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

Key characteristics


ABDD
YTD Return27.20%8.55%
1Y Return51.35%22.48%
3Y Return (Ann)-6.27%2.62%
5Y Return (Ann)13.18%5.33%
Sharpe Ratio2.150.86
Sortino Ratio2.891.25
Omega Ratio1.361.21
Calmar Ratio1.060.88
Martin Ratio17.703.76
Ulcer Index2.73%5.88%
Daily Std Dev22.46%25.83%
Max Drawdown-87.65%-62.03%
Current Drawdown-17.91%-8.10%

Fundamentals


ABDD
Market Cap$4.14B$34.39B
EPS$3.45$1.28
PE Ratio10.4964.29
PEG Ratio0.650.46
Total Revenue (TTM)$433.88M$12.19B
Gross Profit (TTM)-$1.38B$3.81B
EBITDA (TTM)$816.07M$2.09B

Correlation

-0.50.00.51.00.5

The correlation between AB and DD is 0.48, 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.

Performance

AB vs. DD - Performance Comparison

In the year-to-date period, AB achieves a 27.20% return, which is significantly higher than DD's 8.55% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.54%
6.01%
AB
DD

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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.


AB
Sharpe ratio
The chart of Sharpe ratio for AB, currently valued at 2.15, compared to the broader market-4.00-2.000.002.004.002.15
Sortino ratio
The chart of Sortino ratio for AB, currently valued at 2.89, compared to the broader market-4.00-2.000.002.004.006.002.89
Omega ratio
The chart of Omega ratio for AB, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for AB, currently valued at 1.05, compared to the broader market0.002.004.006.001.06
Martin ratio
The chart of Martin ratio for AB, currently valued at 17.70, compared to the broader market0.0010.0020.0030.0017.70
DD
Sharpe ratio
The chart of Sharpe ratio for DD, currently valued at 0.86, compared to the broader market-4.00-2.000.002.004.000.86
Sortino ratio
The chart of Sortino ratio for DD, currently valued at 1.25, compared to the broader market-4.00-2.000.002.004.006.001.25
Omega ratio
The chart of Omega ratio for DD, currently valued at 1.21, compared to the broader market0.501.001.502.001.21
Calmar ratio
The chart of Calmar ratio for DD, currently valued at 0.88, compared to the broader market0.002.004.006.000.88
Martin ratio
The chart of Martin ratio for DD, currently valued at 3.76, compared to the broader market0.0010.0020.0030.003.76

AB vs. DD - Sharpe Ratio Comparison

The current AB Sharpe Ratio is 2.15, which is higher than the DD Sharpe Ratio of 0.86. 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
2.15
0.86
AB
DD

Dividends

AB vs. DD - Dividend Comparison

AB's dividend yield for the trailing twelve months is around 8.24%, more than DD's 1.82% yield.


TTM20232022202120202019201820172016201520142013
AB
AllianceBernstein Holding L.P.
8.24%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.
1.82%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%JuneJulyAugustSeptemberOctoberNovember
-17.91%
-8.10%
AB
DD

Volatility

AB vs. DD - Volatility Comparison

AllianceBernstein Holding L.P. (AB) has a higher volatility of 8.01% compared to DuPont de Nemours, Inc. (DD) at 7.27%. 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%JuneJulyAugustSeptemberOctoberNovember
8.01%
7.27%
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