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Solvay SA (SOLB.BR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINBE0003470755
SectorBasic Materials
IndustryChemicals

Highlights

Market Cap€3.19B
EPS-€0.36
PE Ratio2.47
PEG Ratio0.29
Revenue (TTM)€6.02B
Gross Profit (TTM)€4.03B
EBITDA (TTM)€1.82B
Year Range€16.79 - €31.04
Target Price€28.90

Share Price Chart


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Solvay SA

Popular comparisons: SOLB.BR vs. SPY

Performance

Performance Chart

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


0.00%20.00%40.00%60.00%80.00%NovemberDecember2024FebruaryMarchApril
75.57%
18.98%
SOLB.BR (Solvay SA)
Benchmark (^GSPC)

S&P 500

Returns By Period

Solvay SA had a return of 21.37% year-to-date (YTD) and 77.99% in the last 12 months. Over the past 10 years, Solvay SA had an annualized return of 25.00%, outperforming the S&P 500 benchmark which had an annualized return of 10.42%.


PeriodReturnBenchmark
Year-To-Date21.37%5.05%
1 month28.65%-4.27%
6 months75.57%18.82%
1 year77.99%21.22%
5 years (annualized)32.60%11.38%
10 years (annualized)25.00%10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.20%-7.63%7.66%
2023-1.92%-4.87%6.43%31.32%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SOLB.BR is 94, placing it in the top 6% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of SOLB.BR is 9494
Solvay SA(SOLB.BR)
The Sharpe Ratio Rank of SOLB.BR is 9595Sharpe Ratio Rank
The Sortino Ratio Rank of SOLB.BR is 9393Sortino Ratio Rank
The Omega Ratio Rank of SOLB.BR is 9191Omega Ratio Rank
The Calmar Ratio Rank of SOLB.BR is 9898Calmar Ratio Rank
The Martin Ratio Rank of SOLB.BR is 9494Martin 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 Solvay SA (SOLB.BR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SOLB.BR
Sharpe ratio
The chart of Sharpe ratio for SOLB.BR, currently valued at 2.32, compared to the broader market-2.00-1.000.001.002.003.002.32
Sortino ratio
The chart of Sortino ratio for SOLB.BR, currently valued at 3.07, compared to the broader market-4.00-2.000.002.004.003.07
Omega ratio
The chart of Omega ratio for SOLB.BR, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for SOLB.BR, currently valued at 4.65, compared to the broader market0.001.002.003.004.005.004.65
Martin ratio
The chart of Martin ratio for SOLB.BR, currently valued at 11.35, compared to the broader market0.0010.0020.0030.0011.35
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-2.00-1.000.001.002.003.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-4.00-2.000.002.004.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.001.002.003.004.005.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.007.21

Sharpe Ratio

The current Solvay SA Sharpe ratio is 2.32. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.32
2.18
SOLB.BR (Solvay SA)
Benchmark (^GSPC)

Dividends

Dividend History

Solvay SA granted a 13.08% dividend yield in the last twelve months. The annual payout for that period amounted to €4.13 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend€4.13€4.05€3.85€3.75€3.75€3.75€3.60€3.45€3.30€3.20€3.01€3.01

Dividend yield

13.08%14.61%20.49%18.44%19.46%18.25%20.72%14.96%14.90%16.32%14.31%13.99%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024€1.62€0.00€0.00
2023€1.54€0.00€0.00€0.00€2.51€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2022€1.50€0.00€0.00€0.00€2.35€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2021€1.50€0.00€0.00€0.00€2.25€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2020€1.50€0.00€0.00€0.00€2.25€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2019€1.44€0.00€0.00€0.00€2.31€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2018€1.38€0.00€0.00€0.00€2.22€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2017€1.32€0.00€0.00€0.00€2.13€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2016€1.36€0.00€0.00€0.00€1.94€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2015€1.25€0.00€0.00€0.00€1.94€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2014€1.25€0.00€0.00€0.00€1.75€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2013€1.13€0.00€0.00€0.00€1.88€0.00€0.00€0.00€0.00€0.00€0.00€0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%13.1%
Solvay SA has a dividend yield of 13.08%, which means its dividend payment is significantly above the market average.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%34.2%
Solvay SA has a payout ratio of 34.16%, which is quite average when compared to the overall market. This suggests that Solvay SA 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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril0
-3.66%
SOLB.BR (Solvay SA)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Solvay SA. 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 Solvay SA was 53.10%, occurring on Mar 9, 2009. Recovery took 134 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.1%Jun 6, 2007450Mar 9, 2009134Sep 16, 2009584
-44.92%Jul 8, 2011114Dec 14, 2011188Sep 7, 2012302
-42.43%Feb 13, 202023Mar 16, 2020167Nov 9, 2020190
-36.35%Jun 24, 2015163Feb 9, 2016146Sep 2, 2016309
-30.6%Aug 16, 200088Dec 15, 2000259Dec 27, 2001347

Volatility

Volatility Chart

The current Solvay SA volatility is 8.29%, 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.


0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
8.29%
3.33%
SOLB.BR (Solvay SA)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Solvay SA 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

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

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