CE vs. ALB

In the year-to-date period, CE achieves a -14.07% return, which is significantly lower than ALB's -9.40% return. Over the past 10 years, CE has underperformed ALB with an annualized return of 2.87%, while ALB has yielded a comparatively higher 5.66% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Celanese Corporation (CE) and Albemarle Corporation (ALB). 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 CE Sharpe Ratio is -1.30, which is lower than the ALB Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of CE and ALB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CE's dividend yield for the trailing twelve months is around 3.58%, more than ALB's 2.08% yield.

The maximum CE drawdown since its inception was -84.87%, which is greater than ALB's maximum drawdown of -77.94%. Use the drawdown chart below to compare losses from any high point for CE and ALB. For additional features, visit the drawdowns tool.

Celanese Corporation (CE) has a higher volatility of 18.87% compared to Albemarle Corporation (ALB) at 15.52%. This indicates that CE's price experiences larger fluctuations and is considered to be riskier than ALB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Celanese Corporation and Albemarle 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.