CE vs. HUN

In the year-to-date period, CE achieves a -37.07% return, which is significantly lower than HUN's -24.96% return. Over the past 10 years, CE has outperformed HUN with an annualized return of -2.07%, while HUN has yielded a comparatively lower -2.24% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Celanese Corporation (CE) and Huntsman Corporation (HUN). 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 -1.22, which is comparable to the HUN Sharpe Ratio of -1.11. The chart below compares the historical Sharpe Ratios of CE and HUN, 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 4.89%, less than HUN's 7.50% yield.

The maximum CE drawdown since its inception was -84.87%, smaller than the maximum HUN drawdown of -92.21%. Use the drawdown chart below to compare losses from any high point for CE and HUN. For additional features, visit the drawdowns tool.

Celanese Corporation (CE) has a higher volatility of 35.07% compared to Huntsman Corporation (HUN) at 22.93%. This indicates that CE's price experiences larger fluctuations and is considered to be riskier than HUN 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 Huntsman 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.