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

Performance

DD vs. STLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DuPont de Nemours, Inc. (DD) and Stellantis N.V. (STLA). 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 21.91% return, which is significantly higher than STLA's -36.91% return.


DD

1D
3.03%
1M
-1.41%
YTD
21.91%
6M
19.73%
1Y
77.05%
3Y*
20.30%
5Y*
9.17%
10Y*

STLA

1D
-0.29%
1M
-8.28%
YTD
-36.91%
6M
-41.68%
1Y
-29.18%
3Y*
-19.63%
5Y*
-13.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DD vs. STLA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DD
DuPont de Nemours, Inc.
21.91%28.77%1.04%14.36%-13.36%-2.83%
STLA
Stellantis N.V.
-36.91%-0.80%-40.21%79.15%-18.23%12.88%

Correlation

The correlation between DD and STLA is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.47

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

0.53

Correlation (All Time)
Calculated using the full available price history since Jan 20, 2021

0.53

The correlation between DD and STLA shifts across timeframes, from 0.42 (1 year) to 0.53 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

DD:

$19.92B

STLA:

$19.14B

EPS

DD:

-$0.10

STLA:

-€0.43

PS Ratio

DD:

2.07

STLA:

0.09

PB Ratio

DD:

1.42

STLA:

0.27

Total Revenue (TTM)

DD:

$9.70B

STLA:

€186.57B

Gross Profit (TTM)

DD:

$2.68B

STLA:

€86.70B

EBITDA (TTM)

DD:

$1.54B

STLA:

€3.43B

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Return for Risk

DD vs. STLA — Risk / Return Rank

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

DD
DD Risk / Return Rank: 9191
Overall Rank
DD Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DD Sortino Ratio Rank: 9191
Sortino Ratio Rank
DD Omega Ratio Rank: 8888
Omega Ratio Rank
DD Calmar Ratio Rank: 9090
Calmar Ratio Rank
DD Martin Ratio Rank: 9292
Martin Ratio Rank

STLA
STLA Risk / Return Rank: 1616
Overall Rank
STLA Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
STLA Sortino Ratio Rank: 1919
Sortino Ratio Rank
STLA Omega Ratio Rank: 1818
Omega Ratio Rank
STLA Calmar Ratio Rank: 1818
Calmar Ratio Rank
STLA Martin Ratio Rank: 1111
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. STLA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DuPont de Nemours, Inc. (DD) and Stellantis N.V. (STLA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DDSTLADifference
Sharpe ratioReturn per unit of total volatility

+2.98

Sortino ratioReturn per unit of downside risk

+3.87

Omega ratioGain probability vs. loss probability

1.38

0.92

+0.47

Calmar ratioReturn relative to maximum drawdown

4.24

-0.67

+4.91

Martin ratioReturn relative to average drawdown

13.16

-1.34

+14.50

DD vs. STLA - Sharpe Ratio Comparison

The current DD Sharpe Ratio is 2.36, which is higher than the STLA Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of DD and STLA, 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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Drawdowns

DD vs. STLA - Drawdown Comparison

The maximum DD drawdown since its inception was -62.03%, smaller than the maximum STLA drawdown of -72.65%. Use the drawdown chart below to compare losses from any high point for DD and STLA.


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Drawdown Indicators


DDSTLADifference

Max Drawdown

Largest peak-to-trough decline

-62.03%

-72.65%

+10.62%

Max Drawdown (1Y)

Largest decline over 1 year

-17.31%

-47.77%

+30.46%

Max Drawdown (3Y)

Largest decline over 3 years

-37.84%

-72.65%

+34.81%

Max Drawdown (5Y)

Largest decline over 5 years

-40.22%

-72.65%

+32.43%

Current Drawdown

Current decline from peak

-4.90%

-70.32%

+65.42%

Average Drawdown

Average peak-to-trough decline

-14.56%

-29.12%

+14.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.57%

24.08%

-18.51%

Volatility

DD vs. STLA - Volatility Comparison

The current volatility for DuPont de Nemours, Inc. (DD) is 10.87%, while Stellantis N.V. (STLA) has a volatility of 13.76%. This indicates that DD experiences smaller price fluctuations and is considered to be less risky than STLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DDSTLADifference

Volatility (1M)

Calculated over the trailing 1-month period

10.87%

13.76%

-2.89%

Volatility (6M)

Calculated over the trailing 6-month period

23.72%

40.15%

-16.43%

Volatility (1Y)

Calculated over the trailing 1-year period

31.19%

51.80%

-20.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.07%

42.03%

-11.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.33%

41.43%

-7.10%

Dividends

DD vs. STLA - Dividend Comparison

DD's dividend yield for the trailing twelve months is around 101.24%, while STLA has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
DD
DuPont de Nemours, Inc.
101.24%121.72%1.99%1.87%1.92%1.49%1.69%0.93%
STLA
Stellantis N.V.
0.00%14.26%12.66%6.32%7.90%2.66%0.00%0.00%

Financials

DD vs. STLA - Financials Comparison

This section allows you to compare key financial metrics between DuPont de Nemours, Inc. and Stellantis N.V.. 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


0.0020.00B40.00B60.00B80.00B100.00B20222023202420252026
1.68B
38.13B
(DD) Total Revenue
(STLA) Total Revenue
Please note, different currencies. DD values in USD, STLA values in EUR

DD vs. STLA - Profitability Comparison

The chart below illustrates the profitability comparison between DuPont de Nemours, Inc. and Stellantis N.V. 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%20.0%40.0%60.0%80.0%100.0%202220232024202520260
11.6%
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%.

STLA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Stellantis N.V. reported a gross profit of 4.43B and revenue of 38.13B. Therefore, the gross margin over that period was 11.6%.

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%.

STLA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Stellantis N.V. reported an operating income of 688.00M and revenue of 38.13B, resulting in an operating margin of 1.8%.

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%.

STLA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Stellantis N.V. reported a net income of 390.00M and revenue of 38.13B, resulting in a net margin of 1.0%.


Frequently Asked Questions


DD and STLA have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STLA has higher volatility (13.76%) compared to DD (10.87%). In terms of maximum drawdown, DD dropped -62.03% vs STLA's -72.65%.

DD currently has the higher Sharpe Ratio (2.36 vs -0.62), 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.

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