DOLE vs. CHSCO

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

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This table presents a comparison of risk-adjusted performance metrics for Dole plc (DOLE) 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 DOLE Sharpe Ratio is 0.66, which is lower than the CHSCO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of DOLE 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.

DOLE's dividend yield for the trailing twelve months is around 2.34%, less than CHSCO's 7.50% yield.

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

Dole plc (DOLE) has a higher volatility of 5.32% compared to CHS Inc. (CHSCO) at 2.93%. This indicates that DOLE'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 Dole plc 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.