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FMC vs. CF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


FMCCF
YTD Return3.53%10.83%
1Y Return18.93%8.59%
3Y Return (Ann)-13.68%15.84%
5Y Return (Ann)-6.08%16.14%
10Y Return (Ann)4.45%8.63%
Sharpe Ratio0.480.38
Sortino Ratio1.000.71
Omega Ratio1.121.09
Calmar Ratio0.330.26
Martin Ratio2.061.21
Ulcer Index9.92%8.49%
Daily Std Dev42.99%26.96%
Max Drawdown-69.75%-76.73%
Current Drawdown-51.15%-23.72%

Fundamentals


FMCCF
Market Cap$7.92B$15.04B
EPS$12.19$6.31
PE Ratio5.2113.69
PEG Ratio1.8525.76
Total Revenue (TTM)$4.17B$5.98B
Gross Profit (TTM)$1.56B$2.03B
EBITDA (TTM)$778.80M$2.05B

Correlation

-0.50.00.51.00.5

The correlation between FMC and CF is 0.47, 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

FMC vs. CF - Performance Comparison

In the year-to-date period, FMC achieves a 3.53% return, which is significantly lower than CF's 10.83% return. Over the past 10 years, FMC has underperformed CF with an annualized return of 4.45%, while CF has yielded a comparatively higher 8.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
6.05%
17.49%
FMC
CF

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Risk-Adjusted Performance

FMC vs. CF - Risk-Adjusted Performance Comparison

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.


FMC
Sharpe ratio
The chart of Sharpe ratio for FMC, currently valued at 0.48, compared to the broader market-4.00-2.000.002.000.48
Sortino ratio
The chart of Sortino ratio for FMC, currently valued at 1.00, compared to the broader market-4.00-2.000.002.004.001.00
Omega ratio
The chart of Omega ratio for FMC, currently valued at 1.12, compared to the broader market0.501.001.502.001.12
Calmar ratio
The chart of Calmar ratio for FMC, currently valued at 0.33, compared to the broader market0.002.004.006.000.33
Martin ratio
The chart of Martin ratio for FMC, currently valued at 2.06, compared to the broader market-10.000.0010.0020.0030.002.06
CF
Sharpe ratio
The chart of Sharpe ratio for CF, currently valued at 0.38, compared to the broader market-4.00-2.000.002.000.38
Sortino ratio
The chart of Sortino ratio for CF, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.000.71
Omega ratio
The chart of Omega ratio for CF, currently valued at 1.09, compared to the broader market0.501.001.502.001.09
Calmar ratio
The chart of Calmar ratio for CF, currently valued at 0.26, compared to the broader market0.002.004.006.000.26
Martin ratio
The chart of Martin ratio for CF, currently valued at 1.21, compared to the broader market-10.000.0010.0020.0030.001.21

FMC vs. CF - Sharpe Ratio Comparison

The current FMC Sharpe Ratio is 0.48, which is comparable to the CF Sharpe Ratio of 0.38. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.48
0.38
FMC
CF

Dividends

FMC vs. CF - Dividend Comparison

FMC's dividend yield for the trailing twelve months is around 3.66%, more than CF's 2.20% yield.


TTM20232022202120202019201820172016201520142013
FMC
FMC Corporation
3.66%3.68%1.74%1.79%1.57%1.64%1.21%0.70%1.17%1.69%1.05%0.72%
CF
CF Industries Holdings, Inc.
2.20%2.01%1.76%1.70%3.10%2.51%2.76%2.82%3.81%2.94%1.83%0.94%

Drawdowns

FMC vs. CF - Drawdown Comparison

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.


-60.00%-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-51.15%
-23.72%
FMC
CF

Volatility

FMC vs. CF - Volatility Comparison

FMC Corporation (FMC) has a higher volatility of 12.60% compared to CF Industries Holdings, Inc. (CF) at 6.34%. 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.


6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
12.60%
6.34%
FMC
CF

Financials

FMC vs. CF - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items