CF Industries Holdings Inc

10-Year Study

CF.US · Basic Materials · US · Common Stock

Executive Summary: CF Industries Holdings Inc has compounded at 19.6% annually over the last 10 years, with a maximum drawdown of 48.0% and an annualized volatility of 33.5%.

1Y CAGR
+44.2%
3Y CAGR
+30.2%
5Y CAGR
+21.4%
10Y CAGR
+19.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
48.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.58
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +87.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -15.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202620.57.330.4-4.0————————62.1%
20258.1-11.6-3.50.316.41.40.9-6.13.5-7.1-4.9-1.7-7.2%
2024-5.07.63.1-5.11.6-7.03.19.53.3-4.29.7-4.810.1%
2023-0.61.9-15.6-1.3-13.612.918.2-5.611.2-7.0-5.35.8-4.7%
2022-2.718.426.9-6.02.4-13.211.48.8-7.010.42.2-21.222.3%
20216.910.20.27.210.0-3.2-8.2-3.322.91.87.216.887.2%
2020-15.6-7.8-26.21.18.1-4.211.35.1-5.9-10.136.53.8-15.8%
20190.3-2.6-3.19.5-9.516.16.1-2.22.1-7.82.63.312.7%
2018-0.2-2.1-8.52.86.87.90.017.74.8-11.8-11.63.15.1%
201712.1-10.2-6.6-8.91.73.95.0-0.321.38.0-0.513.540.2%
2016———5.5-15.5-12.92.46.8-6.3-1.421.98.84.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 33.5%. The dominant macroeconomic risk driver is USO.US, accounting for 18.4% of variance. Idiosyncratic stock-specific factors contribute 38.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110552.05173744848
2016-05-018913.488270060705
2016-06-017766.270254763904
2016-07-017953.156178414886
2016-08-018496.728441675139
2016-09-017957.501381605869
2016-10-017846.382301945217
2016-11-019565.859358850503
2016-12-0110405.453862801263
2017-01-0111664.803432288658
2017-02-0110472.108436022156
2017-03-019782.191416747173
2017-04-018912.30704977578
2017-05-019064.051669950179
2017-06-019421.244246824415
2017-07-019889.598089798053
2017-08-019864.49715874335
2017-09-0111963.98965588522
2017-10-0112923.562391633584
2017-11-0112853.195411802923
2017-12-0114592.373535603247
2018-01-0114558.033774462861
2018-02-0114254.249229042833
2018-03-0113041.051623545094
2018-04-0113410.857945604806
2018-05-0114328.497361238256
2018-06-0115463.903173685787
2018-07-0115470.86393607911
2018-08-0118206.190438021793
2018-09-0119078.816923511768
2018-10-0116832.389060212703
2018-11-0114875.824217547026
2018-12-0115341.225009808346
2019-01-0115390.583143142807
2019-02-0114984.791788831564
2019-03-0114516.058267909197
2019-04-0115900.912492670108
2019-05-0114394.603510755433
2019-06-0116709.035913315303
2019-07-0117728.51339208498
2019-08-0117345.165223187352
2019-09-0117708.685765873703
2019-10-0116322.9456258991
2019-11-0116739.705454284667
2019-12-0117293.95088654801
2020-01-0114591.529806828295
2020-02-0113449.585096374918
2020-03-019924.823766152133
2020-04-0110034.297574701635
2020-05-0110849.00207979143
2020-06-0110394.611948043183
2020-07-0111573.005741574314
2020-08-0112157.541036858293
2020-09-0111442.14340857988
2020-10-0110287.120902114806
2020-11-0114037.242188126205
2020-12-0114567.863214691006
2021-01-0115572.659812776583
2021-02-0117159.629265576288
2021-03-0117197.512687571456
2021-04-0118429.18795324055
2021-05-0120263.159004906287
2021-06-0119607.666119649177
2021-07-0118007.028260695315
2021-08-0117416.207186037976
2021-09-0121404.049054390976
2021-10-0121779.84585075282
2021-11-0123344.28774526141
2021-12-0127270.326480849464
2022-01-0126534.46842977856
2022-02-0131403.92249507473
2022-03-0139863.10500626469
2022-04-0137453.37343857444
2022-05-0138359.327210674855
