Correlation
The correlation between CF and SPY is 0.42, 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.
CF vs. SPY
Compare and contrast key facts about CF Industries Holdings, Inc. (CF) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CF or SPY.
Performance
CF vs. SPY - Performance Comparison
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Key characteristics
CF:
0.66
SPY:
0.70
CF:
0.93
SPY:
1.02
CF:
1.13
SPY:
1.15
CF:
0.46
SPY:
0.68
CF:
1.57
SPY:
2.57
CF:
11.53%
SPY:
4.93%
CF:
31.63%
SPY:
20.42%
CF:
-76.73%
SPY:
-55.19%
CF:
-18.48%
SPY:
-3.55%
Returns By Period
In the year-to-date period, CF achieves a 7.60% return, which is significantly higher than SPY's 0.87% return. Over the past 10 years, CF has underperformed SPY with an annualized return of 6.56%, while SPY has yielded a comparatively higher 12.73% annualized return.
CF
7.60%
16.42%
2.39%
20.71%
-0.65%
28.23%
6.56%
SPY
0.87%
6.28%
-1.56%
14.21%
14.25%
15.81%
12.73%
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Risk-Adjusted Performance
CF vs. SPY — Risk-Adjusted Performance Rank
CF
SPY
CF vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CF Industries Holdings, Inc. (CF) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
CF vs. SPY - Dividend Comparison
CF's dividend yield for the trailing twelve months is around 2.20%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CF CF Industries Holdings, Inc. | 2.20% | 2.34% | 2.01% | 1.76% | 1.70% | 3.10% | 2.51% | 2.76% | 2.82% | 3.81% | 2.94% | 1.83% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
CF vs. SPY - Drawdown Comparison
The maximum CF drawdown since its inception was -76.73%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CF and SPY.
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Volatility
CF vs. SPY - Volatility Comparison
CF Industries Holdings, Inc. (CF) has a higher volatility of 6.72% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that CF's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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