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BASFY vs. CTVA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BASFY and CTVA is 0.42, 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

BASFY vs. CTVA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BASF SE ADR (BASFY) and Corteva, Inc. (CTVA). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-1.75%
16.73%
BASFY
CTVA

Key characteristics

Sharpe Ratio

BASFY:

0.29

CTVA:

1.45

Sortino Ratio

BASFY:

0.59

CTVA:

2.51

Omega Ratio

BASFY:

1.07

CTVA:

1.33

Calmar Ratio

BASFY:

0.15

CTVA:

1.35

Martin Ratio

BASFY:

0.64

CTVA:

7.87

Ulcer Index

BASFY:

11.23%

CTVA:

5.56%

Daily Std Dev

BASFY:

24.90%

CTVA:

30.11%

Max Drawdown

BASFY:

-75.23%

CTVA:

-34.76%

Current Drawdown

BASFY:

-40.91%

CTVA:

-4.00%

Fundamentals

Market Cap

BASFY:

$42.73B

CTVA:

$43.38B

EPS

BASFY:

$0.14

CTVA:

$0.97

PE Ratio

BASFY:

84.86

CTVA:

65.07

PEG Ratio

BASFY:

0.07

CTVA:

1.22

Total Revenue (TTM)

BASFY:

$49.40B

CTVA:

$12.93B

Gross Profit (TTM)

BASFY:

$12.97B

CTVA:

$5.60B

Returns By Period

In the year-to-date period, BASFY achieves a 8.99% return, which is significantly lower than CTVA's 10.81% return.


BASFY

YTD

8.99%

1M

7.80%

6M

-1.74%

1Y

9.26%

5Y*

-1.45%

10Y*

-0.88%

CTVA

YTD

10.81%

1M

9.81%

6M

16.73%

1Y

42.00%

5Y*

18.87%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BASFY vs. CTVA — Risk-Adjusted Performance Rank

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

BASFY
The Risk-Adjusted Performance Rank of BASFY is 5151
Overall Rank
The Sharpe Ratio Rank of BASFY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of BASFY is 4848
Sortino Ratio Rank
The Omega Ratio Rank of BASFY is 4545
Omega Ratio Rank
The Calmar Ratio Rank of BASFY is 5353
Calmar Ratio Rank
The Martin Ratio Rank of BASFY is 5353
Martin Ratio Rank

CTVA
The Risk-Adjusted Performance Rank of CTVA is 8686
Overall Rank
The Sharpe Ratio Rank of CTVA is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of CTVA is 8787
Sortino Ratio Rank
The Omega Ratio Rank of CTVA is 8686
Omega Ratio Rank
The Calmar Ratio Rank of CTVA is 8484
Calmar Ratio Rank
The Martin Ratio Rank of CTVA is 8888
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.

BASFY vs. CTVA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BASF SE ADR (BASFY) and Corteva, Inc. (CTVA). 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 BASFY, currently valued at 0.29, compared to the broader market-2.000.002.004.000.291.45
The chart of Sortino ratio for BASFY, currently valued at 0.59, compared to the broader market-4.00-2.000.002.004.006.000.592.51
The chart of Omega ratio for BASFY, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.33
The chart of Calmar ratio for BASFY, currently valued at 0.18, compared to the broader market0.002.004.006.000.181.35
The chart of Martin ratio for BASFY, currently valued at 0.64, compared to the broader market0.0010.0020.0030.000.647.87
BASFY
CTVA

The current BASFY Sharpe Ratio is 0.29, which is lower than the CTVA Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of BASFY and CTVA, 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-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.29
1.45
BASFY
CTVA

Dividends

BASFY vs. CTVA - Dividend Comparison

BASFY's dividend yield for the trailing twelve months is around 7.77%, more than CTVA's 1.05% yield.


TTM20242023202220212020201920182017201620152014
BASFY
BASF SE ADR
7.77%8.47%6.70%7.58%5.59%4.74%4.82%5.37%2.91%3.63%3.90%4.46%
CTVA
Corteva, Inc.
1.05%1.16%1.29%0.99%1.14%1.34%0.88%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BASFY vs. CTVA - Drawdown Comparison

The maximum BASFY drawdown since its inception was -75.23%, which is greater than CTVA's maximum drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for BASFY and CTVA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-31.55%
-4.00%
BASFY
CTVA

Volatility

BASFY vs. CTVA - Volatility Comparison

BASF SE ADR (BASFY) has a higher volatility of 8.31% compared to Corteva, Inc. (CTVA) at 7.68%. This indicates that BASFY's price experiences larger fluctuations and is considered to be riskier than CTVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%6.00%7.00%8.00%9.00%10.00%11.00%AugustSeptemberOctoberNovemberDecember2025
8.31%
7.68%
BASFY
CTVA

Financials

BASFY vs. CTVA - Financials Comparison

This section allows you to compare key financial metrics between BASF SE ADR and Corteva, 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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