2022-06-0133294.971798365696
2022-07-0137085.46550625836
2022-08-0140338.419611631645
2022-09-0137527.28407925988
2022-10-0141430.12027353687
2022-11-0142338.73179127838
2022-12-0133341.8831182528
2023-01-0133146.22241534237
2023-02-0133767.41772589783
2023-03-0128499.25962799998
2023-04-0128141.476440983286
2023-05-0124327.358327392074
2023-06-0127455.778065583036
2023-07-0132462.844294073228
2023-08-0130634.737157393385
2023-09-0134080.98952510726
2023-10-0131711.925684369504
2023-11-0130021.93694814865
2023-12-0131759.765105909053
2024-01-0130165.750517838533
2024-02-0132457.82410786228
2024-03-0133459.07704509308
2024-04-0131754.15430955565
2024-05-0132277.097404268425
2024-06-0130005.99047430213
2024-07-0130924.937669536754
2024-08-0133847.403213762904
2024-09-0134951.33794290487
2024-10-0133497.08702640449
2024-11-0136737.97581029602
2024-12-0134959.69085777686
2025-01-0137782.84952519163
2025-02-0133402.80033580405
2025-03-0132219.55510181697
2025-04-0132310.255945123885
2025-05-0137616.55058364938
2025-06-0138151.516813405164
2025-07-0138495.7159671452
2025-08-0136136.52375307434
2025-09-0137417.13528769042
2025-10-0134743.274427002696
2025-11-0133024.43016667862
2025-12-0132453.73202330379
2026-01-0139121.55178596288
2026-02-0141992.381129162226
2026-03-0154774.8720696245
2026-04-0152610.70776188286
Annual Return Matrix
YearAnnual Return
20170.40237741938099525
20180.05131800336511483
20190.12728617665741804
2020-0.1576324397901162
20210.8719510252779297
20220.2226433424501566
2023-0.04745136940023731
20240.10075407488679589
2025-0.07168137855302614
20260.6210988531027839
Total Factor Risk
0.3345318136710358
VTI.US Exposure
0.16472935122992127
VEA.US Exposure
0.004556666437843415
VWO.US Exposure
0.012045481677532926
QQQ.US Exposure
0.020677262367630983
VTV.US Exposure
0.015305863445969431
IJR.US Exposure
0.021257475917899293
QUAL.US Exposure
-0.003621332116547377
SHV.US Exposure
0.04381649301254592
TLT.US Exposure
0.008937373719124753
LQD.US Exposure
0.041803157545859115
HYG.US Exposure
0.007751341610023447
GLD.US Exposure
0.033794270612165854
USO.US Exposure
0.18392821522438885
VNQ.US Exposure
-0.008193093129600428
BTC-USD.CC Exposure
-0.0001348395221917788
CPER.US Exposure
0.008279418142147209
VIX.INDX Exposure
0.0007870655341592701
UUP.US Exposure
0.03094822193881442
TIP.US Exposure
0.024339916597965475
Idiosyncratic Exposure
0.388991689754348
Value Score
44.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
18.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
33.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →14.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.54%
Market Cap$20.1B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$211
Avg Yield on Cost
2.11%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$210.932.11%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+9.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+35.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
9.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.52
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CF Industries Holdings Inc a high-risk investment?

CF Industries Holdings Inc (CF.US) has an annualized volatility of 33.5% and experienced a maximum drawdown of 48.0% over the last 10 years. Its primary macro risk driver is USO.US.

What is the 10-year return of CF.US?

Over the past 10 years, CF.US has generated a Compound Annual Growth Rate (CAGR) of 19.6%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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