CF vs. STLD
Compare and contrast key facts about CF Industries Holdings, Inc. (CF) and Steel Dynamics, Inc. (STLD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CF or STLD.
Key characteristics
| CF | STLD | |
|---|---|---|
| YTD Return | 1.29% | 13.85% |
| 1Y Return | 16.71% | 30.32% |
| 3Y Return (Ann) | 20.14% | 36.81% |
| 5Y Return (Ann) | 14.95% | 36.65% |
| 10Y Return (Ann) | 8.04% | 24.95% |
| Sharpe Ratio | 0.50 | 1.14 |
| Daily Std Dev | 29.06% | 29.20% |
| Max Drawdown | -76.73% | -87.05% |
| Current Drawdown | -30.29% | -10.20% |
Fundamentals
| CF | STLD | |
|---|---|---|
| Market Cap | $14.92B | $21.62B |
| EPS | $7.87 | $14.63 |
| PE Ratio | 10.10 | 9.36 |
| PEG Ratio | 0.64 | 10.91 |
| Revenue (TTM) | $6.63B | $18.80B |
| Gross Profit (TTM) | $5.86B | $6.12B |
| EBITDA (TTM) | $3.13B | $3.59B |
Correlation
The correlation between CF and STLD is 0.43, 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.
Performance
CF vs. STLD - Performance Comparison
In the year-to-date period, CF achieves a 1.29% return, which is significantly lower than STLD's 13.85% return. Over the past 10 years, CF has underperformed STLD with an annualized return of 8.04%, while STLD has yielded a comparatively higher 24.95% 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. STLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CF Industries Holdings, Inc. (CF) and Steel Dynamics, Inc. (STLD). 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. STLD - Dividend Comparison
CF's dividend yield for the trailing twelve months is around 2.13%, more than STLD's 1.29% 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% |
STLD Steel Dynamics, Inc. | 1.29% | 1.44% | 1.39% | 1.68% | 2.71% | 2.82% | 2.50% | 1.44% | 1.57% | 3.08% | 2.33% | 2.25% |
Drawdowns
CF vs. STLD - Drawdown Comparison
The maximum CF drawdown since its inception was -76.73%, smaller than the maximum STLD drawdown of -87.05%. Use the drawdown chart below to compare losses from any high point for CF and STLD. For additional features, visit the drawdowns tool.
Volatility
CF vs. STLD - Volatility Comparison
CF Industries Holdings, Inc. (CF) has a higher volatility of 9.08% compared to Steel Dynamics, Inc. (STLD) at 6.19%. This indicates that CF's price experiences larger fluctuations and is considered to be riskier than STLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CF vs. STLD - Financials Comparison
This section allows you to compare key financial metrics between CF Industries Holdings, Inc. and Steel Dynamics, 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.
Total Revenue: Total amount of money received from sales and other business activities