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DD vs. BASFY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DD vs. BASFY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DuPont de Nemours, Inc. (DD) and BASF SE ADR (BASFY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DD achieves a 14.51% return, which is significantly lower than BASFY's 16.83% return.


DD

1D
-1.33%
1M
-2.08%
6M
4.81%
YTD
14.51%
1Y
59.00%
3Y*
14.35%
5Y*
9.79%
10Y*
ALL TIME*
9.41%

BASFY

1D
-1.96%
1M
6.76%
6M
11.66%
YTD
16.83%
1Y
25.24%
3Y*
8.68%
5Y*
0.02%
10Y*
1.91%
ALL TIME*
2.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.29M$2.23M$3.05M
$261.20M$208.69M$204.95M

DD vs. BASFY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DD
DuPont de Nemours, Inc.
14.51%28.77%1.04%14.36%-13.36%15.41%13.28%-1.38%
BASFY
BASF SE ADR
16.83%25.09%-12.88%16.63%-24.49%-6.66%9.89%13.87%

Correlation

The correlation between DD and BASFY is 0.36, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.36

Correlation (3Y)
Balances recent behavior with more history.

0.43

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.49

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2019

0.51

The correlation between DD and BASFY shifts across timeframes, from 0.36 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

DD:

$18.50B

BASFY:

$50.08B

EPS

DD:

-$0.10

BASFY:

€1.64

PS Ratio

DD:

5.87

BASFY:

0.73

PB Ratio

DD:

4.03

BASFY:

1.24

Total Revenue (TTM)

DD:

$9.70B

BASFY:

€61.68B

Gross Profit (TTM)

DD:

$2.68B

BASFY:

€14.79B

EBITDA (TTM)

DD:

$1.54B

BASFY:

€6.86B

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Return for Risk

DD vs. BASFY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DD
DD Risk / Return Rank: 8888
Overall Rank
DD Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DD Sortino Ratio Rank: 8888
Sortino Ratio Rank
DD Omega Ratio Rank: 8585
Omega Ratio Rank
DD Calmar Ratio Rank: 8888
Calmar Ratio Rank
DD Martin Ratio Rank: 8888
Martin Ratio Rank

BASFY
BASFY Risk / Return Rank: 7070
Overall Rank
BASFY Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BASFY Sortino Ratio Rank: 6868
Sortino Ratio Rank
BASFY Omega Ratio Rank: 6565
Omega Ratio Rank
BASFY Calmar Ratio Rank: 7272
Calmar Ratio Rank
BASFY Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DD vs. BASFY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DuPont de Nemours, Inc. (DD) and BASF SE ADR (BASFY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DDBASFYDifference
Sharpe ratioReturn per unit of total volatility

+0.90

Sortino ratioReturn per unit of downside risk

+1.19

Omega ratioGain probability vs. loss probability

1.31

1.16

+0.15

Calmar ratioReturn relative to maximum drawdown

3.17

1.45

+1.73

Martin ratioReturn relative to average drawdown

8.57

2.75

+5.83

DD vs. BASFY - Sharpe Ratio Comparison

The current DD Sharpe Ratio is 1.79, which is higher than the BASFY Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of DD and BASFY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DD vs. BASFY - Drawdown Comparison

The maximum DD drawdown since its inception was -62.03%, roughly equal to the maximum BASFY drawdown of -62.68%. Use the drawdown chart below to compare losses from any high point for DD and BASFY.


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Drawdown Indicators


DDBASFYDifference

Max Drawdown

Largest peak-to-trough decline

-62.03%

-62.68%

+0.65%

Max Drawdown (1Y)

Largest decline over 1 year

-17.31%

-16.25%

-1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-37.84%

-26.27%

-11.57%

Max Drawdown (5Y)

Largest decline over 5 years

-40.22%

-50.06%

+9.84%

Max Drawdown (10Y)

Largest decline over 10 years

-62.68%

Current Drawdown

Current decline from peak

-10.67%

-24.04%

+13.37%

Average Drawdown

Average peak-to-trough decline

-14.47%

-30.64%

+16.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.40%

8.54%

-2.14%

Volatility

DD vs. BASFY - Volatility Comparison

The current volatility for DuPont de Nemours, Inc. (DD) is 5.64%, while BASF SE ADR (BASFY) has a volatility of 7.70%. This indicates that DD experiences smaller price fluctuations and is considered to be less risky than BASFY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DDBASFYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

7.70%

-2.06%

Volatility (6M)

Calculated over the trailing 6-month period

23.70%

20.14%

+3.56%

Volatility (1Y)

Calculated over the trailing 1-year period

30.76%

26.54%

+4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.97%

30.64%

-0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.12%

29.69%

+4.43%

Dividends

DD vs. BASFY - Dividend Comparison

DD's dividend yield for the trailing twelve months is around 106.23%, more than BASFY's 4.47% yield.


PositionTTM202520242023202220212020201920182017
BASFY
BASF SE ADR
4.47%4.74%8.46%6.70%7.58%5.59%3.39%3.44%3.73%2.20%
DD
DuPont de Nemours, Inc.
106.23%121.72%1.99%1.87%1.92%1.49%1.69%0.93%0.00%0.00%

Financials

DD vs. BASFY - Financials Comparison

This section allows you to compare key financial metrics between DuPont de Nemours, Inc. and BASF SE ADR. 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

DD vs. BASFY - Profitability Comparison

The chart below illustrates the profitability comparison between DuPont de Nemours, Inc. and BASF SE ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

DD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, DuPont de Nemours, Inc. reported a gross profit of 0.00 and revenue of 1.68B. Therefore, the gross margin over that period was 0.0%.

BASFY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, BASF SE ADR reported a gross profit of 4.33B and revenue of 17.21B. Therefore, the gross margin over that period was 25.2%.

DD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, DuPont de Nemours, Inc. reported an operating income of 14.00M and revenue of 1.68B, resulting in an operating margin of 0.8%.

BASFY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, BASF SE ADR reported an operating income of 937.00M and revenue of 17.21B, resulting in an operating margin of 5.5%.

DD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, DuPont de Nemours, Inc. reported a net income of 150.00M and revenue of 1.68B, resulting in a net margin of 8.9%.

BASFY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, BASF SE ADR reported a net income of 4.17B and revenue of 17.21B, resulting in a net margin of 24.2%.


Frequently Asked Questions


DD and BASFY have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BASFY has higher volatility (7.70%) compared to DD (5.64%). In terms of maximum drawdown, DD dropped -62.03% vs BASFY's -62.68%.

DD currently has the higher Sharpe Ratio (1.79 vs 0.89), 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.

Portfolio Optimizer

Find the right allocation for DD and BASFY

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