Fixed income investment - explain to me like a child

I have been buying new issue CDs and looking at Treasuries. When comparing investments with the same maturity time-frame, which yields should I be comparing?

Yield to maturity? (I do intend to hold until maturity) Yield to worst? Coupon rate?

Please explain in layman's terms, because I can't seem to understand the performance no matter what I read! (I do understand call protection.) TIA