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CF vs. FMC
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

CF vs. FMC - Performance Comparison

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

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CF vs. FMC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CF
CF Industries Holdings, Inc.
68.78%-7.17%10.08%-4.75%22.29%87.18%-15.76%12.73%5.13%40.24%
FMC
FMC Corporation
24.75%-69.98%-19.72%-48.02%15.70%-2.59%17.32%84.70%-20.97%68.80%

Fundamentals

Market Cap

CF:

$20.27B

FMC:

$2.16B

EPS

CF:

$9.09

FMC:

-$17.87

PS Ratio

CF:

2.94

FMC:

0.62

Total Revenue (TTM)

CF:

$7.08B

FMC:

$3.47B

Gross Profit (TTM)

CF:

$2.92B

FMC:

$1.28B

EBITDA (TTM)

CF:

$3.33B

FMC:

-$1.71B

Returns By Period

In the year-to-date period, CF achieves a 68.78% return, which is significantly higher than FMC's 24.75% return. Over the past 10 years, CF has outperformed FMC with an annualized return of 18.25%, while FMC has yielded a comparatively lower -3.21% annualized return.


CF

1D
-5.64%
1M
30.44%
YTD
68.78%
6M
46.39%
1Y
70.01%
3Y*
24.33%
5Y*
25.78%
10Y*
18.25%

FMC

1D
2.93%
1M
17.38%
YTD
24.75%
6M
-48.25%
1Y
-57.45%
3Y*
-45.84%
5Y*
-29.03%
10Y*
-3.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CF vs. FMC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CF
CF Risk / Return Rank: 8585
Overall Rank
CF Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CF Sortino Ratio Rank: 8787
Sortino Ratio Rank
CF Omega Ratio Rank: 8484
Omega Ratio Rank
CF Calmar Ratio Rank: 8585
Calmar Ratio Rank
CF Martin Ratio Rank: 7979
Martin Ratio Rank

FMC
FMC Risk / Return Rank: 1212
Overall Rank
FMC Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FMC Sortino Ratio Rank: 1212
Sortino Ratio Rank
FMC Omega Ratio Rank: 88
Omega Ratio Rank
FMC Calmar Ratio Rank: 1414
Calmar Ratio Rank
FMC Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CF vs. FMC - Risk-Adjusted Trends Comparison

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


CFFMCDifference

Sharpe ratio

Return per unit of total volatility

1.85

-0.84

+2.68

Sortino ratio

Return per unit of downside risk

2.48

-0.94

+3.42

Omega ratio

Gain probability vs. loss probability

1.32

0.83

+0.49

Calmar ratio

Return relative to maximum drawdown

2.88

-0.79

+3.67

Martin ratio

Return relative to average drawdown

5.43

-1.27

+6.70

CF vs. FMC - Sharpe Ratio Comparison

The current CF Sharpe Ratio is 1.85, which is higher than the FMC Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of CF and FMC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CFFMCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

-0.84

+2.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

-0.63

+1.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

-0.08

+0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.04

+0.45

Correlation

The correlation between CF and FMC is 0.46, 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.


Dividends

CF vs. FMC - Dividend Comparison

CF's dividend yield for the trailing twelve months is around 1.54%, less than FMC's 7.67% yield.


TTM20252024202320222021202020192018201720162015
CF
CF Industries Holdings, Inc.
1.54%2.59%2.34%2.01%1.76%1.70%3.10%2.51%2.76%2.82%3.81%2.94%
FMC
FMC Corporation
7.67%13.12%4.77%3.68%1.74%1.79%1.57%12.47%1.21%0.70%1.17%1.69%

Drawdowns

CF vs. FMC - Drawdown Comparison

The maximum CF drawdown since its inception was -76.73%, smaller than the maximum FMC drawdown of -90.07%. Use the drawdown chart below to compare losses from any high point for CF and FMC.


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Drawdown Indicators


CFFMCDifference

Max Drawdown

Largest peak-to-trough decline

-76.73%

-90.07%

+13.34%

Max Drawdown (1Y)

Largest decline over 1 year

-24.87%

-72.12%

+47.25%

Max Drawdown (5Y)

Largest decline over 5 years

-48.36%

-90.07%

+41.71%

Max Drawdown (10Y)

Largest decline over 10 years

-60.74%

-90.07%

+29.33%

Current Drawdown

Current decline from peak

-5.64%

-85.82%

+80.18%

Average Drawdown

Average peak-to-trough decline

-25.05%

-36.35%

+11.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.21%

44.74%

-31.53%

Volatility

CF vs. FMC - Volatility Comparison

CF Industries Holdings, Inc. (CF) has a higher volatility of 21.71% compared to FMC Corporation (FMC) at 17.12%. This indicates that CF's price experiences larger fluctuations and is considered to be riskier than FMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CFFMCDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.71%

17.12%

+4.59%

Volatility (6M)

Calculated over the trailing 6-month period

29.72%

75.12%

-45.40%

Volatility (1Y)

Calculated over the trailing 1-year period

38.14%

68.62%

-30.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.27%

46.04%

-8.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.30%

40.67%

-0.37%

Financials

CF vs. FMC - Financials Comparison

This section allows you to compare key financial metrics between CF Industries Holdings, Inc. and FMC Corporation. 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


500.00M1.00B1.50B2.00B2.50B3.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
1.87B
1.14B
(CF) Total Revenue
(FMC) Total Revenue
Values in USD except per share items