CF Industries (CF): analysis and statistics
Return, volatility, Sharpe ratio and risk for CF Industries, a component of the S&P 500 in the Materials. Data as of 2026-10-29.
| Last close price | $119.92 |
| Sector (GICS) | Materials |
| Annualized return (3.0 yr) | +17.05% |
| Total return over period | +59.98% |
| Annualized volatility | 34.94% |
| Period volatility | 60.36% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.79 |
| Sortino ratio | 1.13 |
| Max drawdown | -29.16% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.99% |
| Correlation with the S&P 500 | 0.02 |
| Period range | $66.31 – $139.27 |
| Trading days analyzed | 752 |
Over the last 3.0 years, CF Industries (CF) has posted an annualized return of +17.05% with annual volatility of 34.94%, a Sharpe ratio of 0.79. Its worst stretch (max drawdown from a peak) was -29.16%. Its correlation with the S&P 500 is 0.02, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how CF would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, CF Industries (CF) is of the S&P 500.
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