CF vs. USD=X
CF (CF Industries Holdings, Inc.) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, CF returned 17.90%/yr vs 0.00%/yr for USD=X.
Performance
CF vs. USD=X - Performance Comparison
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Returns By Period
CF
- 1D
- 2.74%
- 1M
- -12.58%
- YTD
- 42.89%
- 6M
- 39.56%
- 1Y
- 11.91%
- 3Y*
- 19.07%
- 5Y*
- 17.73%
- 10Y*
- 17.90%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
CF vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CF CF Industries Holdings, Inc. | 42.89% | -7.17% | 10.08% | -4.75% | 22.29% | 87.18% | -15.76% | 12.73% | 5.13% | 40.24% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
CF vs. USD=X — Risk / Return Rank
CF
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CF vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CF Industries Holdings, Inc. (CF) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.11 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | — | — |
| Martin ratioReturn relative to average drawdown | 1.35 | — | — |
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Drawdowns
CF vs. USD=X - Drawdown Comparison
The maximum CF drawdown since its inception was -76.73%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for CF and USD=X.
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Drawdown Indicators
| CF | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.73% | 0.00% | -76.73% |
Max Drawdown (1Y)Largest decline over 1 year | -24.87% | 0.00% | -24.87% |
Max Drawdown (3Y)Largest decline over 3 years | -29.16% | 0.00% | -29.16% |
Max Drawdown (5Y)Largest decline over 5 years | -48.36% | 0.00% | -48.36% |
Max Drawdown (10Y)Largest decline over 10 years | -60.74% | 0.00% | -60.74% |
Current DrawdownCurrent decline from peak | -20.11% | 0.00% | -20.11% |
Average DrawdownAverage peak-to-trough decline | -24.92% | 0.00% | -24.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.29% | 0.00% | +14.29% |
Volatility
CF vs. USD=X - Volatility Comparison
CF Industries Holdings, Inc. (CF) has a higher volatility of 9.83% compared to USD Cash (USD=X) at 0.00%. This indicates that CF's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CF | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.83% | 0.00% | +9.83% |
Volatility (6M)Calculated over the trailing 6-month period | 35.49% | 0.00% | +35.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.20% | 0.00% | +42.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.23% | 0.00% | +38.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.30% | 0.00% | +40.30% |
Frequently Asked Questions
CF has higher volatility (9.83%) compared to USD=X (0.00%). In terms of maximum drawdown, CF dropped -76.73% vs USD=X's 0.00%.
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