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APD vs. DOW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between APD and DOW is 0.49, 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

APD vs. DOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Air Products and Chemicals, Inc. (APD) and Dow Inc. (DOW). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.14%
-25.76%
APD
DOW

Key characteristics

Sharpe Ratio

APD:

0.37

DOW:

-1.23

Sortino Ratio

APD:

0.68

DOW:

-1.73

Omega Ratio

APD:

1.11

DOW:

0.81

Calmar Ratio

APD:

0.33

DOW:

-0.69

Martin Ratio

APD:

1.24

DOW:

-2.19

Ulcer Index

APD:

8.46%

DOW:

11.34%

Daily Std Dev

APD:

28.13%

DOW:

20.20%

Max Drawdown

APD:

-60.58%

DOW:

-60.87%

Current Drawdown

APD:

-12.65%

DOW:

-36.04%

Fundamentals

Market Cap

APD:

$67.76B

DOW:

$28.40B

EPS

APD:

$17.24

DOW:

$1.50

PE Ratio

APD:

17.67

DOW:

27.05

PEG Ratio

APD:

11.19

DOW:

0.58

Total Revenue (TTM)

APD:

$12.10B

DOW:

$43.18B

Gross Profit (TTM)

APD:

$3.93B

DOW:

$4.64B

EBITDA (TTM)

APD:

$6.03B

DOW:

$4.43B

Returns By Period

In the year-to-date period, APD achieves a 9.25% return, which is significantly higher than DOW's -24.77% return.


APD

YTD

9.25%

1M

-10.62%

6M

9.15%

1Y

12.27%

5Y*

7.04%

10Y*

10.30%

DOW

YTD

-24.77%

1M

-9.00%

6M

-25.76%

1Y

-24.41%

5Y*

-1.43%

10Y*

N/A

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Risk-Adjusted Performance

APD vs. DOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Air Products and Chemicals, Inc. (APD) and Dow Inc. (DOW). 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 APD, currently valued at 0.37, compared to the broader market-4.00-2.000.002.000.37-1.23
The chart of Sortino ratio for APD, currently valued at 0.68, compared to the broader market-4.00-2.000.002.004.000.68-1.73
The chart of Omega ratio for APD, currently valued at 1.11, compared to the broader market0.501.001.502.001.110.81
The chart of Calmar ratio for APD, currently valued at 0.33, compared to the broader market0.002.004.006.000.33-0.69
The chart of Martin ratio for APD, currently valued at 1.24, compared to the broader market0.0010.0020.001.24-2.19
APD
DOW

The current APD Sharpe Ratio is 0.37, which is higher than the DOW Sharpe Ratio of -1.23. The chart below compares the historical Sharpe Ratios of APD and DOW, 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 Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.37
-1.23
APD
DOW

Dividends

APD vs. DOW - Dividend Comparison

APD's dividend yield for the trailing twelve months is around 2.41%, less than DOW's 7.16% yield.


TTM20232022202120202019201820172016201520142013
APD
Air Products and Chemicals, Inc.
2.41%2.56%2.10%1.97%1.96%1.97%2.75%2.32%1.31%0.16%0.14%0.17%
DOW
Dow Inc.
7.16%5.11%5.56%4.94%5.05%3.84%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

APD vs. DOW - Drawdown Comparison

The maximum APD drawdown since its inception was -60.58%, roughly equal to the maximum DOW drawdown of -60.87%. Use the drawdown chart below to compare losses from any high point for APD and DOW. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.65%
-36.04%
APD
DOW

Volatility

APD vs. DOW - Volatility Comparison

The current volatility for Air Products and Chemicals, Inc. (APD) is 4.45%, while Dow Inc. (DOW) has a volatility of 6.74%. This indicates that APD experiences smaller price fluctuations and is considered to be less risky than DOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.45%
6.74%
APD
DOW

Financials

APD vs. DOW - Financials Comparison

This section allows you to compare key financial metrics between Air Products and Chemicals, Inc. and Dow 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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