CF vs. COMT
CF (CF Industries Holdings, Inc.) is a stock, while COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) is Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Over the past 10 years, CF returned 19.43%/yr vs 7.87%/yr for COMT. At a 0.41 correlation, their price movements are largely independent.
Performance
CF vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, CF achieves a 52.60% return, which is significantly higher than COMT's 26.00% return. Over the past 10 years, CF has outperformed COMT with an annualized return of 19.43%, while COMT has yielded a comparatively lower 7.87% annualized return.
CF
- 1D
- 2.54%
- 1M
- 9.72%
- 6M
- 42.89%
- YTD
- 52.60%
- 1Y
- 21.57%
- 3Y*
- 19.81%
- 5Y*
- 20.74%
- 10Y*
- 19.43%
COMT
- 1D
- -0.17%
- 1M
- -4.70%
- 6M
- 23.49%
- YTD
- 26.00%
- 1Y
- 27.75%
- 3Y*
- 11.57%
- 5Y*
- 11.09%
- 10Y*
- 7.87%
CF vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CF CF Industries Holdings, Inc. | 52.60% | -7.17% | 10.08% | -4.75% | 22.29% | 87.18% | -15.76% | 12.73% | 5.13% | 40.24% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 26.00% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between CF and COMT is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | 0.41 |
The correlation between CF and COMT shifts across timeframes, from 0.39 (5 years) to 0.56 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CF vs. COMT — Risk / Return Rank
CF
COMT
CF vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CF Industries Holdings, Inc. (CF) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CF | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.24 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.66 | -0.69 |
| Martin ratioReturn relative to average drawdown | 1.88 | 5.78 | -3.90 |
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Drawdowns
CF vs. COMT - Drawdown Comparison
The maximum CF drawdown since its inception was -76.73%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for CF and COMT.
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Drawdown Indicators
| CF | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.73% | -51.89% | -24.84% |
Max Drawdown (1Y)Largest decline over 1 year | -25.45% | -17.57% | -7.88% |
Max Drawdown (3Y)Largest decline over 3 years | -29.16% | -17.57% | -11.59% |
Max Drawdown (5Y)Largest decline over 5 years | -48.36% | -29.00% | -19.36% |
Max Drawdown (10Y)Largest decline over 10 years | -60.74% | -39.22% | -21.52% |
Current DrawdownCurrent decline from peak | -14.68% | -14.13% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -24.91% | -23.97% | -0.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.17% | 5.05% | +8.12% |
Volatility
CF vs. COMT - Volatility Comparison
CF Industries Holdings, Inc. (CF) has a higher volatility of 8.65% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.68%. This indicates that CF's price experiences larger fluctuations and is considered to be riskier than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CF | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.65% | 5.68% | +2.97% |
Volatility (6M)Calculated over the trailing 6-month period | 35.68% | 19.60% | +16.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.78% | 21.45% | +20.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.05% | 21.17% | +16.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.12% | 18.84% | +21.28% |
Dividends
CF vs. COMT - Dividend Comparison
CF's dividend yield for the trailing twelve months is around 1.71%, less than COMT's 6.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CF CF Industries Holdings, Inc. | 1.71% | 2.59% | 2.34% | 2.01% | 1.76% | 1.70% | 3.10% | 2.51% | 2.76% | 2.82% | 3.81% | 2.94% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.14% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
Frequently Asked Questions
CF and COMT have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CF has higher volatility (8.65%) compared to COMT (5.68%). In terms of maximum drawdown, CF dropped -76.73% vs COMT's -51.89%.
COMT currently has the higher Sharpe Ratio (1.36 vs 0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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