CF vs. STM
CF (CF Industries Holdings, Inc.) and STM (STMicroelectronics N.V.) are both stocks. CF operates in Agricultural Inputs (Basic Materials), while STM operates in Semiconductors (Technology). Over the past 10 years, CF returned 19.43%/yr vs 29.42%/yr for STM. At a 0.28 correlation, their price movements are largely independent.
Performance
CF vs. STM - Performance Comparison
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Returns By Period
In the year-to-date period, CF achieves a 52.60% return, which is significantly lower than STM's 176.58% return. Over the past 10 years, CF has underperformed STM with an annualized return of 19.43%, while STM has yielded a comparatively higher 29.42% 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%
STM
- 1D
- 0.10%
- 1M
- -8.42%
- 6M
- 148.77%
- YTD
- 176.58%
- 1Y
- 123.79%
- 3Y*
- 14.24%
- 5Y*
- 14.33%
- 10Y*
- 29.42%
CF vs. STM - 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% |
STM STMicroelectronics N.V. | 176.58% | 5.28% | -49.67% | 41.66% | -26.76% | 32.39% | 38.91% | 96.34% | -35.65% | 94.77% |
Correlation
The correlation between CF and STM is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Aug 11, 2005 | 0.28 |
The correlation between CF and STM shifts across timeframes, from -0.11 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CF:
$17.96B
STM:
$63.77B
CF:
$11.18
STM:
$0.15
CF:
10.46
STM:
468.06
CF:
2.48
STM:
5.46
CF:
2.19
STM:
3.72
CF:
$7.41B
STM:
$12.40B
CF:
$2.99B
STM:
$4.20B
CF:
$2.60B
STM:
$2.32B
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Return for Risk
CF vs. STM — Risk / Return Rank
CF
STM
CF vs. STM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CF Industries Holdings, Inc. (CF) and STMicroelectronics N.V. (STM). 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 | STM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.36 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 3.26 | -2.29 |
| Martin ratioReturn relative to average drawdown | 1.88 | 7.35 | -5.47 |
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Drawdowns
CF vs. STM - Drawdown Comparison
The maximum CF drawdown since its inception was -76.73%, smaller than the maximum STM drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for CF and STM.
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Drawdown Indicators
| CF | STM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.73% | -94.40% | +17.67% |
Max Drawdown (1Y)Largest decline over 1 year | -25.45% | -36.35% | +10.90% |
Max Drawdown (3Y)Largest decline over 3 years | -29.16% | -66.66% | +37.50% |
Max Drawdown (5Y)Largest decline over 5 years | -48.36% | -66.66% | +18.30% |
Max Drawdown (10Y)Largest decline over 10 years | -60.74% | -66.66% | +5.92% |
Current DrawdownCurrent decline from peak | -14.68% | -10.47% | -4.21% |
Average DrawdownAverage peak-to-trough decline | -24.91% | -55.08% | +30.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.17% | 16.12% | -2.95% |
Volatility
CF vs. STM - Volatility Comparison
The current volatility for CF Industries Holdings, Inc. (CF) is 8.65%, while STMicroelectronics N.V. (STM) has a volatility of 22.31%. This indicates that CF experiences smaller price fluctuations and is considered to be less risky than STM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CF | STM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.65% | 22.31% | -13.66% |
Volatility (6M)Calculated over the trailing 6-month period | 35.68% | 44.40% | -8.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.78% | 56.14% | -14.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.05% | 45.82% | -7.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.12% | 44.53% | -4.41% |
Dividends
CF vs. STM - Dividend Comparison
CF's dividend yield for the trailing twelve months is around 1.71%, more than STM's 0.50% 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% |
STM STMicroelectronics N.V. | 0.50% | 1.39% | 1.32% | 0.48% | 0.67% | 0.45% | 0.50% | 0.89% | 1.73% | 0.98% | 2.10% | 5.11% |
Financials
CF vs. STM - Financials Comparison
This section allows you to compare key financial metrics between CF Industries Holdings, Inc. and STMicroelectronics N.V.. 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
CF vs. STM - Profitability Comparison
CF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, CF Industries Holdings, Inc. reported a gross profit of 746.00M and revenue of 1.99B. Therefore, the gross margin over that period was 37.6%.
STM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, STMicroelectronics N.V. reported a gross profit of 1.05B and revenue of 3.10B. Therefore, the gross margin over that period was 33.8%.
CF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, CF Industries Holdings, Inc. reported an operating income of 6.00M and revenue of 1.99B, resulting in an operating margin of 0.3%.
STM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, STMicroelectronics N.V. reported an operating income of 96.00M and revenue of 3.10B, resulting in an operating margin of 3.1%.
CF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, CF Industries Holdings, Inc. reported a net income of 615.00M and revenue of 1.99B, resulting in a net margin of 31.0%.
STM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, STMicroelectronics N.V. reported a net income of 37.00M and revenue of 3.10B, resulting in a net margin of 1.2%.
Frequently Asked Questions
CF and STM have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STM has higher volatility (22.31%) compared to CF (8.65%). In terms of maximum drawdown, CF dropped -76.73% vs STM's -94.40%.
STM currently has the higher Sharpe Ratio (2.12 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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