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

Correlation

The correlation between BASFY and DD is 0.51, 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

BASFY vs. DD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BASFY:

-0.13

DD:

-0.27

Sortino Ratio

BASFY:

-0.03

DD:

-0.17

Omega Ratio

BASFY:

1.00

DD:

0.97

Calmar Ratio

BASFY:

-0.12

DD:

-0.23

Martin Ratio

BASFY:

-0.48

DD:

-0.70

Ulcer Index

BASFY:

11.97%

DD:

12.42%

Daily Std Dev

BASFY:

32.78%

DD:

32.20%

Max Drawdown

BASFY:

-75.23%

DD:

-62.03%

Current Drawdown

BASFY:

-36.98%

DD:

-20.38%

Fundamentals

Market Cap

BASFY:

$43.95B

DD:

$29.83B

EPS

BASFY:

$0.23

DD:

$0.03

PE Ratio

BASFY:

53.52

DD:

2.38K

PEG Ratio

BASFY:

0.54

DD:

0.60

PS Ratio

BASFY:

0.68

DD:

2.38

PB Ratio

BASFY:

1.10

DD:

1.18

Total Revenue (TTM)

BASFY:

$65.11B

DD:

$12.52B

Gross Profit (TTM)

BASFY:

$16.99B

DD:

$4.34B

Returns By Period

In the year-to-date period, BASFY achieves a 16.24% return, which is significantly higher than DD's -6.93% return.


BASFY

YTD

16.24%

1M

7.01%

6M

12.72%

1Y

-4.16%

5Y*

8.70%

10Y*

-1.88%

DD

YTD

-6.93%

1M

19.90%

6M

-13.37%

1Y

-8.77%

5Y*

11.47%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BASFY vs. DD — 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 3939
Overall Rank
The Sharpe Ratio Rank of BASFY is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of BASFY is 3434
Sortino Ratio Rank
The Omega Ratio Rank of BASFY is 3535
Omega Ratio Rank
The Calmar Ratio Rank of BASFY is 4343
Calmar Ratio Rank
The Martin Ratio Rank of BASFY is 4040
Martin Ratio Rank

DD
The Risk-Adjusted Performance Rank of DD is 3333
Overall Rank
The Sharpe Ratio Rank of DD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of DD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of DD is 3030
Omega Ratio Rank
The Calmar Ratio Rank of DD is 3636
Calmar Ratio Rank
The Martin Ratio Rank of DD is 3434
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. DD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BASF SE ADR (BASFY) 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.


The current BASFY Sharpe Ratio is -0.13, which is higher than the DD Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of BASFY 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.


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Dividends

BASFY vs. DD - Dividend Comparison

BASFY has not paid dividends to shareholders, while DD's dividend yield for the trailing twelve months is around 2.20%.


TTM20242023202220212020201920182017201620152014
BASFY
BASF SE ADR
0.00%8.47%6.70%7.58%5.59%4.74%4.82%5.37%2.91%3.63%3.90%4.46%
DD
DuPont de Nemours, Inc.
2.20%1.99%1.87%1.92%1.49%1.69%0.93%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BASFY vs. DD - Drawdown Comparison

The maximum BASFY drawdown since its inception was -75.23%, which is greater than DD's maximum drawdown of -62.03%. Use the drawdown chart below to compare losses from any high point for BASFY and DD. For additional features, visit the drawdowns tool.


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Volatility

BASFY vs. DD - Volatility Comparison

The current volatility for BASF SE ADR (BASFY) is 8.20%, while DuPont de Nemours, Inc. (DD) has a volatility of 10.27%. This indicates that BASFY experiences smaller price fluctuations and is considered to be less risky than DD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

BASFY vs. DD - Financials Comparison

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


5.00B10.00B15.00B20.00B20212022202320242025
17.40B
3.07B
(BASFY) Total Revenue
(DD) Total Revenue
Values in USD except per share items

BASFY vs. DD - Profitability Comparison

The chart below illustrates the profitability comparison between BASF SE ADR and DuPont de Nemours, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

25.0%30.0%35.0%20212022202320242025
27.9%
37.4%
(BASFY) Gross Margin
(DD) Gross Margin
BASFY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, BASF SE ADR reported a gross profit of 4.85B and revenue of 17.40B. Therefore, the gross margin over that period was 27.9%.

DD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, DuPont de Nemours, Inc. reported a gross profit of 1.15B and revenue of 3.07B. Therefore, the gross margin over that period was 37.4%.

BASFY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, BASF SE ADR reported an operating income of 1.49B and revenue of 17.40B, resulting in an operating margin of 8.6%.

DD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, DuPont de Nemours, Inc. reported an operating income of -548.00M and revenue of 3.07B, resulting in an operating margin of -17.9%.

BASFY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, BASF SE ADR reported a net income of 808.00M and revenue of 17.40B, resulting in a net margin of 4.6%.

DD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, DuPont de Nemours, Inc. reported a net income of -589.00M and revenue of 3.07B, resulting in a net margin of -19.2%.