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

Correlation

The correlation between DD and BASFY is 0.54, 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.


-0.50.00.51.00.5

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.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
12.89%
-8.81%
DD
BASFY

Key characteristics

Sharpe Ratio

DD:

0.29

BASFY:

-0.40

Sortino Ratio

DD:

0.56

BASFY:

-0.42

Omega Ratio

DD:

1.09

BASFY:

0.95

Calmar Ratio

DD:

0.30

BASFY:

-0.21

Martin Ratio

DD:

1.16

BASFY:

-0.94

Ulcer Index

DD:

6.51%

BASFY:

10.53%

Daily Std Dev

DD:

25.97%

BASFY:

24.43%

Max Drawdown

DD:

-62.03%

BASFY:

-75.23%

Current Drawdown

DD:

-13.30%

BASFY:

-45.18%

Fundamentals

Market Cap

DD:

$33.49B

BASFY:

$41.06B

EPS

DD:

$1.28

BASFY:

$0.14

PE Ratio

DD:

62.60

BASFY:

81.36

PEG Ratio

DD:

0.44

BASFY:

0.06

Total Revenue (TTM)

DD:

$12.19B

BASFY:

$49.54B

Gross Profit (TTM)

DD:

$3.81B

BASFY:

$12.84B

Returns By Period

In the year-to-date period, DD achieves a 2.41% return, which is significantly higher than BASFY's -11.94% return.


DD

YTD

2.41%

1M

-5.15%

6M

-2.31%

1Y

5.95%

5Y*

6.04%

10Y*

N/A

BASFY

YTD

-11.94%

1M

-1.43%

6M

-8.40%

1Y

-11.08%

5Y*

-4.10%

10Y*

-1.64%

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Risk-Adjusted Performance

DD vs. BASFY - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for DD, currently valued at 0.29, compared to the broader market-4.00-2.000.002.000.29-0.40
The chart of Sortino ratio for DD, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.56-0.42
The chart of Omega ratio for DD, currently valued at 1.09, compared to the broader market0.501.001.502.001.090.95
The chart of Calmar ratio for DD, currently valued at 0.30, compared to the broader market0.002.004.006.000.30-0.26
The chart of Martin ratio for DD, currently valued at 1.16, compared to the broader market-5.000.005.0010.0015.0020.0025.001.16-0.94
DD
BASFY

The current DD Sharpe Ratio is 0.29, which is higher than the BASFY Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of DD and BASFY, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.29
-0.40
DD
BASFY

Dividends

DD vs. BASFY - Dividend Comparison

DD's dividend yield for the trailing twelve months is around 1.97%, less than BASFY's 8.38% yield.


TTM20232022202120202019201820172016201520142013
DD
DuPont de Nemours, Inc.
1.97%1.87%1.92%1.49%1.69%0.93%0.00%0.00%0.00%0.00%0.00%0.00%
BASFY
BASF SE ADR
8.38%6.70%7.58%5.59%4.74%4.82%5.37%2.91%3.63%3.90%4.46%3.13%

Drawdowns

DD vs. BASFY - Drawdown Comparison

The maximum DD drawdown since its inception was -62.03%, smaller than the maximum BASFY drawdown of -75.23%. Use the drawdown chart below to compare losses from any high point for DD and BASFY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.30%
-36.50%
DD
BASFY

Volatility

DD vs. BASFY - Volatility Comparison

The current volatility for DuPont de Nemours, Inc. (DD) is 4.98%, while BASF SE ADR (BASFY) has a volatility of 6.06%. 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.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.98%
6.06%
DD
BASFY

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
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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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