PortfoliosLab logoPortfoliosLab logo
DD vs. WLK
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

DD vs. WLK - Performance Comparison

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

Loading graphics...

DD vs. WLK - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DD
DuPont de Nemours, Inc.
14.39%-46.14%1.04%14.36%-13.36%15.41%13.28%-14.90%
WLK
Westlake Corporation
58.78%-33.77%-16.90%38.23%6.81%20.53%18.52%18.84%

Fundamentals

Market Cap

DD:

$18.95B

WLK:

$15.06B

EPS

DD:

-$1.82

WLK:

-$11.74

PS Ratio

DD:

1.73

WLK:

1.34

PB Ratio

DD:

1.36

WLK:

1.71

Total Revenue (TTM)

DD:

$11.09B

WLK:

$11.17B

Gross Profit (TTM)

DD:

$3.15B

WLK:

$289.00M

EBITDA (TTM)

DD:

$1.21B

WLK:

-$248.00M

Returns By Period

In the year-to-date period, DD achieves a 14.39% return, which is significantly lower than WLK's 58.78% return.


DD

1D
3.57%
1M
-8.11%
YTD
14.39%
6M
-40.67%
1Y
-37.41%
3Y*
-12.18%
5Y*
-8.39%
10Y*

WLK

1D
0.71%
1M
11.41%
YTD
58.78%
6M
53.70%
1Y
19.95%
3Y*
2.12%
5Y*
6.68%
10Y*
11.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

DD vs. WLK — Risk / Return Rank

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

DD
DD Risk / Return Rank: 2121
Overall Rank
DD Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
DD Sortino Ratio Rank: 2626
Sortino Ratio Rank
DD Omega Ratio Rank: 2222
Omega Ratio Rank
DD Calmar Ratio Rank: 2020
Calmar Ratio Rank
DD Martin Ratio Rank: 1919
Martin Ratio Rank

WLK
WLK Risk / Return Rank: 5454
Overall Rank
WLK Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
WLK Sortino Ratio Rank: 5555
Sortino Ratio Rank
WLK Omega Ratio Rank: 5252
Omega Ratio Rank
WLK Calmar Ratio Rank: 5353
Calmar Ratio Rank
WLK Martin Ratio Rank: 5353
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. WLK - Risk-Adjusted Trends Comparison

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


DDWLKDifference

Sharpe ratio

Return per unit of total volatility

-0.55

0.39

-0.94

Sortino ratio

Return per unit of downside risk

-0.19

0.95

-1.14

Omega ratio

Gain probability vs. loss probability

0.95

1.11

-0.16

Calmar ratio

Return relative to maximum drawdown

-0.64

0.48

-1.12

Martin ratio

Return relative to average drawdown

-1.20

1.00

-2.20

DD vs. WLK - Sharpe Ratio Comparison

The current DD Sharpe Ratio is -0.55, which is lower than the WLK Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of DD and WLK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DDWLKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

0.39

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

0.18

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.36

-0.49

Correlation

The correlation between DD and WLK is 0.65, 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.


Dividends

DD vs. WLK - Dividend Comparison

DD's dividend yield for the trailing twelve months is around 2.66%, more than WLK's 1.81% yield.


TTM20252024202320222021202020192018201720162015
DD
DuPont de Nemours, Inc.
2.66%3.56%1.99%1.87%1.92%1.49%1.69%0.93%0.00%0.00%0.00%0.00%
WLK
Westlake Corporation
1.81%2.85%1.79%1.12%1.28%1.17%1.31%1.46%1.39%0.75%1.33%1.28%

Drawdowns

DD vs. WLK - Drawdown Comparison

The maximum DD drawdown since its inception was -62.03%, smaller than the maximum WLK drawdown of -75.16%. Use the drawdown chart below to compare losses from any high point for DD and WLK.


Loading graphics...

Drawdown Indicators


DDWLKDifference

Max Drawdown

Largest peak-to-trough decline

-62.03%

-75.16%

+13.13%

Max Drawdown (1Y)

Largest decline over 1 year

-57.78%

-44.01%

-13.77%

Max Drawdown (5Y)

Largest decline over 5 years

-60.44%

-64.20%

+3.76%

Max Drawdown (10Y)

Largest decline over 10 years

-75.16%

Current Drawdown

Current decline from peak

-47.30%

-24.80%

-22.50%

Average Drawdown

Average peak-to-trough decline

-17.54%

-26.14%

+8.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.66%

21.13%

+9.53%

Volatility

DD vs. WLK - Volatility Comparison

The current volatility for DuPont de Nemours, Inc. (DD) is 10.13%, while Westlake Corporation (WLK) has a volatility of 12.28%. This indicates that DD experiences smaller price fluctuations and is considered to be less risky than WLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DDWLKDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.13%

12.28%

-2.15%

Volatility (6M)

Calculated over the trailing 6-month period

88.85%

33.78%

+55.07%

Volatility (1Y)

Calculated over the trailing 1-year period

68.52%

51.27%

+17.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.15%

36.65%

+2.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.30%

39.29%

+1.01%

Financials

DD vs. WLK - Financials Comparison

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


2.00B2.50B3.00B3.50B4.00B4.50BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
1.69B
2.53B
(DD) Total Revenue
(WLK) Total Revenue
Values in USD except per share items

DD vs. WLK - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%-10.0%0.0%10.0%20.0%30.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
-17.3%
Portfolio components
DD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, DuPont de Nemours, Inc. reported a gross profit of 0.00 and revenue of 1.69B. Therefore, the gross margin over that period was 0.0%.

WLK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Westlake Corporation reported a gross profit of -437.00M and revenue of 2.53B. Therefore, the gross margin over that period was -17.3%.

DD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, DuPont de Nemours, Inc. reported an operating income of -108.00M and revenue of 1.69B, resulting in an operating margin of -6.4%.

WLK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Westlake Corporation reported an operating income of -671.00M and revenue of 2.53B, resulting in an operating margin of -26.5%.

DD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, DuPont de Nemours, Inc. reported a net income of -108.00M and revenue of 1.69B, resulting in a net margin of -6.4%.

WLK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Westlake Corporation reported a net income of -544.00M and revenue of 2.53B, resulting in a net margin of -21.5%.