-to-date period, CMC achieves a -10.31% return, which is significantly higher than BCC's -19.49% return. Over the past 10 years, CMC has underperformed BCC with an annualized return of 12.51%, while BCC has yielded a comparatively higher 14.57% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Commercial Metals Company (CMC) and Boise Cascade Company (BCC). 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 CMC Sharpe Ratio is -0.47, which is higher than the BCC Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of CMC and BCC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CMC's dividend yield for the trailing twelve months is around 1.63%, less than BCC's 6.10% yield.

The maximum CMC drawdown since its inception was -83.77%, which is greater than BCC's maximum drawdown of -67.67%. Use the drawdown chart below to compare losses from any high point for CMC and BCC. For additional features, visit the drawdowns tool.

Commercial Metals Company (CMC) has a higher volatility of 19.28% compared to Boise Cascade Company (BCC) at 15.06%. This indicates that CMC's price experiences larger fluctuations and is considered to be riskier than BCC 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 Commercial Metals Company and Boise Cascade Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.