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BHP vs. CF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BHP and CF is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

BHP vs. CF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BHP Group (BHP) and CF Industries Holdings, Inc. (CF). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
305.35%
3,620.99%
BHP
CF

Key characteristics

Sharpe Ratio

BHP:

-0.85

CF:

0.45

Sortino Ratio

BHP:

-1.11

CF:

0.79

Omega Ratio

BHP:

0.87

CF:

1.10

Calmar Ratio

BHP:

-0.85

CF:

0.31

Martin Ratio

BHP:

-1.40

CF:

1.42

Ulcer Index

BHP:

15.31%

CF:

8.49%

Daily Std Dev

BHP:

25.33%

CF:

26.91%

Max Drawdown

BHP:

-75.95%

CF:

-76.73%

Current Drawdown

BHP:

-24.71%

CF:

-24.54%

Fundamentals

Market Cap

BHP:

$130.09B

CF:

$15.08B

EPS

BHP:

$3.11

CF:

$6.31

PE Ratio

BHP:

16.40

CF:

13.74

PEG Ratio

BHP:

0.00

CF:

0.70

Total Revenue (TTM)

BHP:

$55.53B

CF:

$5.98B

Gross Profit (TTM)

BHP:

$19.00B

CF:

$2.03B

EBITDA (TTM)

BHP:

$22.03B

CF:

$2.74B

Returns By Period

In the year-to-date period, BHP achieves a -24.07% return, which is significantly lower than CF's 9.64% return. Over the past 10 years, BHP has outperformed CF with an annualized return of 8.06%, while CF has yielded a comparatively lower 7.31% annualized return.


BHP

YTD

-24.07%

1M

-5.87%

6M

-10.58%

1Y

-23.48%

5Y*

6.19%

10Y*

8.06%

CF

YTD

9.64%

1M

-5.48%

6M

17.65%

1Y

9.18%

5Y*

14.79%

10Y*

7.31%

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Risk-Adjusted Performance

BHP vs. CF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BHP Group (BHP) and CF Industries Holdings, Inc. (CF). 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.


Sharpe ratio
The chart of Sharpe ratio for BHP, currently valued at -0.85, compared to the broader market-4.00-2.000.002.00-0.850.45
The chart of Sortino ratio for BHP, currently valued at -1.11, compared to the broader market-4.00-2.000.002.004.00-1.110.79
The chart of Omega ratio for BHP, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.10
The chart of Calmar ratio for BHP, currently valued at -0.85, compared to the broader market0.002.004.006.00-0.850.31
The chart of Martin ratio for BHP, currently valued at -1.40, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.401.42
BHP
CF

The current BHP Sharpe Ratio is -0.85, which is lower than the CF Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of BHP and CF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.85
0.45
BHP
CF

Dividends

BHP vs. CF - Dividend Comparison

BHP's dividend yield for the trailing twelve months is around 5.93%, more than CF's 2.35% yield.


TTM20232022202120202019201820172016201520142013
BHP
BHP Group
5.93%4.98%10.27%9.98%3.67%8.59%4.89%3.61%1.68%9.32%5.11%3.40%
CF
CF Industries Holdings, Inc.
2.35%2.01%1.76%1.70%3.10%2.51%2.76%2.82%3.81%2.94%1.83%0.94%

Drawdowns

BHP vs. CF - Drawdown Comparison

The maximum BHP drawdown since its inception was -75.95%, roughly equal to the maximum CF drawdown of -76.73%. Use the drawdown chart below to compare losses from any high point for BHP and CF. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.71%
-24.54%
BHP
CF

Volatility

BHP vs. CF - Volatility Comparison

The current volatility for BHP Group (BHP) is 7.46%, while CF Industries Holdings, Inc. (CF) has a volatility of 7.95%. This indicates that BHP experiences smaller price fluctuations and is considered to be less risky than CF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%6.00%7.00%8.00%9.00%10.00%11.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.46%
7.95%
BHP
CF

Financials

BHP vs. CF - Financials Comparison

This section allows you to compare key financial metrics between BHP Group and CF Industries Holdings, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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