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

Correlation

The correlation between STLD and CLF is 0.55, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

STLD vs. CLF - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%NovemberDecember2025FebruaryMarchApril
3,565.87%
89.14%
STLD
CLF

Key characteristics

Sharpe Ratio

STLD:

-0.71

CLF:

-1.20

Sortino Ratio

STLD:

-0.94

CLF:

-2.39

Omega Ratio

STLD:

0.89

CLF:

0.72

Calmar Ratio

STLD:

-0.87

CLF:

-0.75

Martin Ratio

STLD:

-1.59

CLF:

-1.61

Ulcer Index

STLD:

15.64%

CLF:

43.31%

Daily Std Dev

STLD:

35.02%

CLF:

58.10%

Max Drawdown

STLD:

-87.05%

CLF:

-98.78%

Current Drawdown

STLD:

-28.66%

CLF:

-92.91%

Fundamentals

Market Cap

STLD:

$16.37B

CLF:

$3.44B

EPS

STLD:

$9.84

CLF:

-$1.57

PEG Ratio

STLD:

10.91

CLF:

-0.22

Total Revenue (TTM)

STLD:

$12.85B

CLF:

$13.99B

Gross Profit (TTM)

STLD:

$1.81B

CLF:

-$154.00M

EBITDA (TTM)

STLD:

$1.61B

CLF:

$145.00M

Returns By Period

In the year-to-date period, STLD achieves a -3.87% return, which is significantly higher than CLF's -25.96% return. Over the past 10 years, STLD has outperformed CLF with an annualized return of 20.95%, while CLF has yielded a comparatively lower 4.08% annualized return.


STLD

YTD

-3.87%

1M

-14.15%

6M

-14.13%

1Y

-24.40%

5Y*

41.86%

10Y*

20.95%

CLF

YTD

-25.96%

1M

-30.68%

6M

-46.46%

1Y

-68.96%

5Y*

13.14%

10Y*

4.08%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

STLD vs. CLF — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

STLD
The Risk-Adjusted Performance Rank of STLD is 1414
Overall Rank
The Sharpe Ratio Rank of STLD is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of STLD is 1818
Sortino Ratio Rank
The Omega Ratio Rank of STLD is 2020
Omega Ratio Rank
The Calmar Ratio Rank of STLD is 55
Calmar Ratio Rank
The Martin Ratio Rank of STLD is 99
Martin Ratio Rank

CLF
The Risk-Adjusted Performance Rank of CLF is 55
Overall Rank
The Sharpe Ratio Rank of CLF is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of CLF is 22
Sortino Ratio Rank
The Omega Ratio Rank of CLF is 33
Omega Ratio Rank
The Calmar Ratio Rank of CLF is 1010
Calmar Ratio Rank
The Martin Ratio Rank of CLF is 1010
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

STLD vs. CLF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Steel Dynamics, Inc. (STLD) and Cleveland-Cliffs Inc. (CLF). 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 -0.71, compared to the broader market-2.00-1.000.001.002.00
STLD: -0.71
CLF: -1.20
The chart of Sortino ratio for STLD, currently valued at -0.94, compared to the broader market-6.00-4.00-2.000.002.004.00
STLD: -0.94
CLF: -2.39
The chart of Omega ratio for STLD, currently valued at 0.89, compared to the broader market0.501.001.502.00
STLD: 0.89
CLF: 0.72
The chart of Calmar ratio for STLD, currently valued at -0.87, compared to the broader market0.001.002.003.004.00
STLD: -0.87
CLF: -0.75
The chart of Martin ratio for STLD, currently valued at -1.59, compared to the broader market-10.000.0010.0020.00
STLD: -1.59
CLF: -1.61

The current STLD Sharpe Ratio is -0.71, which is higher than the CLF Sharpe Ratio of -1.20. The chart below compares the historical Sharpe Ratios of STLD and CLF, 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.71
-1.20
STLD
CLF

Dividends

STLD vs. CLF - Dividend Comparison

STLD's dividend yield for the trailing twelve months is around 1.72%, while CLF has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
STLD
Steel Dynamics, Inc.
1.72%1.61%1.44%1.39%1.68%2.71%2.82%2.50%1.44%1.57%3.09%2.33%
CLF
Cleveland-Cliffs Inc.
0.00%0.00%0.00%0.00%0.00%0.82%3.10%0.00%0.00%0.00%0.00%8.40%

Drawdowns

STLD vs. CLF - Drawdown Comparison

The maximum STLD drawdown since its inception was -87.05%, smaller than the maximum CLF drawdown of -98.78%. Use the drawdown chart below to compare losses from any high point for STLD and CLF. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.66%
-92.91%
STLD
CLF

Volatility

STLD vs. CLF - Volatility Comparison

The current volatility for Steel Dynamics, Inc. (STLD) is 14.60%, while Cleveland-Cliffs Inc. (CLF) has a volatility of 28.06%. This indicates that STLD experiences smaller price fluctuations and is considered to be less risky than CLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
14.60%
28.06%
STLD
CLF

Financials

STLD vs. CLF - Financials Comparison

This section allows you to compare key financial metrics between Steel Dynamics, Inc. and Cleveland-Cliffs 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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