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CC vs. IOSP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CC and IOSP is 0.47, 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

CC vs. IOSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Chemours Company (CC) and Innospec Inc. (IOSP). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-22.02%
-9.90%
CC
IOSP

Key characteristics

Sharpe Ratio

CC:

-0.68

IOSP:

-0.36

Sortino Ratio

CC:

-0.72

IOSP:

-0.34

Omega Ratio

CC:

0.89

IOSP:

0.96

Calmar Ratio

CC:

-0.66

IOSP:

-0.49

Martin Ratio

CC:

-1.45

IOSP:

-1.05

Ulcer Index

CC:

28.19%

IOSP:

9.46%

Daily Std Dev

CC:

59.84%

IOSP:

27.96%

Max Drawdown

CC:

-86.15%

IOSP:

-91.17%

Current Drawdown

CC:

-59.86%

IOSP:

-16.36%

Fundamentals

Market Cap

CC:

$2.80B

IOSP:

$2.83B

EPS

CC:

$0.50

IOSP:

$5.73

PE Ratio

CC:

37.52

IOSP:

19.83

PEG Ratio

CC:

1.67

IOSP:

-2.95

Total Revenue (TTM)

CC:

$5.75B

IOSP:

$1.87B

Gross Profit (TTM)

CC:

$1.12B

IOSP:

$562.40M

EBITDA (TTM)

CC:

$571.00M

IOSP:

$230.00M

Returns By Period

In the year-to-date period, CC achieves a -42.12% return, which is significantly lower than IOSP's -10.30% return.


CC

YTD

-42.12%

1M

-7.32%

6M

-22.01%

1Y

-39.75%

5Y*

3.51%

10Y*

N/A

IOSP

YTD

-10.30%

1M

-6.44%

6M

-9.90%

1Y

-9.06%

5Y*

2.62%

10Y*

11.28%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CC vs. IOSP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Chemours Company (CC) and Innospec Inc. (IOSP). 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 CC, currently valued at -0.68, compared to the broader market-4.00-2.000.002.00-0.68-0.36
The chart of Sortino ratio for CC, currently valued at -0.72, compared to the broader market-4.00-2.000.002.004.00-0.72-0.34
The chart of Omega ratio for CC, currently valued at 0.89, compared to the broader market0.501.001.502.000.890.96
The chart of Calmar ratio for CC, currently valued at -0.66, compared to the broader market0.002.004.006.00-0.66-0.49
The chart of Martin ratio for CC, currently valued at -1.45, compared to the broader market0.0010.0020.00-1.45-1.05
CC
IOSP

The current CC Sharpe Ratio is -0.68, which is lower than the IOSP Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of CC and IOSP, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.68
-0.36
CC
IOSP

Dividends

CC vs. IOSP - Dividend Comparison

CC's dividend yield for the trailing twelve months is around 5.72%, more than IOSP's 1.42% yield.


TTM20232022202120202019201820172016201520142013
CC
The Chemours Company
5.72%3.17%3.27%2.98%4.03%5.53%2.98%0.24%0.54%10.82%0.00%0.00%
IOSP
Innospec Inc.
1.42%1.14%1.24%1.28%1.15%0.99%1.44%1.09%0.98%1.12%1.29%1.08%

Drawdowns

CC vs. IOSP - Drawdown Comparison

The maximum CC drawdown since its inception was -86.15%, smaller than the maximum IOSP drawdown of -91.17%. Use the drawdown chart below to compare losses from any high point for CC and IOSP. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-59.86%
-16.36%
CC
IOSP

Volatility

CC vs. IOSP - Volatility Comparison

The Chemours Company (CC) has a higher volatility of 14.90% compared to Innospec Inc. (IOSP) at 5.74%. This indicates that CC's price experiences larger fluctuations and is considered to be riskier than IOSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
14.90%
5.74%
CC
IOSP

Financials

CC vs. IOSP - Financials Comparison

This section allows you to compare key financial metrics between The Chemours Company and Innospec 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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