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

Correlation

The correlation between DD and IP is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

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Performance

DD vs. IP - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%5.00%NovemberDecember2025FebruaryMarchApril
-19.78%
-19.80%
PRGSX
NASDX

Key characteristics

Sharpe Ratio

DD:

-0.02

IP:

1.41

Sortino Ratio

DD:

0.14

IP:

2.14

Omega Ratio

DD:

1.02

IP:

1.27

Calmar Ratio

DD:

-0.03

IP:

1.32

Martin Ratio

DD:

-0.06

IP:

6.70

Ulcer Index

DD:

7.91%

IP:

6.38%

Daily Std Dev

DD:

22.63%

IP:

30.29%

Max Drawdown

DD:

-62.03%

IP:

-93.18%

Current Drawdown

DD:

-15.57%

IP:

-9.97%

Fundamentals

Market Cap

DD:

$31.30B

IP:

$28.23B

EPS

DD:

$1.77

IP:

$1.57

PE Ratio

DD:

42.31

IP:

34.17

PEG Ratio

DD:

0.41

IP:

0.78

Total Revenue (TTM)

DD:

$9.46B

IP:

$14.00B

Gross Profit (TTM)

DD:

$3.64B

IP:

$3.79B

EBITDA (TTM)

DD:

$2.07B

IP:

$1.43B

Returns By Period

In the year-to-date period, DD achieves a -1.30% return, which is significantly lower than IP's 0.52% return.


DD

YTD

-1.30%

1M

-7.96%

6M

-14.01%

1Y

-1.16%

5Y*

20.54%

10Y*

N/A

IP

YTD

0.52%

1M

-4.79%

6M

10.83%

1Y

42.70%

5Y*

20.99%

10Y*

3.72%

*Annualized

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DuPont de Nemours, Inc.

International Paper Company

Risk-Adjusted Performance

DD vs. IP — Risk-Adjusted Performance Rank

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

DD
The Risk-Adjusted Performance Rank of DD is 4747
Overall Rank
The Sharpe Ratio Rank of DD is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of DD is 4242
Sortino Ratio Rank
The Omega Ratio Rank of DD is 4242
Omega Ratio Rank
The Calmar Ratio Rank of DD is 5151
Calmar Ratio Rank
The Martin Ratio Rank of DD is 5050
Martin Ratio Rank

IP
The Risk-Adjusted Performance Rank of IP is 8888
Overall Rank
The Sharpe Ratio Rank of IP is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of IP is 8787
Sortino Ratio Rank
The Omega Ratio Rank of IP is 8585
Omega Ratio Rank
The Calmar Ratio Rank of IP is 8888
Calmar Ratio Rank
The Martin Ratio Rank of IP is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DD vs. IP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DuPont de Nemours, Inc. (DD) and International Paper Company (IP). 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.


The chart of Sharpe ratio for PRGSX, currently valued at -0.78, compared to the broader market-2.00-1.000.001.002.003.00
PRGSX: -0.78
NASDX: -0.51
The chart of Sortino ratio for PRGSX, currently valued at -0.90, compared to the broader market-6.00-4.00-2.000.002.004.00
PRGSX: -0.90
NASDX: -0.52
The chart of Omega ratio for PRGSX, currently valued at 0.87, compared to the broader market0.501.001.502.00
PRGSX: 0.87
NASDX: 0.93
The chart of Calmar ratio for PRGSX, currently valued at -0.51, compared to the broader market0.001.002.003.004.005.00
PRGSX: -0.51
NASDX: -0.48
The chart of Martin ratio for PRGSX, currently valued at -2.66, compared to the broader market-5.000.005.0010.0015.0020.00
PRGSX: -2.66
NASDX: -1.72

The current DD Sharpe Ratio is -0.02, which is lower than the IP Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of DD and IP, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.78
-0.51
PRGSX
NASDX

Dividends

DD vs. IP - Dividend Comparison

DD's dividend yield for the trailing twelve months is around 2.07%, less than IP's 3.43% yield.


TTM20242023202220212020201920182017201620152014

Drawdowns

DD vs. IP - Drawdown Comparison

The maximum DD drawdown since its inception was -62.03%, smaller than the maximum IP drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for DD and IP. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.93%
-23.91%
PRGSX
NASDX

Volatility

DD vs. IP - Volatility Comparison

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


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.02%
10.70%
PRGSX
NASDX

Financials

DD vs. IP - Financials Comparison

This section allows you to compare key financial metrics between DuPont de Nemours, Inc. and International Paper Company. 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


3.00B3.50B4.00B4.50B5.00B5.50BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
3.09B
4.58B
(DD) Total Revenue
(IP) Total Revenue
Values in USD except per share items

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