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CE vs. HUN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CE and HUN is 0.57, 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.


-0.50.00.51.00.6

Performance

CE vs. HUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Celanese Corporation (CE) and Huntsman Corporation (HUN). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
482.27%
31.65%
CE
HUN

Key characteristics

Sharpe Ratio

CE:

-1.38

HUN:

-0.92

Sortino Ratio

CE:

-1.98

HUN:

-1.28

Omega Ratio

CE:

0.69

HUN:

0.86

Calmar Ratio

CE:

-0.89

HUN:

-0.47

Martin Ratio

CE:

-2.12

HUN:

-1.87

Ulcer Index

CE:

25.44%

HUN:

12.99%

Daily Std Dev

CE:

39.08%

HUN:

26.36%

Max Drawdown

CE:

-84.87%

HUN:

-92.21%

Current Drawdown

CE:

-59.68%

HUN:

-50.53%

Fundamentals

Market Cap

CE:

$7.48B

HUN:

$3.21B

EPS

CE:

$10.04

HUN:

-$0.60

PEG Ratio

CE:

4.42

HUN:

1.79

Total Revenue (TTM)

CE:

$10.48B

HUN:

$5.99B

Gross Profit (TTM)

CE:

$2.36B

HUN:

$830.00M

EBITDA (TTM)

CE:

$2.13B

HUN:

$344.00M

Returns By Period

In the year-to-date period, CE achieves a -55.20% return, which is significantly lower than HUN's -24.01% return. Over the past 10 years, CE has outperformed HUN with an annualized return of 3.41%, while HUN has yielded a comparatively lower 0.52% annualized return.


CE

YTD

-55.20%

1M

-6.38%

6M

-49.65%

1Y

-54.89%

5Y*

-9.19%

10Y*

3.41%

HUN

YTD

-24.01%

1M

-4.74%

6M

-20.15%

1Y

-25.11%

5Y*

-2.19%

10Y*

0.52%

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Risk-Adjusted Performance

CE vs. HUN - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for CE, currently valued at -1.38, compared to the broader market-4.00-2.000.002.00-1.38-0.92
The chart of Sortino ratio for CE, currently valued at -1.98, compared to the broader market-4.00-2.000.002.004.00-1.98-1.28
The chart of Omega ratio for CE, currently valued at 0.69, compared to the broader market0.501.001.502.000.690.86
The chart of Calmar ratio for CE, currently valued at -0.89, compared to the broader market0.002.004.006.00-0.89-0.47
The chart of Martin ratio for CE, currently valued at -2.12, compared to the broader market-5.000.005.0010.0015.0020.0025.00-2.12-1.87
CE
HUN

The current CE Sharpe Ratio is -1.38, which is lower than the HUN Sharpe Ratio of -0.92. 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.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-1.38
-0.92
CE
HUN

Dividends

CE vs. HUN - Dividend Comparison

CE's dividend yield for the trailing twelve months is around 4.10%, less than HUN's 5.48% yield.


TTM20232022202120202019201820172016201520142013
CE
Celanese Corporation
4.10%1.80%2.68%1.62%1.91%1.95%2.31%1.62%1.75%1.71%1.55%0.95%
HUN
Huntsman Corporation
5.48%3.78%3.09%2.08%2.59%2.69%3.37%1.50%2.62%4.40%2.19%2.03%

Drawdowns

CE vs. HUN - Drawdown Comparison

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-59.68%
-50.53%
CE
HUN

Volatility

CE vs. HUN - Volatility Comparison

Celanese Corporation (CE) has a higher volatility of 9.74% compared to Huntsman Corporation (HUN) at 6.90%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
9.74%
6.90%
CE
HUN

Financials

CE vs. HUN - Financials Comparison

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.


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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