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ISIN
US6806652052
CUSIP
680665205
IPO Date
Dec 30, 1987

Highlights

Market Cap
$2.45B
Enterprise Value
$5.51B
EPS (TTM)
-$1.11
Total Revenue (TTM)
$6.72B
Gross Profit (TTM)
$352.80M
EBITDA (TTM)
$374.70M
Year Range
$18.08 - $30.46
Target Price
$24.33
ROA (TTM)
-1.73%
ROE (TTM)
-7.32%

Share Price Chart


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Performance

OLN Performance Chart

Olin Corporation (OLN) is up 5.0% since the beginning of the year. At $22 per share, OLN is trading 29.3% below its 52-week high of $30. Investors who bought $1,000 worth of OLN shares 5 years ago would now be looking at an investment worth $513.


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S&P 500 Index

Returns By Period

Olin Corporation (OLN) has returned 4.97% so far this year and 15.26% over the past 12 months. Over the last ten years, OLN has returned 2.22% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Olin Corporation

1D
-2.14%
1M
-17.25%
YTD
4.97%
6M
5.63%
1Y
15.26%
3Y*
-21.63%
5Y*
-12.51%
10Y*
2.22%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OLN Monthly Returns History

Based on dividend-adjusted daily data since Dec 30, 1987, OLN's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, an investment would double in approximately 6.2 years.

Historically, 51% of months were positive and 49% were negative. The best month was Apr 1999 with a return of +45.4%, while the worst month was Jun 2022 at -29.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, OLN closed higher 48% of trading days. The best single day was Mar 17, 2020 with a return of +26.7%, while the worst single day was Jul 22, 2016 at -20.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.10%21.91%18.12%-4.20%-8.52%-16.74%4.97%
2025-13.34%-13.32%-3.77%-10.81%-9.40%3.50%-5.72%26.00%5.62%-17.17%2.92%-1.28%-36.15%
2024-3.48%3.32%9.69%-11.09%3.20%-12.30%-3.27%-3.78%9.87%-14.49%4.29%-20.64%-36.29%
202322.01%-10.59%-3.57%-0.18%-14.29%8.62%12.24%0.93%-13.86%-14.53%10.86%14.45%3.46%
2022-11.91%1.66%1.90%9.79%14.98%-29.65%12.94%4.96%-21.55%23.48%7.98%-7.09%-6.63%
2021-2.65%29.40%23.52%13.33%14.11%-5.38%1.66%6.43%-3.19%18.09%-4.30%5.83%138.55%

Benchmark Metrics

Olin Corporation has an annualized alpha of 0.75%, beta of 1.08, and R2 of 0.26 versus S&P 500 Index. Calculated based on daily prices since December 30, 1987.

  • This stock participated in 122.30% of S&P 500 Index downside but only 103.17% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.26 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
0.75%
Beta
1.08
0.26
Upside Capture
103.17%
Downside Capture
122.30%

Return for Risk

Risk / Return Rank

OLN ranks 52 for risk / return — on par with similar stocks. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


OLN Risk / Return Rank: 5252
Overall Rank
OLN Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
OLN Sortino Ratio Rank: 5050
Sortino Ratio Rank
OLN Omega Ratio Rank: 4949
Omega Ratio Rank
OLN Calmar Ratio Rank: 5454
Calmar Ratio Rank
OLN Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Olin Corporation (OLN) and compare them to S&P 500 Index.

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.


OLNBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.76

Sortino ratioReturn per unit of downside risk

-1.97

Omega ratioGain probability vs. loss probability

1.09

1.37

-0.27

Calmar ratioReturn relative to maximum drawdown

0.49

2.78

-2.30

Martin ratioReturn relative to average drawdown

1.10

12.44

-11.34

Dividends

Dividend History

Olin Corporation provided a 3.71% dividend yield over the last twelve months, with an annual payout of $0.80 per share. The company has been increasing its dividends for 25 consecutive years, earning it the status of a dividend aristocrat.


1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.80$0.80$0.80$0.80$0.80$0.80$0.80$0.80$0.80$0.80$0.80$0.80

Dividend yield

3.71%3.84%2.37%1.48%1.51%1.39%3.26%4.64%3.98%2.25%3.12%4.63%

Monthly Dividends

The table displays the monthly dividend distributions for Olin Corporation. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.20$0.00$0.20$0.00$0.40
2025$0.00$0.00$0.20$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.80
2024$0.00$0.00$0.20$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.80
2023$0.00$0.00$0.20$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.80
2022$0.00$0.00$0.20$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.80
2021$0.00$0.00$0.20$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.80

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Olin Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Olin Corporation was 73.80%, occurring on Mar 16, 2020. Recovery took 252 trading sessions.

The current Olin Corporation drawdown is 64.80%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-73.80%Mar 2020
2y 2mo1y
3y 2moJan 2018 - Mar 2021
2025 selloff2025
-71.87%Apr 2025
2y 10mo
4y 21dJun 2022 - now
Financial crisis2007–2009
-68.99%Mar 2009
7mo 7d4y 10d
4y 7moJul 2008 - Mar 2013
1999 bear market1999
-67.95%Mar 1999
1y 4mo5y 10mo
7y 2moNov 1997 - Feb 2005
2016 bear market2016
-58.92%Feb 2016
10mo 16d11mo 29d
1y 10moMar 2015 - Feb 2017

Drawdown Indicators


OLNBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-73.80%

-56.78%

-17.02%

Max Drawdown (1Y)

Largest decline over 1 year

-31.45%

-9.10%

-22.35%

Max Drawdown (3Y)

Largest decline over 3 years

-69.26%

-18.90%

-50.36%

Max Drawdown (5Y)

Largest decline over 5 years

-71.87%

-25.43%

-46.44%

Max Drawdown (10Y)

Largest decline over 10 years

-73.80%

-33.92%

-39.88%

Current Drawdown

Current decline from peak

-64.80%

-1.80%

-63.00%

Average Drawdown

Average peak-to-trough decline

-24.99%

-10.71%

-14.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.92%

2.03%

+11.89%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of Olin Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Olin Corporation is priced in the market compared to other companies in the Specialty Chemicals industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for OLN relative to other companies in the Specialty Chemicals industry. Currently, OLN has a P/S ratio of 0.4. This P/S ratio is low compared to the industry average. It may indicate that the stock is undervalued relative to its revenue, or that the market expects slower growth or lower margins.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for OLN in comparison with other companies in the Specialty Chemicals industry. Currently, OLN has a P/B value of 1.4. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
Portfolio Analyzer

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