CMC vs. CF
Compare and contrast key facts about Commercial Metals Company (CMC) and CF Industries Holdings, Inc. (CF).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CMC or CF.
Key characteristics
| CMC | CF | |
|---|---|---|
| YTD Return | 22.74% | 9.29% |
| 1Y Return | 33.00% | 8.54% |
| 3Y Return (Ann) | 22.69% | 11.78% |
| 5Y Return (Ann) | 26.86% | 15.90% |
| 10Y Return (Ann) | 16.21% | 7.77% |
| Sharpe Ratio | 1.19 | 0.35 |
| Sortino Ratio | 2.02 | 0.67 |
| Omega Ratio | 1.24 | 1.08 |
| Calmar Ratio | 1.58 | 0.24 |
| Martin Ratio | 4.91 | 1.10 |
| Ulcer Index | 7.66% | 8.49% |
| Daily Std Dev | 31.48% | 27.13% |
| Max Drawdown | -83.77% | -76.73% |
| Current Drawdown | -3.47% | -24.78% |
Fundamentals
| CMC | CF | |
|---|---|---|
| Market Cap | $7.14B | $14.81B |
| EPS | $4.06 | $6.31 |
| PE Ratio | 15.13 | 13.48 |
| PEG Ratio | 12.25 | 46.07 |
| Total Revenue (TTM) | $7.93B | $5.98B |
| Gross Profit (TTM) | $1.38B | $2.03B |
| EBITDA (TTM) | $981.95M | $2.05B |
Correlation
The correlation between CMC and CF is 0.41, 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
CMC vs. CF - Performance Comparison
In the year-to-date period, CMC achieves a 22.74% return, which is significantly higher than CF's 9.29% return. Over the past 10 years, CMC has outperformed CF with an annualized return of 16.21%, while CF has yielded a comparatively lower 7.77% 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
CMC vs. CF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Commercial Metals Company (CMC) and CF Industries Holdings, Inc. (CF). 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
CMC vs. CF - Dividend Comparison
CMC's dividend yield for the trailing twelve months is around 1.15%, less than CF's 1.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMC Commercial Metals Company | 1.15% | 1.28% | 1.20% | 1.38% | 2.34% | 2.16% | 3.00% | 2.25% | 2.20% | 3.51% | 2.95% | 2.36% |
CF CF Industries Holdings, Inc. | 1.76% | 2.01% | 1.76% | 1.70% | 3.10% | 2.51% | 2.76% | 2.82% | 3.81% | 2.94% | 1.83% | 0.94% |
Drawdowns
CMC vs. CF - Drawdown Comparison
The maximum CMC drawdown since its inception was -83.77%, which is greater than CF's maximum drawdown of -76.73%. Use the drawdown chart below to compare losses from any high point for CMC and CF. For additional features, visit the drawdowns tool.
Volatility
CMC vs. CF - Volatility Comparison
Commercial Metals Company (CMC) has a higher volatility of 16.55% compared to CF Industries Holdings, Inc. (CF) at 7.30%. This indicates that CMC's price experiences larger fluctuations and is considered to be riskier than CF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CMC vs. CF - Financials Comparison
This section allows you to compare key financial metrics between Commercial Metals Company and CF Industries Holdings, 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