PortfoliosLab logoPortfoliosLab logo
BASFY vs. LYB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BASFY vs. LYB - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, BASFY achieves a 11.20% return, which is significantly lower than LYB's 36.05% return. Over the past 10 years, BASFY has underperformed LYB with an annualized return of 1.78%, while LYB has yielded a comparatively higher 5.09% annualized return.


BASFY

1D
-1.00%
1M
-7.98%
YTD
11.20%
6M
12.42%
1Y
20.10%
3Y*
12.25%
5Y*
-0.91%
10Y*
1.78%

LYB

1D
-1.57%
1M
-16.52%
YTD
36.05%
6M
38.12%
1Y
8.21%
3Y*
-7.35%
5Y*
-4.54%
10Y*
5.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BASFY vs. LYB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BASFY
BASF SE ADR
11.20%25.09%-12.88%16.63%-24.49%-6.66%9.89%9.85%-34.32%21.70%
LYB
LyondellBasell Industries N.V.
36.05%-35.96%-17.38%20.70%-0.98%5.07%2.64%44.63%-21.69%33.72%

Correlation

The correlation between BASFY and LYB is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.52

The correlation between BASFY and LYB shifts across timeframes, from 0.40 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

BASFY:

€0.49

LYB:

-$3.19

PS Ratio

BASFY:

0.72

LYB:

0.62

Total Revenue (TTM)

BASFY:

€60.25B

LYB:

$22.48B

Gross Profit (TTM)

BASFY:

€14.63B

LYB:

-$4.33B

EBITDA (TTM)

BASFY:

€6.34B

LYB:

$935.00M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BASFY vs. LYB — Risk / Return Rank

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

BASFY
BASFY Risk / Return Rank: 6363
Overall Rank
BASFY Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BASFY Sortino Ratio Rank: 6161
Sortino Ratio Rank
BASFY Omega Ratio Rank: 5757
Omega Ratio Rank
BASFY Calmar Ratio Rank: 6868
Calmar Ratio Rank
BASFY Martin Ratio Rank: 6666
Martin Ratio Rank

LYB
LYB Risk / Return Rank: 4747
Overall Rank
LYB Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
LYB Sortino Ratio Rank: 4646
Sortino Ratio Rank
LYB Omega Ratio Rank: 4444
Omega Ratio Rank
LYB Calmar Ratio Rank: 4949
Calmar Ratio Rank
LYB Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BASFY vs. LYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BASF SE ADR (BASFY) and LyondellBasell Industries N.V. (LYB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BASFYLYBDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.62

Omega ratioGain probability vs. loss probability

1.14

1.07

+0.07

Calmar ratioReturn relative to maximum drawdown

1.38

0.23

+1.15

Martin ratioReturn relative to average drawdown

2.67

0.40

+2.27

BASFY vs. LYB - Sharpe Ratio Comparison

The current BASFY Sharpe Ratio is 0.73, which is higher than the LYB Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of BASFY and LYB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BASFY vs. LYB - Drawdown Comparison

The maximum BASFY drawdown since its inception was -62.68%, roughly equal to the maximum LYB drawdown of -63.26%. Use the drawdown chart below to compare losses from any high point for BASFY and LYB.


Loading charts...

Drawdown Indicators


BASFYLYBDifference

Max Drawdown

Largest peak-to-trough decline

-62.68%

-63.26%

+0.58%

Max Drawdown (1Y)

Largest decline over 1 year

-14.62%

-35.45%

+20.83%

Max Drawdown (3Y)

Largest decline over 3 years

-26.27%

-55.35%

+29.08%

Max Drawdown (5Y)

Largest decline over 5 years

-50.06%

-55.35%

+5.29%

Max Drawdown (10Y)

Largest decline over 10 years

-62.68%

-63.26%

+0.58%

Current Drawdown

Current decline from peak

-27.70%

-36.15%

+8.45%

Average Drawdown

Average peak-to-trough decline

-30.67%

-15.15%

-15.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.54%

20.47%

-12.93%

Volatility

BASFY vs. LYB - Volatility Comparison

The current volatility for BASF SE ADR (BASFY) is 6.60%, while LyondellBasell Industries N.V. (LYB) has a volatility of 7.24%. This indicates that BASFY experiences smaller price fluctuations and is considered to be less risky than LYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BASFYLYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

7.24%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

20.15%

34.22%

-14.07%

Volatility (1Y)

Calculated over the trailing 1-year period

27.63%

46.08%

-18.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.60%

32.85%

-2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.70%

36.77%

-7.07%

Dividends

BASFY vs. LYB - Dividend Comparison

BASFY's dividend yield for the trailing twelve months is around 4.70%, less than LYB's 7.15% yield.


PositionTTM20252024202320222021202020192018201720162015
BASFY
BASF SE ADR
4.70%4.74%8.46%6.70%7.58%5.59%3.39%3.44%3.73%2.20%0.00%0.00%
LYB
LyondellBasell Industries N.V.
7.15%12.59%7.10%5.20%11.92%4.81%4.58%20.27%4.81%3.22%3.88%3.50%

Financials

BASFY vs. LYB - Financials Comparison

This section allows you to compare key financial metrics between BASF SE ADR and LyondellBasell Industries N.V.. 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


0.005.00B10.00B15.00B20.00B20222023202420252026
16.28B
0
(BASFY) Total Revenue
(LYB) Total Revenue
Please note, different currencies. BASFY values in EUR, LYB values in USD

Frequently Asked Questions


BASFY and LYB have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LYB has higher volatility (7.24%) compared to BASFY (6.60%). In terms of maximum drawdown, BASFY dropped -62.68% vs LYB's -63.26%.

BASFY currently has the higher Sharpe Ratio (0.73 vs 0.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BASFY and LYB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer