STM vs. CF
STM (STMicroelectronics N.V.) and CF (CF Industries Holdings, Inc.) are both stocks. STM operates in Semiconductors (Technology), while CF operates in Agricultural Inputs (Basic Materials). Over the past 10 years, STM returned 29.42%/yr vs 19.43%/yr for CF. At a 0.28 correlation, their price movements are largely independent.
Performance
STM vs. CF - Performance Comparison
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Returns By Period
In the year-to-date period, STM achieves a 176.58% return, which is significantly higher than CF's 52.60% return. Over the past 10 years, STM has outperformed CF with an annualized return of 29.42%, while CF has yielded a comparatively lower 19.43% annualized return.
STM
- 1D
- 0.10%
- 1M
- -8.42%
- 6M
- 148.77%
- YTD
- 176.58%
- 1Y
- 123.79%
- 3Y*
- 14.24%
- 5Y*
- 14.33%
- 10Y*
- 29.42%
CF
- 1D
- 2.54%
- 1M
- 9.72%
- 6M
- 42.89%
- YTD
- 52.60%
- 1Y
- 21.57%
- 3Y*
- 19.81%
- 5Y*
- 20.74%
- 10Y*
- 19.43%
STM vs. CF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STM STMicroelectronics N.V. | 176.58% | 5.28% | -49.67% | 41.66% | -26.76% | 32.39% | 38.91% | 96.34% | -35.65% | 94.77% |
CF CF Industries Holdings, Inc. | 52.60% | -7.17% | 10.08% | -4.75% | 22.29% | 87.18% | -15.76% | 12.73% | 5.13% | 40.24% |
Correlation
The correlation between STM and CF is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Aug 11, 2005 | 0.28 |
The correlation between STM and CF shifts across timeframes, from -0.11 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
Fundamentals
STM:
$63.77B
CF:
$17.96B
STM:
$0.15
CF:
$11.18
STM:
468.06
CF:
10.46
STM:
5.46
CF:
2.48
STM:
3.72
CF:
2.19
STM:
$12.40B
CF:
$7.41B
STM:
$4.20B
CF:
$2.99B
STM:
$2.32B
CF:
$2.60B
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Return for Risk
STM vs. CF — Risk / Return Rank
STM
CF
STM vs. CF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for STMicroelectronics N.V. (STM) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| STM | CF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.52 | ||
| Sortino ratioReturn per unit of downside risk | +1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.13 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | 0.98 | +2.29 |
| Martin ratioReturn relative to average drawdown | 7.35 | 1.88 | +5.47 |
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Drawdowns
STM vs. CF - Drawdown Comparison
The maximum STM drawdown since its inception was -94.40%, which is greater than CF's maximum drawdown of -76.73%. Use the drawdown chart below to compare losses from any high point for STM and CF.
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Drawdown Indicators
| STM | CF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -76.73% | -17.67% |
Max Drawdown (1Y)Largest decline over 1 year | -36.35% | -25.45% | -10.90% |
Max Drawdown (3Y)Largest decline over 3 years | -66.66% | -29.16% | -37.50% |
Max Drawdown (5Y)Largest decline over 5 years | -66.66% | -48.36% | -18.30% |
Max Drawdown (10Y)Largest decline over 10 years | -66.66% | -60.74% | -5.92% |
Current DrawdownCurrent decline from peak | -10.47% | -14.68% | +4.21% |
Average DrawdownAverage peak-to-trough decline | -55.08% | -24.91% | -30.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.12% | 13.17% | +2.95% |
Volatility
STM vs. CF - Volatility Comparison
STMicroelectronics N.V. (STM) has a higher volatility of 22.31% compared to CF Industries Holdings, Inc. (CF) at 8.65%. This indicates that STM'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.
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Volatility by Period
| STM | CF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.31% | 8.65% | +13.66% |
Volatility (6M)Calculated over the trailing 6-month period | 44.40% | 35.68% | +8.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.14% | 41.78% | +14.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.82% | 38.05% | +7.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.53% | 40.12% | +4.41% |
Dividends
STM vs. CF - Dividend Comparison
STM's dividend yield for the trailing twelve months is around 0.50%, less than CF's 1.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CF CF Industries Holdings, Inc. | 1.71% | 2.59% | 2.34% | 2.01% | 1.76% | 1.70% | 3.10% | 2.51% | 2.76% | 2.82% | 3.81% | 2.94% |
STM STMicroelectronics N.V. | 0.50% | 1.39% | 1.32% | 0.48% | 0.67% | 0.45% | 0.50% | 0.89% | 1.73% | 0.98% | 2.10% | 5.11% |
Financials
STM vs. CF - Financials Comparison
This section allows you to compare key financial metrics between STMicroelectronics N.V. 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
STM vs. CF - Profitability Comparison
STM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, STMicroelectronics N.V. reported a gross profit of 1.05B and revenue of 3.10B. Therefore, the gross margin over that period was 33.8%.
CF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, CF Industries Holdings, Inc. reported a gross profit of 746.00M and revenue of 1.99B. Therefore, the gross margin over that period was 37.6%.
STM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, STMicroelectronics N.V. reported an operating income of 96.00M and revenue of 3.10B, resulting in an operating margin of 3.1%.
CF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, CF Industries Holdings, Inc. reported an operating income of 6.00M and revenue of 1.99B, resulting in an operating margin of 0.3%.
STM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, STMicroelectronics N.V. reported a net income of 37.00M and revenue of 3.10B, resulting in a net margin of 1.2%.
CF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, CF Industries Holdings, Inc. reported a net income of 615.00M and revenue of 1.99B, resulting in a net margin of 31.0%.
Frequently Asked Questions
STM and CF have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STM has higher volatility (22.31%) compared to CF (8.65%). In terms of maximum drawdown, STM dropped -94.40% vs CF's -76.73%.
STM currently has the higher Sharpe Ratio (2.12 vs 0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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