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DD vs. APD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


DDAPD
YTD Return1.62%-10.34%
1Y Return23.22%-14.92%
3Y Return (Ann)1.67%-3.32%
5Y Return (Ann)2.92%5.48%
10Y Return (Ann)4.64%10.89%
Sharpe Ratio0.82-0.52
Daily Std Dev26.80%28.09%
Max Drawdown-86.81%-60.30%
Current Drawdown-19.57%-22.23%

Fundamentals


DDAPD
Market Cap$30.82B$52.48B
EPS$1.09$10.46
PE Ratio67.6222.57
PEG Ratio1.641.37
Revenue (TTM)$12.07B$12.42B
Gross Profit (TTM)$4.62B$3.77B
EBITDA (TTM)$2.86B$4.05B

Correlation

-0.50.00.51.00.5

The correlation between DD and APD is 0.50, 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

DD vs. APD - Performance Comparison

In the year-to-date period, DD achieves a 1.62% return, which is significantly higher than APD's -10.34% return. Over the past 10 years, DD has underperformed APD with an annualized return of 4.64%, while APD has yielded a comparatively higher 10.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5,000.00%10,000.00%15,000.00%20,000.00%December2024FebruaryMarchAprilMay
5,083.68%
15,376.31%
DD
APD

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DuPont de Nemours, Inc.

Air Products and Chemicals, Inc.

Risk-Adjusted Performance

DD vs. APD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DuPont de Nemours, Inc. (DD) and Air Products and Chemicals, Inc. (APD). 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.


DD
Sharpe ratio
The chart of Sharpe ratio for DD, currently valued at 0.82, compared to the broader market-2.00-1.000.001.002.003.004.000.82
Sortino ratio
The chart of Sortino ratio for DD, currently valued at 1.20, compared to the broader market-4.00-2.000.002.004.006.001.20
Omega ratio
The chart of Omega ratio for DD, currently valued at 1.21, compared to the broader market0.501.001.501.21
Calmar ratio
The chart of Calmar ratio for DD, currently valued at 0.59, compared to the broader market0.002.004.006.000.60
Martin ratio
The chart of Martin ratio for DD, currently valued at 3.22, compared to the broader market-10.000.0010.0020.0030.003.22
APD
Sharpe ratio
The chart of Sharpe ratio for APD, currently valued at -0.52, compared to the broader market-2.00-1.000.001.002.003.004.00-0.52
Sortino ratio
The chart of Sortino ratio for APD, currently valued at -0.47, compared to the broader market-4.00-2.000.002.004.006.00-0.47
Omega ratio
The chart of Omega ratio for APD, currently valued at 0.92, compared to the broader market0.501.001.500.92
Calmar ratio
The chart of Calmar ratio for APD, currently valued at -0.46, compared to the broader market0.002.004.006.00-0.46
Martin ratio
The chart of Martin ratio for APD, currently valued at -1.11, compared to the broader market-10.000.0010.0020.0030.00-1.11

DD vs. APD - Sharpe Ratio Comparison

The current DD Sharpe Ratio is 0.82, which is higher than the APD Sharpe Ratio of -0.52. The chart below compares the 12-month rolling Sharpe Ratio of DD and APD.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00December2024FebruaryMarchAprilMay
0.82
-0.52
DD
APD

Dividends

DD vs. APD - Dividend Comparison

DD's dividend yield for the trailing twelve months is around 1.88%, less than APD's 2.88% yield.


TTM20232022202120202019201820172016201520142013
DD
DuPont de Nemours, Inc.
1.88%1.87%1.92%1.49%1.69%2.24%2.84%3.54%5.87%6.68%7.39%6.89%
APD
Air Products and Chemicals, Inc.
2.88%2.56%2.10%1.97%1.96%1.97%2.75%2.32%2.30%2.49%2.13%2.54%

Drawdowns

DD vs. APD - Drawdown Comparison

The maximum DD drawdown since its inception was -86.81%, which is greater than APD's maximum drawdown of -60.30%. Use the drawdown chart below to compare losses from any high point for DD and APD. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%December2024FebruaryMarchAprilMay
-19.57%
-22.23%
DD
APD

Volatility

DD vs. APD - Volatility Comparison

DuPont de Nemours, Inc. (DD) has a higher volatility of 9.48% compared to Air Products and Chemicals, Inc. (APD) at 5.10%. This indicates that DD's price experiences larger fluctuations and is considered to be riskier than APD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
9.48%
5.10%
DD
APD

Financials

DD vs. APD - Financials Comparison

This section allows you to compare key financial metrics between DuPont de Nemours, Inc. and Air Products and Chemicals, Inc.. 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