CNH vs. LYB
CNH (CNH Industrial NV) and LYB (LyondellBasell Industries N.V.) are both stocks. CNH operates in Farm & Heavy Construction Machinery (Industrials), while LYB operates in Specialty Chemicals (Basic Materials). Over the past 10 years, CNH returned 5.69%/yr vs 5.52%/yr for LYB. At a 0.49 correlation, their price movements are largely independent.
Performance
CNH vs. LYB - Performance Comparison
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Returns By Period
In the year-to-date period, CNH achieves a 16.95% return, which is significantly lower than LYB's 52.18% return. Both investments have delivered pretty close results over the past 10 years, with CNH having a 5.69% annualized return and LYB not far behind at 5.52%.
CNH
- 1D
- -0.65%
- 1M
- -1.61%
- YTD
- 16.95%
- 6M
- 16.70%
- 1Y
- -15.29%
- 3Y*
- -5.81%
- 5Y*
- -7.70%
- 10Y*
- 5.69%
LYB
- 1D
- -0.11%
- 1M
- -9.28%
- YTD
- 52.18%
- 6M
- 55.85%
- 1Y
- 22.76%
- 3Y*
- -4.07%
- 5Y*
- -4.10%
- 10Y*
- 5.52%
CNH vs. LYB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CNH CNH Industrial NV | 16.95% | -17.10% | -3.12% | -22.01% | -15.74% | 52.59% | 16.73% | 21.64% | -30.31% | 57.67% |
LYB LyondellBasell Industries N.V. | 52.18% | -35.96% | -17.38% | 20.70% | -0.98% | 5.07% | 2.64% | 44.63% | -21.69% | 33.72% |
Correlation
The correlation between CNH and LYB is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2013 | 0.49 |
Over the past year, the correlation between CNH and LYB has dropped to 0.23 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
Fundamentals
CNH:
$0.32
LYB:
-$3.19
CNH:
0.74
LYB:
0.70
CNH:
$18.09B
LYB:
$22.48B
CNH:
$4.45B
LYB:
-$4.33B
CNH:
$2.09B
LYB:
$935.00M
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Return for Risk
CNH vs. LYB — Risk / Return Rank
CNH
LYB
CNH vs. LYB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CNH Industrial NV (CNH) and LyondellBasell Industries N.V. (LYB). 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.
| CNH | LYB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.12 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 0.64 | -1.11 |
| Martin ratioReturn relative to average drawdown | -0.73 | 1.15 | -1.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CNH | LYB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.43 | 0.50 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | -0.13 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.15 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.40 | -0.38 |
Drawdowns
CNH vs. LYB - Drawdown Comparison
The maximum CNH drawdown since its inception was -65.82%, roughly equal to the maximum LYB drawdown of -63.26%. Use the drawdown chart below to compare losses from any high point for CNH and LYB.
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Drawdown Indicators
| CNH | LYB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.82% | -63.26% | -2.56% |
Max Drawdown (1Y)Largest decline over 1 year | -33.19% | -35.45% | +2.26% |
Max Drawdown (3Y)Largest decline over 3 years | -37.66% | -55.35% | +17.69% |
Max Drawdown (5Y)Largest decline over 5 years | -47.76% | -55.35% | +7.59% |
Max Drawdown (10Y)Largest decline over 10 years | -65.82% | -63.26% | -2.56% |
Current DrawdownCurrent decline from peak | -38.90% | -28.58% | -10.32% |
Average DrawdownAverage peak-to-trough decline | -28.59% | -15.11% | -13.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.85% | 19.92% | +0.93% |
Volatility
CNH vs. LYB - Volatility Comparison
CNH Industrial NV (CNH) has a higher volatility of 13.47% compared to LyondellBasell Industries N.V. (LYB) at 7.06%. This indicates that CNH's price experiences larger fluctuations and is considered to be riskier than LYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CNH | LYB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.47% | 7.06% | +6.41% |
Volatility (6M)Calculated over the trailing 6-month period | 28.64% | 34.31% | -5.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.47% | 46.15% | -10.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.77% | 32.82% | +2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.65% | 36.76% | -0.11% |
Dividends
CNH vs. LYB - Dividend Comparison
CNH's dividend yield for the trailing twelve months is around 0.94%, less than LYB's 6.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CNH CNH Industrial NV | 0.94% | 2.71% | 4.15% | 3.25% | 1.88% | 0.68% | 0.00% | 1.85% | 1.87% | 1.64% | 1.50% | 2.92% |
LYB LyondellBasell Industries N.V. | 6.39% | 12.59% | 7.10% | 5.20% | 11.92% | 4.81% | 4.58% | 20.27% | 4.81% | 3.22% | 3.88% | 3.50% |
Financials
CNH vs. LYB - Financials Comparison
This section allows you to compare key financial metrics between CNH Industrial NV and LyondellBasell Industries N.V.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CNH and LYB have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CNH has higher volatility (13.47%) compared to LYB (7.06%). In terms of maximum drawdown, CNH dropped -65.82% vs LYB's -63.26%.
LYB currently has the higher Sharpe Ratio (0.50 vs -0.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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