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Olin Corporation (OLN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS6806652052
CUSIP680665205
SectorBasic Materials
IndustrySpecialty Chemicals

Highlights

Market Cap$6.61B
EPS$2.81
PE Ratio19.68
PEG Ratio1.82
Revenue (TTM)$6.62B
Gross Profit (TTM)$2.18B
EBITDA (TTM)$1.13B
Year Range$41.22 - $60.38
Target Price$61.56
Short %2.34%
Short Ratio2.79

Share Price Chart


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Olin Corporation

Popular comparisons: OLN vs. HUN, OLN vs. ASH, OLN vs. CC, OLN vs. CAAMX, OLN vs. NGVT, OLN vs. STLD, OLN vs. WLK, OLN vs. NVDA, OLN vs. VOO, OLN vs. ^GSPC

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Olin Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


2,500.00%3,000.00%3,500.00%4,000.00%December2024FebruaryMarchAprilMay
3,984.82%
3,045.85%
OLN (Olin Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

Olin Corporation had a return of 4.83% year-to-date (YTD) and 4.90% in the last 12 months. Over the past 10 years, Olin Corporation had an annualized return of 10.94%, which was very close to the S&P 500 benchmark's annualized return of 10.99%.


PeriodReturnBenchmark
Year-To-Date4.83%11.18%
1 month5.96%5.60%
6 months20.46%17.48%
1 year4.90%26.33%
5 years (annualized)24.16%13.16%
10 years (annualized)10.94%10.99%

Monthly Returns

The table below presents the monthly returns of OLN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.48%3.32%9.69%-11.09%4.83%
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%
2020-13.80%10.23%-27.92%14.40%-8.27%-4.49%-2.18%1.89%10.04%33.68%33.55%12.20%50.81%
201917.40%10.42%-10.52%-6.27%-8.71%11.73%-8.40%-14.45%10.25%-2.03%-3.46%-1.54%-10.77%
20184.78%-12.29%-6.49%-0.66%7.76%-11.17%2.75%4.82%-16.43%-21.34%7.56%-6.60%-41.88%
20172.34%19.39%5.76%-2.25%-8.06%3.20%-2.64%10.04%6.27%6.66%-1.90%-0.17%42.51%
2016-1.85%-9.16%14.58%25.45%6.58%7.95%-15.86%4.54%-5.18%6.87%19.62%-1.50%54.86%
201510.10%12.72%14.27%-7.83%-0.31%-7.83%-14.69%-12.40%-15.78%14.10%14.69%-20.72%-21.59%
2014-10.88%2.68%5.42%1.77%-2.31%-1.21%-1.30%3.49%-7.48%-4.00%4.63%-9.50%-18.61%
20137.74%0.42%8.89%-4.16%4.01%-4.05%2.01%-4.55%-0.13%-2.43%11.25%16.19%38.19%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of OLN is 50, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of OLN is 5050
OLN (Olin Corporation)
The Sharpe Ratio Rank of OLN is 5252Sharpe Ratio Rank
The Sortino Ratio Rank of OLN is 4646Sortino Ratio Rank
The Omega Ratio Rank of OLN is 4646Omega Ratio Rank
The Calmar Ratio Rank of OLN is 5454Calmar Ratio Rank
The Martin Ratio Rank of OLN is 5252Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Olin Corporation (OLN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


OLN
Sharpe ratio
The chart of Sharpe ratio for OLN, currently valued at 0.23, compared to the broader market-2.00-1.000.001.002.003.004.000.23
Sortino ratio
The chart of Sortino ratio for OLN, currently valued at 0.54, compared to the broader market-4.00-2.000.002.004.006.000.54
Omega ratio
The chart of Omega ratio for OLN, currently valued at 1.07, compared to the broader market0.501.001.502.001.07
Calmar ratio
The chart of Calmar ratio for OLN, currently valued at 0.22, compared to the broader market0.002.004.006.000.22
Martin ratio
The chart of Martin ratio for OLN, currently valued at 0.62, compared to the broader market-10.000.0010.0020.0030.000.62
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market-2.00-1.000.001.002.003.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market-4.00-2.000.002.004.006.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.001.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.002.004.006.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market-10.000.0010.0020.0030.009.12

Sharpe Ratio

The current Olin Corporation Sharpe ratio is 0.23. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Olin Corporation with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.23
2.38
OLN (Olin Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

Olin Corporation granted a 1.42% dividend yield in the last twelve months. The annual payout for that period amounted to $0.80 per share.


PeriodTTM20232022202120202019201820172016201520142013
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

1.42%1.48%1.51%1.39%3.26%4.64%3.98%2.25%3.12%4.63%3.51%2.77%

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
2024$0.00$0.00$0.20$0.00$0.20$0.40
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
2020$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.80
2019$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.80
2018$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.80
2017$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.80
2016$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.80
2015$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.80
2014$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.80
2013$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.80

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%1.4%
Olin Corporation has a dividend yield of 1.42%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%29.7%
Olin Corporation has a payout ratio of 29.74%, which is quite average when compared to the overall market. This suggests that Olin Corporation strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-13.58%
-0.09%
OLN (Olin Corporation)
Benchmark (^GSPC)

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 73.79%, occurring on Mar 16, 2020. Recovery took 252 trading sessions.

The current Olin Corporation drawdown is 13.58%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-73.79%Jan 8, 2018550Mar 16, 2020252Mar 16, 2021802
-68.99%Jul 31, 2008150Mar 5, 20091013Mar 14, 20131163
-68.94%Nov 21, 1997339Mar 30, 19991470Feb 2, 20051809
-58.92%Mar 31, 2015219Feb 10, 2016248Feb 3, 2017467
-56.19%Aug 17, 1989314Nov 12, 1990917Jun 29, 19941231

Volatility

Volatility Chart

The current Olin Corporation volatility is 5.52%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
5.52%
3.36%
OLN (Olin Corporation)
Benchmark (^GSPC)

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

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items