Price risk is an important factor in decision-taking. Producers and industries must understand the dynamics of market prices and their risks so that production and commercialization may be best determined. Analysis of price risks is specifically relevant in the sugar-alcohol sector due to the list of products derived from sugarcane, such as sugar, hydrated ethanol and anhydrate ethanol. Current paper measures risk level from several methodological approaches taking into consideration the prices of VHP and white sugar, anhydrate and hydrated ethanol, and sugarcane during seven harvest years. Risk measurements are focused on downside risk, such as the lower partial limits, value in risk and conditional value risk. Each measure considers the benchmark production costs and mean price of the previous harvest. Traditional dispersions are also calculated to compare with the measurements of proposed risks. Results indicate differences between calculated risks for each method. Dispersion measurements reveal greater risk for sugar, whereas downside risk greatness reveals great extremes in negative returns for anhydrate ethanol and sugarcane. As a rule, the above discusses decisions of the sector for the planning of production, stocks and commercialization of the products, especially with regard to price risks.93571593