FMC vs. CF

In the year-to-date period, FMC achieves a -9.88% return, which is significantly lower than CF's 12.73% return. Over the past 10 years, FMC has underperformed CF with an annualized return of 3.09%, while CF has yielded a comparatively higher 7.63% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for FMC Corporation (FMC) 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.

The current FMC Sharpe Ratio is 0.17, which is lower than the CF Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of FMC and CF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FMC's dividend yield for the trailing twelve months is around 4.20%, more than CF's 2.29% yield.

The maximum FMC drawdown since its inception was -69.75%, smaller than the maximum CF drawdown of -76.73%. Use the drawdown chart below to compare losses from any high point for FMC and CF. For additional features, visit the drawdowns tool.

FMC Corporation (FMC) has a higher volatility of 13.67% compared to CF Industries Holdings, Inc. (CF) at 7.10%. This indicates that FMC'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.

This section allows you to compare key financial metrics between FMC Corporation 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.