ICL vs. CF
Compare and contrast key facts about ICL Group Ltd (ICL) and CF Industries Holdings, Inc. (CF).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICL or CF.
Key characteristics
| ICL | CF | |
|---|---|---|
| YTD Return | -8.61% | 10.83% |
| 1Y Return | -7.29% | 8.59% |
| 3Y Return (Ann) | -13.67% | 15.84% |
| 5Y Return (Ann) | 6.31% | 16.14% |
| 10Y Return (Ann) | 1.04% | 8.63% |
| Sharpe Ratio | -0.18 | 0.38 |
| Sortino Ratio | -0.02 | 0.71 |
| Omega Ratio | 1.00 | 1.09 |
| Calmar Ratio | -0.10 | 0.26 |
| Martin Ratio | -0.40 | 1.21 |
| Ulcer Index | 15.42% | 8.49% |
| Daily Std Dev | 34.74% | 26.96% |
| Max Drawdown | -63.35% | -76.73% |
| Current Drawdown | -56.69% | -23.72% |
Fundamentals
| ICL | CF | |
|---|---|---|
| Market Cap | $5.78B | $15.04B |
| EPS | $0.33 | $6.31 |
| PE Ratio | 13.45 | 13.69 |
| PEG Ratio | 9.44 | 25.76 |
| Total Revenue (TTM) | $5.23B | $5.98B |
| Gross Profit (TTM) | $1.70B | $2.03B |
| EBITDA (TTM) | $1.05B | $2.05B |
Correlation
The correlation between ICL and CF is 0.39, 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.
Performance
ICL vs. CF - Performance Comparison
In the year-to-date period, ICL achieves a -8.61% return, which is significantly lower than CF's 10.83% return. Over the past 10 years, ICL has underperformed CF with an annualized return of 1.04%, 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.
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Risk-Adjusted Performance
ICL vs. CF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ICL Group Ltd (ICL) 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
ICL vs. CF - Dividend Comparison
ICL's dividend yield for the trailing twelve months is around 4.39%, more than CF's 2.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICL ICL Group Ltd | 4.39% | 12.15% | 12.37% | 6.86% | 1.83% | 4.45% | 3.32% | 3.44% | 4.23% | 6.74% | 1.37% | 0.00% |
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
ICL vs. CF - Drawdown Comparison
The maximum ICL drawdown since its inception was -63.35%, smaller than the maximum CF drawdown of -76.73%. Use the drawdown chart below to compare losses from any high point for ICL and CF. For additional features, visit the drawdowns tool.
Volatility
ICL vs. CF - Volatility Comparison
ICL Group Ltd (ICL) has a higher volatility of 10.16% compared to CF Industries Holdings, Inc. (CF) at 6.34%. This indicates that ICL'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
ICL vs. CF - Financials Comparison
This section allows you to compare key financial metrics between ICL Group Ltd 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