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AB vs. DD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AB and DD is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

AB vs. DD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianceBernstein Holding L.P. (AB) and DuPont de Nemours, Inc. (DD). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
116.27%
12.89%
AB
DD

Key characteristics

Sharpe Ratio

AB:

1.29

DD:

0.29

Sortino Ratio

AB:

1.90

DD:

0.56

Omega Ratio

AB:

1.23

DD:

1.09

Calmar Ratio

AB:

0.78

DD:

0.30

Martin Ratio

AB:

9.10

DD:

1.16

Ulcer Index

AB:

3.14%

DD:

6.51%

Daily Std Dev

AB:

22.06%

DD:

25.97%

Max Drawdown

AB:

-87.65%

DD:

-62.03%

Current Drawdown

AB:

-15.46%

DD:

-13.30%

Fundamentals

Market Cap

AB:

$4.02B

DD:

$33.49B

EPS

AB:

$3.48

DD:

$1.28

PE Ratio

AB:

10.19

DD:

62.60

PEG Ratio

AB:

0.67

DD:

0.44

Total Revenue (TTM)

AB:

$433.88M

DD:

$12.19B

Gross Profit (TTM)

AB:

-$1.38B

DD:

$3.81B

EBITDA (TTM)

AB:

-$855.58M

DD:

$2.21B

Returns By Period

In the year-to-date period, AB achieves a 31.00% return, which is significantly higher than DD's 2.41% return.


AB

YTD

31.00%

1M

0.24%

6M

15.90%

1Y

30.41%

5Y*

13.73%

10Y*

13.24%

DD

YTD

2.41%

1M

-5.15%

6M

-2.31%

1Y

5.95%

5Y*

6.04%

10Y*

N/A

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Risk-Adjusted Performance

AB vs. DD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianceBernstein Holding L.P. (AB) and DuPont de Nemours, Inc. (DD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for AB, currently valued at 1.29, compared to the broader market-4.00-2.000.002.001.290.29
The chart of Sortino ratio for AB, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.001.900.56
The chart of Omega ratio for AB, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.09
The chart of Calmar ratio for AB, currently valued at 0.78, compared to the broader market0.002.004.006.000.780.30
The chart of Martin ratio for AB, currently valued at 9.10, compared to the broader market-5.000.005.0010.0015.0020.0025.009.101.16
AB
DD

The current AB Sharpe Ratio is 1.29, which is higher than the DD Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of AB and DD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.29
0.29
AB
DD

Dividends

AB vs. DD - Dividend Comparison

AB's dividend yield for the trailing twelve months is around 8.00%, more than DD's 1.97% yield.


TTM20232022202120202019201820172016201520142013
AB
AllianceBernstein Holding L.P.
8.00%8.44%10.30%7.33%8.26%7.67%10.54%8.50%7.46%8.09%7.32%7.45%
DD
DuPont de Nemours, Inc.
1.97%1.87%1.92%1.49%1.69%0.93%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AB vs. DD - Drawdown Comparison

The maximum AB drawdown since its inception was -87.65%, which is greater than DD's maximum drawdown of -62.03%. Use the drawdown chart below to compare losses from any high point for AB and DD. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.46%
-13.30%
AB
DD

Volatility

AB vs. DD - Volatility Comparison

AllianceBernstein Holding L.P. (AB) has a higher volatility of 8.32% compared to DuPont de Nemours, Inc. (DD) at 4.98%. This indicates that AB's price experiences larger fluctuations and is considered to be riskier than DD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
8.32%
4.98%
AB
DD

Financials

AB vs. DD - Financials Comparison

This section allows you to compare key financial metrics between AllianceBernstein Holding L.P. and DuPont de Nemours, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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