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

Performance

STLD vs. CF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Steel Dynamics, Inc. (STLD) and CF Industries Holdings, Inc. (CF). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
5.49%
12.55%
STLD
CF

Returns By Period

In the year-to-date period, STLD achieves a 20.38% return, which is significantly higher than CF's 12.73% return. Over the past 10 years, STLD has outperformed CF with an annualized return of 22.62%, while CF has yielded a comparatively lower 7.63% annualized return.


STLD

YTD

20.38%

1M

3.02%

6M

6.50%

1Y

28.62%

5Y (annualized)

37.92%

10Y (annualized)

22.62%

CF

YTD

12.73%

1M

4.65%

6M

12.58%

1Y

15.70%

5Y (annualized)

17.05%

10Y (annualized)

7.63%

Fundamentals


STLDCF
Market Cap$22.50B$15.21B
EPS$10.86$6.31
PE Ratio13.2913.85
PEG Ratio10.9147.91
Total Revenue (TTM)$17.90B$5.98B
Gross Profit (TTM)$3.08B$2.03B
EBITDA (TTM)$2.36B$2.74B

Key characteristics


STLDCF
Sharpe Ratio0.940.44
Sortino Ratio1.620.79
Omega Ratio1.191.10
Calmar Ratio1.090.30
Martin Ratio2.481.42
Ulcer Index12.05%8.39%
Daily Std Dev31.81%27.05%
Max Drawdown-87.05%-76.73%
Current Drawdown-8.83%-22.41%

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Correlation

-0.50.00.51.00.4

The correlation between STLD and CF is 0.43, 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.

Risk-Adjusted Performance

STLD vs. CF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Steel Dynamics, Inc. (STLD) 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.


Sharpe ratio
The chart of Sharpe ratio for STLD, currently valued at 0.94, compared to the broader market-4.00-2.000.002.004.000.940.44
The chart of Sortino ratio for STLD, currently valued at 1.62, compared to the broader market-4.00-2.000.002.004.001.620.79
The chart of Omega ratio for STLD, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.10
The chart of Calmar ratio for STLD, currently valued at 1.09, compared to the broader market0.002.004.006.001.090.30
The chart of Martin ratio for STLD, currently valued at 2.48, compared to the broader market-10.000.0010.0020.0030.002.481.42
STLD
CF

The current STLD Sharpe Ratio is 0.94, which is higher than the CF Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of STLD 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.94
0.44
STLD
CF

Dividends

STLD vs. CF - Dividend Comparison

STLD's dividend yield for the trailing twelve months is around 1.28%, less than CF's 2.29% yield.


TTM20232022202120202019201820172016201520142013
STLD
Steel Dynamics, Inc.
1.28%1.44%1.39%1.68%2.71%2.82%2.50%1.44%1.57%3.09%2.33%2.25%
CF
CF Industries Holdings, Inc.
2.29%2.01%1.76%1.70%3.10%2.51%2.76%2.82%3.81%2.94%1.83%0.94%

Drawdowns

STLD vs. CF - Drawdown Comparison

The maximum STLD drawdown since its inception was -87.05%, which is greater than CF's maximum drawdown of -76.73%. Use the drawdown chart below to compare losses from any high point for STLD and CF. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.83%
-22.41%
STLD
CF

Volatility

STLD vs. CF - Volatility Comparison

Steel Dynamics, Inc. (STLD) has a higher volatility of 16.33% compared to CF Industries Holdings, Inc. (CF) at 7.10%. This indicates that STLD'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
16.33%
7.10%
STLD
CF

Financials

STLD vs. CF - Financials Comparison

This section allows you to compare key financial metrics between Steel Dynamics, Inc. 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