E vs. CF
Compare and contrast key facts about Eni S.p.A. (E) and CF Industries Holdings, Inc. (CF).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: E or CF.
Performance
E vs. CF - Performance Comparison
Returns By Period
In the year-to-date period, E achieves a -9.01% return, which is significantly lower than CF's 16.00% return. Over the past 10 years, E has underperformed CF with an annualized return of 2.26%, while CF has yielded a comparatively higher 7.93% annualized return.
E
-9.01%
-4.30%
-3.00%
-5.05%
5.49%
2.26%
CF
16.00%
7.43%
14.21%
20.56%
17.80%
7.93%
Fundamentals
| E | CF | |
|---|---|---|
| Market Cap | $45.68B | $15.65B |
| EPS | $1.63 | $6.31 |
| PE Ratio | 17.83 | 14.25 |
| PEG Ratio | 2.63 | 48.17 |
| Total Revenue (TTM) | $91.27B | $5.98B |
| Gross Profit (TTM) | $12.60B | $2.03B |
| EBITDA (TTM) | $20.00B | $2.74B |
Key characteristics
| E | CF | |
|---|---|---|
| Sharpe Ratio | -0.28 | 0.73 |
| Sortino Ratio | -0.25 | 1.16 |
| Omega Ratio | 0.97 | 1.15 |
| Calmar Ratio | -0.40 | 0.51 |
| Martin Ratio | -0.82 | 2.36 |
| Ulcer Index | 6.29% | 8.39% |
| Daily Std Dev | 18.68% | 27.11% |
| Max Drawdown | -66.24% | -76.73% |
| Current Drawdown | -9.81% | -20.16% |
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Correlation
The correlation between E and CF is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
E vs. CF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eni S.p.A. (E) 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
E vs. CF - Dividend Comparison
E's dividend yield for the trailing twelve months is around 7.27%, more than CF's 2.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
E Eni S.p.A. | 7.27% | 5.74% | 6.39% | 5.79% | 5.91% | 6.11% | 5.15% | 5.38% | 5.57% | 7.15% | 8.58% | 5.94% |
CF CF Industries Holdings, Inc. | 2.22% | 2.01% | 1.76% | 1.70% | 3.10% | 2.51% | 2.76% | 2.82% | 3.81% | 2.94% | 1.83% | 0.94% |
Drawdowns
E vs. CF - Drawdown Comparison
The maximum E drawdown since its inception was -66.24%, smaller than the maximum CF drawdown of -76.73%. Use the drawdown chart below to compare losses from any high point for E and CF. For additional features, visit the drawdowns tool.
Volatility
E vs. CF - Volatility Comparison
The current volatility for Eni S.p.A. (E) is 5.43%, while CF Industries Holdings, Inc. (CF) has a volatility of 7.49%. This indicates that E experiences smaller price fluctuations and is considered to be less risky than CF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
E vs. CF - Financials Comparison
This section allows you to compare key financial metrics between Eni S.p.A. 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