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

Key characteristics


CCOLN
YTD Return-37.34%-19.53%
1Y Return-26.34%-7.56%
3Y Return (Ann)-14.07%-11.48%
5Y Return (Ann)4.66%21.90%
Sharpe Ratio-0.34-0.25
Sortino Ratio-0.08-0.15
Omega Ratio0.990.98
Calmar Ratio-0.33-0.20
Martin Ratio-0.79-0.45
Ulcer Index25.90%16.84%
Daily Std Dev60.30%30.50%
Max Drawdown-86.15%-73.80%
Current Drawdown-56.55%-33.67%

Fundamentals


CCOLN
Market Cap$2.88B$5.02B
EPS$0.50$1.26
PE Ratio38.6034.15
PEG Ratio1.671.82
Total Revenue (TTM)$5.75B$6.48B
Gross Profit (TTM)$1.12B$744.70M
EBITDA (TTM)$604.00M$862.30M

Correlation

-0.50.00.51.00.6

The correlation between CC and OLN is 0.60, 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

CC vs. OLN - Performance Comparison

In the year-to-date period, CC achieves a -37.34% return, which is significantly lower than OLN's -19.53% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-33.31%
-23.89%
CC
OLN

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Risk-Adjusted Performance

CC vs. OLN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Chemours Company (CC) and Olin Corporation (OLN). 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.


CC
Sharpe ratio
The chart of Sharpe ratio for CC, currently valued at -0.44, compared to the broader market-4.00-2.000.002.004.00-0.44
Sortino ratio
The chart of Sortino ratio for CC, currently valued at -0.25, compared to the broader market-4.00-2.000.002.004.006.00-0.25
Omega ratio
The chart of Omega ratio for CC, currently valued at 0.96, compared to the broader market0.501.001.502.000.96
Calmar ratio
The chart of Calmar ratio for CC, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.43
Martin ratio
The chart of Martin ratio for CC, currently valued at -1.01, compared to the broader market0.0010.0020.0030.00-1.01
OLN
Sharpe ratio
The chart of Sharpe ratio for OLN, currently valued at -0.25, compared to the broader market-4.00-2.000.002.004.00-0.25
Sortino ratio
The chart of Sortino ratio for OLN, currently valued at -0.15, compared to the broader market-4.00-2.000.002.004.006.00-0.15
Omega ratio
The chart of Omega ratio for OLN, currently valued at 0.98, compared to the broader market0.501.001.502.000.98
Calmar ratio
The chart of Calmar ratio for OLN, currently valued at -0.20, compared to the broader market0.002.004.006.00-0.20
Martin ratio
The chart of Martin ratio for OLN, currently valued at -0.45, compared to the broader market0.0010.0020.0030.00-0.45

CC vs. OLN - Sharpe Ratio Comparison

The current CC Sharpe Ratio is -0.34, which is lower than the OLN Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of CC and OLN, 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-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
-0.44
-0.25
CC
OLN

Dividends

CC vs. OLN - Dividend Comparison

CC's dividend yield for the trailing twelve months is around 3.91%, more than OLN's 1.87% yield.


TTM20232022202120202019201820172016201520142013
CC
The Chemours Company
3.91%3.17%3.27%2.98%4.03%5.53%2.98%0.24%0.54%10.82%0.00%0.00%
OLN
Olin Corporation
1.87%1.48%1.51%1.39%3.26%4.64%3.98%2.25%3.12%4.63%3.51%2.77%

Drawdowns

CC vs. OLN - Drawdown Comparison

The maximum CC drawdown since its inception was -86.15%, which is greater than OLN's maximum drawdown of -73.80%. Use the drawdown chart below to compare losses from any high point for CC and OLN. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-56.55%
-33.67%
CC
OLN

Volatility

CC vs. OLN - Volatility Comparison

The Chemours Company (CC) has a higher volatility of 17.40% compared to Olin Corporation (OLN) at 11.38%. This indicates that CC's price experiences larger fluctuations and is considered to be riskier than OLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
17.40%
11.38%
CC
OLN

Financials

CC vs. OLN - Financials Comparison

This section allows you to compare key financial metrics between The Chemours Company and Olin Corporation. 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