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

Correlation

The correlation between DD and WLK is 0.53, 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. 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.

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Key characteristics

Sharpe Ratio

DD:

-0.35

WLK:

-1.34

Sortino Ratio

DD:

-0.31

WLK:

-2.17

Omega Ratio

DD:

0.95

WLK:

0.73

Calmar Ratio

DD:

-0.31

WLK:

-0.92

Martin Ratio

DD:

-0.94

WLK:

-1.93

Ulcer Index

DD:

12.51%

WLK:

24.31%

Daily Std Dev

DD:

32.37%

WLK:

34.86%

Max Drawdown

DD:

-62.03%

WLK:

-75.15%

Current Drawdown

DD:

-23.07%

WLK:

-48.25%

Fundamentals

Market Cap

DD:

$29.55B

WLK:

$11.10B

EPS

DD:

$0.03

WLK:

$2.99

PE Ratio

DD:

2.35K

WLK:

28.94

PEG Ratio

DD:

0.67

WLK:

1.59

PS Ratio

DD:

2.36

WLK:

0.92

PB Ratio

DD:

1.31

WLK:

0.99

Total Revenue (TTM)

DD:

$12.52B

WLK:

$12.01B

Gross Profit (TTM)

DD:

$4.34B

WLK:

$1.69B

EBITDA (TTM)

DD:

$1.45B

WLK:

$1.90B

Returns By Period

In the year-to-date period, DD achieves a -10.07% return, which is significantly higher than WLK's -27.63% return.


DD

YTD

-10.07%

1M

11.91%

6M

-17.40%

1Y

-11.26%

5Y*

10.61%

10Y*

N/A

WLK

YTD

-27.63%

1M

-8.37%

6M

-35.05%

1Y

-46.65%

5Y*

18.23%

10Y*

3.11%

*Annualized

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Risk-Adjusted Performance

DD vs. WLK — 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 2828
Overall Rank
The Sharpe Ratio Rank of DD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of DD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of DD is 2525
Omega Ratio Rank
The Calmar Ratio Rank of DD is 3030
Calmar Ratio Rank
The Martin Ratio Rank of DD is 2727
Martin Ratio Rank

WLK
The Risk-Adjusted Performance Rank of WLK is 22
Overall Rank
The Sharpe Ratio Rank of WLK is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of WLK is 11
Sortino Ratio Rank
The Omega Ratio Rank of WLK is 33
Omega Ratio Rank
The Calmar Ratio Rank of WLK is 22
Calmar Ratio Rank
The Martin Ratio Rank of WLK is 11
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. WLK - Risk-Adjusted Performance 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.


The current DD Sharpe Ratio is -0.35, which is higher than the WLK Sharpe Ratio of -1.34. 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.


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Dividends

DD vs. WLK - Dividend Comparison

DD's dividend yield for the trailing twelve months is around 2.27%, less than WLK's 2.51% yield.


TTM20242023202220212020201920182017201620152014
DD
DuPont de Nemours, Inc.
2.27%1.99%1.87%1.92%1.49%1.69%0.93%0.00%0.00%0.00%0.00%0.00%
WLK
Westlake Corporation
2.51%1.79%1.22%1.28%1.17%1.31%1.46%1.39%0.75%1.33%1.28%0.95%

Drawdowns

DD vs. WLK - Drawdown Comparison

The maximum DD drawdown since its inception was -62.03%, smaller than the maximum WLK drawdown of -75.15%. Use the drawdown chart below to compare losses from any high point for DD and WLK. For additional features, visit the drawdowns tool.


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Volatility

DD vs. WLK - Volatility Comparison

The current volatility for DuPont de Nemours, Inc. (DD) is 10.73%, while Westlake Corporation (WLK) has a volatility of 18.15%. 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.


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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


2.00B3.00B4.00B5.00B20212022202320242025
3.07B
2.85B
(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

0.0%10.0%20.0%30.0%40.0%20212022202320242025
37.4%
8.2%
(DD) Gross Margin
(WLK) Gross Margin
DD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, DuPont de Nemours, Inc. reported a gross profit of 1.15B and revenue of 3.07B. Therefore, the gross margin over that period was 37.4%.

WLK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Westlake Corporation reported a gross profit of 232.00M and revenue of 2.85B. Therefore, the gross margin over that period was 8.2%.

DD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, DuPont de Nemours, Inc. reported an operating income of -548.00M and revenue of 3.07B, resulting in an operating margin of -17.9%.

WLK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Westlake Corporation reported an operating income of -32.00M and revenue of 2.85B, resulting in an operating margin of -1.1%.

DD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, DuPont de Nemours, Inc. reported a net income of -589.00M and revenue of 3.07B, resulting in a net margin of -19.2%.

WLK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Westlake Corporation reported a net income of -40.00M and revenue of 2.85B, resulting in a net margin of -1.4%.