CF vs. PHOR.ME
Compare and contrast key facts about CF Industries Holdings, Inc. (CF) and Public Joint-Stock Company PhosAgro (PHOR.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CF or PHOR.ME.
Key characteristics
| CF | PHOR.ME | |
|---|---|---|
| YTD Return | 1.29% | 1.20% |
| 1Y Return | 16.71% | 8.85% |
| 3Y Return (Ann) | 20.14% | 37.78% |
| 5Y Return (Ann) | 14.95% | 41.93% |
| 10Y Return (Ann) | 8.04% | 30.87% |
| Sharpe Ratio | 0.50 | 0.65 |
| Daily Std Dev | 29.06% | 15.98% |
| Max Drawdown | -76.73% | -90.96% |
| Current Drawdown | -30.29% | -4.65% |
Fundamentals
| CF | PHOR.ME | |
|---|---|---|
| Market Cap | $15.02B | RUB 868.17B |
| EPS | $7.87 | RUB 586.28 |
| PE Ratio | 10.17 | 4.70 |
| PEG Ratio | 0.64 | 0.00 |
| Revenue (TTM) | $6.63B | RUB 587.35B |
| Gross Profit (TTM) | $5.86B | RUB 201.31B |
| EBITDA (TTM) | $3.13B | RUB 282.45B |
Correlation
The correlation between CF and PHOR.ME is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
CF vs. PHOR.ME - Performance Comparison
In the year-to-date period, CF achieves a 1.29% return, which is significantly higher than PHOR.ME's 1.20% return. Over the past 10 years, CF has underperformed PHOR.ME with an annualized return of 8.04%, while PHOR.ME has yielded a comparatively higher 30.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CF vs. PHOR.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CF Industries Holdings, Inc. (CF) and Public Joint-Stock Company PhosAgro (PHOR.ME). 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.
Dividends
CF vs. PHOR.ME - Dividend Comparison
CF's dividend yield for the trailing twelve months is around 2.13%, less than PHOR.ME's 20.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CF CF Industries Holdings, Inc. | 2.13% | 2.01% | 1.76% | 1.70% | 3.10% | 2.51% | 2.76% | 2.82% | 3.81% | 2.94% | 1.83% | 0.94% |
PHOR.ME Public Joint-Stock Company PhosAgro | 20.33% | 25.89% | 17.15% | 9.57% | 9.58% | 10.34% | 4.12% | 4.56% | 8.31% | 4.96% | 2.68% | 3.72% |
Drawdowns
CF vs. PHOR.ME - Drawdown Comparison
The maximum CF drawdown since its inception was -76.73%, smaller than the maximum PHOR.ME drawdown of -90.96%. Use the drawdown chart below to compare losses from any high point for CF and PHOR.ME. For additional features, visit the drawdowns tool.
Volatility
CF vs. PHOR.ME - Volatility Comparison
CF Industries Holdings, Inc. (CF) has a higher volatility of 9.03% compared to Public Joint-Stock Company PhosAgro (PHOR.ME) at 4.64%. This indicates that CF's price experiences larger fluctuations and is considered to be riskier than PHOR.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CF vs. PHOR.ME - Financials Comparison
This section allows you to compare key financial metrics between CF Industries Holdings, Inc. and Public Joint-Stock Company PhosAgro. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities