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ASH vs. OLN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ASH and OLN is 0.41, 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.


-0.50.00.51.00.4

Performance

ASH vs. OLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ashland Global Holdings Inc. (ASH) and Olin Corporation (OLN). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-25.85%
-33.87%
ASH
OLN

Key characteristics

Sharpe Ratio

ASH:

-0.50

OLN:

-1.22

Sortino Ratio

ASH:

-0.59

OLN:

-1.78

Omega Ratio

ASH:

0.92

OLN:

0.79

Calmar Ratio

ASH:

-0.37

OLN:

-0.74

Martin Ratio

ASH:

-1.04

OLN:

-1.74

Ulcer Index

ASH:

13.34%

OLN:

22.12%

Daily Std Dev

ASH:

28.10%

OLN:

31.67%

Max Drawdown

ASH:

-91.64%

OLN:

-73.80%

Current Drawdown

ASH:

-37.06%

OLN:

-50.73%

Fundamentals

Market Cap

ASH:

$3.32B

OLN:

$3.71B

EPS

ASH:

$3.95

OLN:

$1.26

PE Ratio

ASH:

17.81

OLN:

25.23

PEG Ratio

ASH:

-1.36

OLN:

1.82

Total Revenue (TTM)

ASH:

$1.64B

OLN:

$4.87B

Gross Profit (TTM)

ASH:

$420.00M

OLN:

$561.00M

EBITDA (TTM)

ASH:

$250.00M

OLN:

$673.60M

Returns By Period

In the year-to-date period, ASH achieves a -3.40% return, which is significantly higher than OLN's -6.18% return. Over the past 10 years, ASH has underperformed OLN with an annualized return of 3.06%, while OLN has yielded a comparatively higher 6.04% annualized return.


ASH

YTD

-3.40%

1M

-7.69%

6M

-25.85%

1Y

-13.55%

5Y*

-0.15%

10Y*

3.06%

OLN

YTD

-6.18%

1M

-15.01%

6M

-33.87%

1Y

-37.70%

5Y*

15.69%

10Y*

6.04%

*Annualized

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Risk-Adjusted Performance

ASH vs. OLN — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASH
The Risk-Adjusted Performance Rank of ASH is 2323
Overall Rank
The Sharpe Ratio Rank of ASH is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of ASH is 2121
Sortino Ratio Rank
The Omega Ratio Rank of ASH is 2020
Omega Ratio Rank
The Calmar Ratio Rank of ASH is 2626
Calmar Ratio Rank
The Martin Ratio Rank of ASH is 2525
Martin Ratio Rank

OLN
The Risk-Adjusted Performance Rank of OLN is 44
Overall Rank
The Sharpe Ratio Rank of OLN is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of OLN is 33
Sortino Ratio Rank
The Omega Ratio Rank of OLN is 55
Omega Ratio Rank
The Calmar Ratio Rank of OLN is 77
Calmar Ratio Rank
The Martin Ratio Rank of OLN is 33
Martin 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.

ASH vs. OLN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ashland Global Holdings Inc. (ASH) and Olin Corporation (OLN). 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.


The chart of Sharpe ratio for ASH, currently valued at -0.50, compared to the broader market-2.000.002.00-0.50-1.22
The chart of Sortino ratio for ASH, currently valued at -0.59, compared to the broader market-4.00-2.000.002.004.00-0.59-1.78
The chart of Omega ratio for ASH, currently valued at 0.92, compared to the broader market0.501.001.502.000.920.79
The chart of Calmar ratio for ASH, currently valued at -0.37, compared to the broader market0.002.004.006.00-0.37-0.74
The chart of Martin ratio for ASH, currently valued at -1.04, compared to the broader market0.0010.0020.00-1.04-1.74
ASH
OLN

The current ASH Sharpe Ratio is -0.50, which is higher than the OLN Sharpe Ratio of -1.22. The chart below compares the historical Sharpe Ratios of ASH and OLN, 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-1.00-0.500.000.50AugustSeptemberOctoberNovemberDecember2025
-0.50
-1.22
ASH
OLN

Dividends

ASH vs. OLN - Dividend Comparison

ASH's dividend yield for the trailing twelve months is around 2.32%, less than OLN's 2.52% yield.


TTM20242023202220212020201920182017201620152014
ASH
Ashland Global Holdings Inc.
2.32%2.24%1.77%1.21%1.09%1.39%1.40%1.37%1.22%1.43%1.47%1.14%
OLN
Olin Corporation
2.52%2.37%1.48%1.51%1.39%3.26%4.64%3.98%2.25%3.12%4.63%3.51%

Drawdowns

ASH vs. OLN - Drawdown Comparison

The maximum ASH drawdown since its inception was -91.64%, which is greater than OLN's maximum drawdown of -73.80%. Use the drawdown chart below to compare losses from any high point for ASH and OLN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-37.06%
-50.73%
ASH
OLN

Volatility

ASH vs. OLN - Volatility Comparison

The current volatility for Ashland Global Holdings Inc. (ASH) is 4.68%, while Olin Corporation (OLN) has a volatility of 9.02%. This indicates that ASH experiences smaller price fluctuations and is considered to be less risky than OLN 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%14.00%AugustSeptemberOctoberNovemberDecember2025
4.68%
9.02%
ASH
OLN

Financials

ASH vs. OLN - Financials Comparison

This section allows you to compare key financial metrics between Ashland Global Holdings Inc. and Olin Corporation. 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