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

Correlation

The correlation between BASFY and DD is 0.54, 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

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.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-8.81%
12.89%
BASFY
DD

Key characteristics

Sharpe Ratio

BASFY:

-0.40

DD:

0.29

Sortino Ratio

BASFY:

-0.42

DD:

0.56

Omega Ratio

BASFY:

0.95

DD:

1.09

Calmar Ratio

BASFY:

-0.21

DD:

0.30

Martin Ratio

BASFY:

-0.94

DD:

1.16

Ulcer Index

BASFY:

10.53%

DD:

6.51%

Daily Std Dev

BASFY:

24.43%

DD:

25.97%

Max Drawdown

BASFY:

-75.23%

DD:

-62.03%

Current Drawdown

BASFY:

-45.18%

DD:

-13.30%

Fundamentals

Market Cap

BASFY:

$41.06B

DD:

$33.49B

EPS

BASFY:

$0.14

DD:

$1.28

PE Ratio

BASFY:

81.36

DD:

62.60

PEG Ratio

BASFY:

0.06

DD:

0.44

Total Revenue (TTM)

BASFY:

$49.54B

DD:

$12.19B

Gross Profit (TTM)

BASFY:

$12.84B

DD:

$3.81B

Returns By Period

In the year-to-date period, BASFY achieves a -11.94% return, which is significantly lower than DD's 2.41% return.


BASFY

YTD

-11.94%

1M

-1.43%

6M

-8.40%

1Y

-11.08%

5Y*

-4.10%

10Y*

-1.64%

DD

YTD

2.41%

1M

-5.15%

6M

-2.31%

1Y

5.95%

5Y*

6.04%

10Y*

N/A

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for BASFY, currently valued at -0.40, compared to the broader market-4.00-2.000.002.00-0.400.29
The chart of Sortino ratio for BASFY, currently valued at -0.42, compared to the broader market-4.00-2.000.002.004.00-0.420.56
The chart of Omega ratio for BASFY, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.09
The chart of Calmar ratio for BASFY, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.260.30
The chart of Martin ratio for BASFY, currently valued at -0.94, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.941.16
BASFY
DD

The current BASFY Sharpe Ratio is -0.40, which is lower than the DD Sharpe Ratio of 0.29. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.40
0.29
BASFY
DD

Dividends

BASFY vs. DD - Dividend Comparison

BASFY's dividend yield for the trailing twelve months is around 8.38%, more than DD's 1.97% yield.


TTM20232022202120202019201820172016201520142013
BASFY
BASF SE ADR
8.38%6.70%7.58%5.59%4.74%4.82%5.37%2.91%3.63%3.90%4.46%3.13%
DD
DuPont de Nemours, Inc.
1.97%1.87%1.92%1.49%1.69%0.93%0.00%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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-36.50%
-13.30%
BASFY
DD

Volatility

BASFY vs. DD - Volatility Comparison

BASF SE ADR (BASFY) has a higher volatility of 6.06% compared to DuPont de Nemours, Inc. (DD) at 4.98%. This indicates that BASFY'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.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.06%
4.98%
BASFY
DD

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


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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