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 sector. Data as of 2026-09-13.
| Last close price | $133.07 |
| Sector (GICS) | Materials |
| Annualized return (3.0 yr) | +20.74% |
| Total return over period | +75.35% |
| Annualized volatility | 35.07% |
| Period volatility | 60.54% |
| Sharpe ratio | 0.48 |
| Sortino ratio | 0.69 |
| Max drawdown | -29.16% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.96% |
| Correlation with the S&P 500 | 0.04 |
| Period range | $66.31 – $139.27 |
| Trading days analyzed | 751 |
Over the last 3.0 years, CF Industries (CF) has posted an annualized return of +20.74% with annual volatility of 35.07%, a Sharpe ratio of 0.48. Its worst stretch (max drawdown from a peak) was -29.16%. Its correlation with the S&P 500 is 0.04, 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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