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

Key characteristics


DDPPG
YTD Return-5.24%-13.34%
1Y Return6.65%-5.96%
3Y Return (Ann)-0.17%-7.43%
5Y Return (Ann)1.62%3.83%
10Y Return (Ann)4.05%4.53%
Sharpe Ratio0.23-0.31
Daily Std Dev26.36%20.05%
Max Drawdown-86.81%-63.02%
Current Drawdown-25.00%-25.67%

Fundamentals


DDPPG
Market Cap$30.82B$30.52B
EPS$1.09$5.94
PE Ratio67.6221.91
PEG Ratio1.641.16
Revenue (TTM)$12.07B$18.18B
Gross Profit (TTM)$4.62B$6.60B
EBITDA (TTM)$2.86B$2.81B

Correlation

-0.50.00.51.00.5

The correlation between DD and PPG is 0.51, 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.

Performance

DD vs. PPG - Performance Comparison

In the year-to-date period, DD achieves a -5.24% return, which is significantly higher than PPG's -13.34% return. Over the past 10 years, DD has underperformed PPG with an annualized return of 4.05%, while PPG has yielded a comparatively higher 4.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5,000.00%10,000.00%15,000.00%20,000.00%December2024FebruaryMarchApril
4,733.66%
18,205.66%
DD
PPG

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DuPont de Nemours, Inc.

PPG Industries, Inc.

Risk-Adjusted Performance

DD vs. PPG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DuPont de Nemours, Inc. (DD) and PPG Industries, Inc. (PPG). 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
Sharpe ratio
The chart of Sharpe ratio for DD, currently valued at 0.23, compared to the broader market-2.00-1.000.001.002.003.000.23
Sortino ratio
The chart of Sortino ratio for DD, currently valued at 0.46, compared to the broader market-4.00-2.000.002.004.006.000.46
Omega ratio
The chart of Omega ratio for DD, currently valued at 1.08, compared to the broader market0.501.001.501.08
Calmar ratio
The chart of Calmar ratio for DD, currently valued at 0.17, compared to the broader market0.002.004.006.000.17
Martin ratio
The chart of Martin ratio for DD, currently valued at 0.87, compared to the broader market-10.000.0010.0020.0030.000.87
PPG
Sharpe ratio
The chart of Sharpe ratio for PPG, currently valued at -0.31, compared to the broader market-2.00-1.000.001.002.003.00-0.31
Sortino ratio
The chart of Sortino ratio for PPG, currently valued at -0.31, compared to the broader market-4.00-2.000.002.004.006.00-0.31
Omega ratio
The chart of Omega ratio for PPG, currently valued at 0.96, compared to the broader market0.501.001.500.96
Calmar ratio
The chart of Calmar ratio for PPG, currently valued at -0.20, compared to the broader market0.002.004.006.00-0.20
Martin ratio
The chart of Martin ratio for PPG, currently valued at -0.75, compared to the broader market-10.000.0010.0020.0030.00-0.75

DD vs. PPG - Sharpe Ratio Comparison

The current DD Sharpe Ratio is 0.23, which is higher than the PPG Sharpe Ratio of -0.31. The chart below compares the 12-month rolling Sharpe Ratio of DD and PPG.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2024FebruaryMarchApril
0.23
-0.31
DD
PPG

Dividends

DD vs. PPG - Dividend Comparison

DD's dividend yield for the trailing twelve months is around 2.01%, more than PPG's 1.99% yield.


TTM20232022202120202019201820172016201520142013
DD
DuPont de Nemours, Inc.
2.01%1.87%1.92%1.49%1.69%2.24%2.84%3.54%5.87%6.68%7.39%6.89%
PPG
PPG Industries, Inc.
1.99%1.70%1.92%1.31%1.46%1.48%1.82%1.46%1.65%1.43%1.13%1.28%

Drawdowns

DD vs. PPG - Drawdown Comparison

The maximum DD drawdown since its inception was -86.81%, which is greater than PPG's maximum drawdown of -63.02%. Use the drawdown chart below to compare losses from any high point for DD and PPG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%December2024FebruaryMarchApril
-25.00%
-25.67%
DD
PPG

Volatility

DD vs. PPG - Volatility Comparison

The current volatility for DuPont de Nemours, Inc. (DD) is 5.03%, while PPG Industries, Inc. (PPG) has a volatility of 5.93%. This indicates that DD experiences smaller price fluctuations and is considered to be less risky than PPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2024FebruaryMarchApril
5.03%
5.93%
DD
PPG

Financials

DD vs. PPG - Financials Comparison

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