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

Performance

DD vs. CNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DuPont de Nemours, Inc. (DD) and Centene Corporation (CNC). 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 18.70% return, which is significantly lower than CNC's 58.03% return.


DD

1D
0.30%
1M
-4.49%
YTD
18.70%
6M
17.59%
1Y
69.20%
3Y*
19.86%
5Y*
8.16%
10Y*

CNC

1D
4.33%
1M
16.21%
YTD
58.03%
6M
71.67%
1Y
17.89%
3Y*
-1.96%
5Y*
-1.92%
10Y*
6.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DD vs. CNC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DD
DuPont de Nemours, Inc.
18.70%28.77%1.04%14.36%-13.36%15.41%13.28%-14.90%
CNC
Centene Corporation
58.03%-32.07%-18.37%-9.51%-0.47%37.26%-4.52%21.32%

Correlation

The correlation between DD and CNC is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2019

0.26

The correlation between DD and CNC shifts across timeframes, from 0.10 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

DD:

$19.40B

CNC:

$32.23B

EPS

DD:

-$0.10

CNC:

-$13.07

PS Ratio

DD:

2.02

CNC:

0.16

PB Ratio

DD:

1.38

CNC:

1.50

Total Revenue (TTM)

DD:

$9.70B

CNC:

$198.10B

Gross Profit (TTM)

DD:

$2.68B

CNC:

$29.57B

EBITDA (TTM)

DD:

$1.54B

CNC:

-$5.11B

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Return for Risk

DD vs. CNC — Risk / Return Rank

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

DD
DD Risk / Return Rank: 9090
Overall Rank
DD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DD Sortino Ratio Rank: 9090
Sortino Ratio Rank
DD Omega Ratio Rank: 8787
Omega Ratio Rank
DD Calmar Ratio Rank: 8989
Calmar Ratio Rank
DD Martin Ratio Rank: 9191
Martin Ratio Rank

CNC
CNC Risk / Return Rank: 5252
Overall Rank
CNC Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
CNC Sortino Ratio Rank: 5050
Sortino Ratio Rank
CNC Omega Ratio Rank: 5959
Omega Ratio Rank
CNC Calmar Ratio Rank: 5050
Calmar Ratio Rank
CNC Martin Ratio Rank: 4949
Martin Ratio Rank
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. CNC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DuPont de Nemours, Inc. (DD) and Centene Corporation (CNC). 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.


DDCNCDifference
Sharpe ratioReturn per unit of total volatility

+1.99

Sortino ratioReturn per unit of downside risk

+2.40

Omega ratioGain probability vs. loss probability

1.37

1.15

+0.22

Calmar ratioReturn relative to maximum drawdown

4.02

0.32

+3.69

Martin ratioReturn relative to average drawdown

12.57

0.53

+12.04

DD vs. CNC - Sharpe Ratio Comparison

The current DD Sharpe Ratio is 2.27, which is higher than the CNC Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of DD and CNC, 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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Sharpe Ratios by Period


DDCNCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

0.28

+1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

-0.05

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.40

-0.17

Drawdowns

DD vs. CNC - Drawdown Comparison

The maximum DD drawdown since its inception was -62.03%, smaller than the maximum CNC drawdown of -74.07%. Use the drawdown chart below to compare losses from any high point for DD and CNC.


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Drawdown Indicators


DDCNCDifference

Max Drawdown

Largest peak-to-trough decline

-62.03%

-74.07%

+12.04%

Max Drawdown (1Y)

Largest decline over 1 year

-17.31%

-55.50%

+38.19%

Max Drawdown (3Y)

Largest decline over 3 years

-37.84%

-68.65%

+30.81%

Max Drawdown (5Y)

Largest decline over 5 years

-40.22%

-74.07%

+33.85%

Max Drawdown (10Y)

Largest decline over 10 years

-74.07%

Current Drawdown

Current decline from peak

-7.40%

-33.11%

+25.71%

Average Drawdown

Average peak-to-trough decline

-14.58%

-22.15%

+7.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.52%

33.84%

-28.32%

Volatility

DD vs. CNC - Volatility Comparison

The current volatility for DuPont de Nemours, Inc. (DD) is 9.34%, while Centene Corporation (CNC) has a volatility of 11.25%. This indicates that DD experiences smaller price fluctuations and is considered to be less risky than CNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DDCNCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.34%

11.25%

-1.91%

Volatility (6M)

Calculated over the trailing 6-month period

22.88%

36.53%

-13.65%

Volatility (1Y)

Calculated over the trailing 1-year period

30.67%

64.57%

-33.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.95%

39.51%

-9.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.77%

38.53%

-4.76%

Dividends

DD vs. CNC - Dividend Comparison

DD's dividend yield for the trailing twelve months is around 103.98%, while CNC has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
CNC
Centene Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DD
DuPont de Nemours, Inc.
103.98%121.72%1.99%1.87%1.92%1.49%1.69%0.93%

Financials

DD vs. CNC - Financials Comparison

This section allows you to compare key financial metrics between DuPont de Nemours, Inc. and Centene Corporation. 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


0.0010.00B20.00B30.00B40.00B50.00B20222023202420252026
1.68B
49.94B
(DD) Total Revenue
(CNC) Total Revenue
Values in USD except per share items

DD vs. CNC - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%5.0%10.0%15.0%20.0%25.0%30.0%35.0%202220232024202520260
21.9%
Portfolio components
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%.

CNC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Centene Corporation reported a gross profit of 10.94B and revenue of 49.94B. Therefore, the gross margin over that period was 21.9%.

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%.

CNC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Centene Corporation reported an operating income of 1.86B and revenue of 49.94B, resulting in an operating margin of 3.7%.

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%.

CNC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Centene Corporation reported a net income of 1.54B and revenue of 49.94B, resulting in a net margin of 3.1%.


Frequently Asked Questions


DD and CNC have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CNC has higher volatility (11.25%) compared to DD (9.34%). In terms of maximum drawdown, DD dropped -62.03% vs CNC's -74.07%.

DD currently has the higher Sharpe Ratio (2.27 vs 0.28), 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

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