DD vs. BASFY

Last updated Jun 3, 2026

DD (DuPont de Nemours, Inc.) and BASFY (BASF SE ADR) are both stocks. Both operate in the Chemicals industry within the Basic Materials sector. Over the past 5 years, DD returned 8.61%/yr vs -0.66%/yr for BASFY. A 0.51 correlation means they provide meaningful diversification when combined.

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.

Returns By Period

In the year-to-date period, DD achieves a 22.92% return, which is significantly higher than BASFY's 19.40% return.

DD

• 1D: 2.25%
• 1M: 6.43%
• YTD: 22.92%
• 6M: 25.03%
• 1Y: 80.65%
• 3Y*: 19.74%
• 5Y*: 8.61%
• 10Y*: —

BASFY

• 1D: 0.00%
• 1M: -3.82%
• YTD: 19.40%
• 6M: 18.17%
• 1Y: 28.21%
• 3Y*: 11.61%
• 5Y*: -0.66%
• 10Y*: 2.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DD vs. BASFY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
DD DuPont de Nemours, Inc.	22.92%	28.77%	1.04%	14.36%	-13.36%	15.41%	13.28%	-14.90%
BASFY BASF SE ADR	19.40%	25.09%	-12.88%	16.63%	-24.49%	-6.66%	9.89%	12.57%

Correlation

The correlation between DD and BASFY is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (5Y) Calculated over the trailing 5-year period	0.50
Correlation (All Time) Calculated using the full available price history since Jun 4, 2019	0.51

The correlation between DD and BASFY shifts across timeframes, from 0.40 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap DD : $20.09B BASFY : $52.17B
EPS DD : -$0.10 BASFY : $0.49
PS Ratio DD : 2.09 BASFY : 0.88
PB Ratio DD : 1.43 BASFY : 1.52
Total Revenue (TTM) DD : $9.70B BASFY : $60.25B
Gross Profit (TTM) DD : $2.68B BASFY : $14.63B
EBITDA (TTM) DD : $1.54B BASFY : $6.34B

Return for Risk

DD vs. BASFY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DD

DD Risk / Return Rank: 91
DD Sharpe Ratio Rank: 92
DD Sortino Ratio Rank: 92
DD Omega Ratio Rank: 89
DD Calmar Ratio Rank: 90
DD Martin Ratio Rank: 92

BASFY

BASFY Risk / Return Rank: 69
BASFY Sharpe Ratio Rank: 72
BASFY Sortino Ratio Rank: 66
BASFY Omega Ratio Rank: 62
BASFY Calmar Ratio Rank: 73
BASFY Martin Ratio Rank: 71

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	DD	BASFY	Difference
Sharpe ratio Return per unit of total volatility	2.65	1.04	+1.61
Sortino ratio Return per unit of downside risk	3.57	1.60	+1.97
Omega ratio Gain probability vs. loss probability	1.42	1.18	+0.24
Calmar ratio Return relative to maximum drawdown	4.55	1.95	+2.60
Martin ratio Return relative to average drawdown	14.43	3.99	+10.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DD vs. BASFY - Sharpe Ratio Comparison

The current DD Sharpe Ratio is 2.65, which is higher than the BASFY Sharpe Ratio of 1.04. 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.

Sharpe Ratios by Period

	DD	BASFY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.65	1.04	+1.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.29	-0.02	+0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.07	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.08	+0.17

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.

Drawdown Indicators

	DD	BASFY	Difference
Max Drawdown Largest peak-to-trough decline	-62.03%	-62.68%	+0.65%
Max Drawdown (1Y) Largest decline over 1 year	-17.31%	-14.62%	-2.69%
Max Drawdown (3Y) Largest decline over 3 years	-37.84%	-26.27%	-11.57%
Max Drawdown (5Y) Largest decline over 5 years	-40.22%	-51.29%	+11.07%
Max Drawdown (10Y) Largest decline over 10 years	—	-62.68%	—
Current Drawdown Current decline from peak	-4.11%	-22.37%	+18.26%
Average Drawdown Average peak-to-trough decline	-14.60%	-30.71%	+16.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.46%	7.14%	-1.68%

Volatility

DD vs. BASFY - Volatility Comparison

DuPont de Nemours, Inc. (DD) has a higher volatility of 12.95% compared to BASF SE ADR (BASFY) at 8.04%. This indicates that DD's price experiences larger fluctuations and is considered to be riskier than BASFY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DD	BASFY	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.95%	8.04%	+4.91%
Volatility (6M) Calculated over the trailing 6-month period	22.76%	19.99%	+2.77%
Volatility (1Y) Calculated over the trailing 1-year period	30.60%	27.25%	+3.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.94%	30.53%	-0.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.79%	29.84%	+3.95%

Dividends

DD vs. BASFY - Dividend Comparison

DD's dividend yield for the trailing twelve months is around 100.41%, more than BASFY's 4.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BASFY BASF SE ADR	4.37%	4.74%	8.46%	6.70%	7.58%	5.59%	3.39%	3.44%	3.73%	2.20%
DD DuPont de Nemours, Inc.	100.41%	121.72%	1.99%	1.87%	1.92%	1.49%	1.69%	0.93%	0.00%	0.00%

Financials

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.

DD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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 Jun 2026, BASF SE ADR reported a gross profit of 4.22B and revenue of 16.28B. Therefore, the gross margin over that period was 25.9%.

DD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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 Jun 2026, BASF SE ADR reported an operating income of 1.61B and revenue of 16.28B, resulting in an operating margin of 9.9%.

DD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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 Jun 2026, BASF SE ADR reported a net income of 942.24M and revenue of 16.28B, resulting in a net margin of 5.8%.

Frequently Asked Questions

Can I hold both DD and BASFY in my portfolio?

DD and BASFY have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DD or BASFY?

DD has higher volatility (12.95%) compared to BASFY (8.04%). In terms of maximum drawdown, DD dropped -62.03% vs BASFY's -62.68%.

Which has better risk-adjusted returns?

DD currently has the higher Sharpe Ratio (2.65 vs 1.04), 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.