PortfoliosLab logoPortfoliosLab logo
DOW vs. BASFY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DOW vs. BASFY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Inc. (DOW) and BASF SE ADR (BASFY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DOW achieves a 42.08% return, which is significantly higher than BASFY's 14.26% return.


DOW

1D
-1.40%
1M
-14.86%
YTD
42.08%
6M
43.99%
1Y
16.17%
3Y*
-10.06%
5Y*
-7.18%
10Y*

BASFY

1D
0.50%
1M
-8.09%
YTD
14.26%
6M
14.44%
1Y
22.28%
3Y*
10.28%
5Y*
0.05%
10Y*
1.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DOW vs. BASFY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DOW
Dow Inc.
42.08%-37.38%-22.79%14.71%-6.65%6.81%7.88%8.40%
BASFY
BASF SE ADR
14.26%25.09%-12.88%16.63%-24.49%-6.66%9.89%0.53%

Correlation

The correlation between DOW and BASFY is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.46

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

0.51

Correlation (All Time)
Calculated using the full available price history since Mar 20, 2019

0.55

The correlation between DOW and BASFY shifts across timeframes, from 0.44 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

DOW:

$23.44B

BASFY:

$49.93B

EPS

DOW:

-$3.86

BASFY:

€0.49

PS Ratio

DOW:

0.59

BASFY:

0.72

PB Ratio

DOW:

1.54

BASFY:

1.25

Total Revenue (TTM)

DOW:

$39.33B

BASFY:

€60.25B

Gross Profit (TTM)

DOW:

$2.42B

BASFY:

€14.63B

EBITDA (TTM)

DOW:

$840.00M

BASFY:

€6.34B

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

DOW vs. BASFY — Risk / Return Rank

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

DOW
DOW Risk / Return Rank: 5252
Overall Rank
DOW Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
DOW Sortino Ratio Rank: 5151
Sortino Ratio Rank
DOW Omega Ratio Rank: 5050
Omega Ratio Rank
DOW Calmar Ratio Rank: 5454
Calmar Ratio Rank
DOW Martin Ratio Rank: 5353
Martin Ratio Rank

BASFY
BASFY Risk / Return Rank: 6565
Overall Rank
BASFY Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BASFY Sortino Ratio Rank: 6363
Sortino Ratio Rank
BASFY Omega Ratio Rank: 5959
Omega Ratio Rank
BASFY Calmar Ratio Rank: 7070
Calmar Ratio Rank
BASFY Martin Ratio Rank: 6868
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.

DOW vs. BASFY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Inc. (DOW) and BASF SE ADR (BASFY). 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.


DOWBASFYDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.10

1.15

-0.05

Calmar ratioReturn relative to maximum drawdown

0.52

1.53

-1.01

Martin ratioReturn relative to average drawdown

0.98

3.01

-2.03

DOW vs. BASFY - Sharpe Ratio Comparison

The current DOW Sharpe Ratio is 0.33, which is lower than the BASFY Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of DOW and BASFY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

DOW vs. BASFY - Drawdown Comparison

The maximum DOW drawdown since its inception was -64.37%, roughly equal to the maximum BASFY drawdown of -62.68%. Use the drawdown chart below to compare losses from any high point for DOW and BASFY.


Loading charts...

Drawdown Indicators


DOWBASFYDifference

Max Drawdown

Largest peak-to-trough decline

-64.37%

-62.68%

-1.69%

Max Drawdown (1Y)

Largest decline over 1 year

-31.28%

-14.62%

-16.66%

Max Drawdown (3Y)

Largest decline over 3 years

-62.16%

-26.27%

-35.89%

Max Drawdown (5Y)

Largest decline over 5 years

-64.37%

-50.06%

-14.31%

Max Drawdown (10Y)

Largest decline over 10 years

-62.68%

Current Drawdown

Current decline from peak

-41.62%

-25.72%

-15.90%

Average Drawdown

Average peak-to-trough decline

-22.82%

-30.67%

+7.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.59%

7.42%

+9.17%

Volatility

DOW vs. BASFY - Volatility Comparison

Dow Inc. (DOW) has a higher volatility of 8.62% compared to BASF SE ADR (BASFY) at 6.87%. This indicates that DOW's price experiences larger fluctuations and is considered to be riskier than BASFY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DOWBASFYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.62%

6.87%

+1.75%

Volatility (6M)

Calculated over the trailing 6-month period

32.72%

20.04%

+12.68%

Volatility (1Y)

Calculated over the trailing 1-year period

49.33%

27.54%

+21.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.54%

30.62%

+2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.67%

29.85%

+8.82%

Dividends

DOW vs. BASFY - Dividend Comparison

DOW's dividend yield for the trailing twelve months is around 4.31%, less than BASFY's 4.57% yield.


PositionTTM202520242023202220212020201920182017
BASFY
BASF SE ADR
4.57%4.74%8.46%6.70%7.58%5.59%3.39%3.44%3.73%2.20%
DOW
Dow Inc.
4.31%8.98%6.98%5.11%5.56%4.94%5.05%3.84%0.00%0.00%

Financials

DOW vs. BASFY - Financials Comparison

This section allows you to compare key financial metrics between Dow Inc. and BASF SE ADR. 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


10.00B15.00B20.00B20222023202420252026
9.79B
16.28B
(DOW) Total Revenue
(BASFY) Total Revenue
Please note, different currencies. DOW values in USD, BASFY values in EUR

DOW vs. BASFY - Profitability Comparison

The chart below illustrates the profitability comparison between Dow Inc. and BASF SE ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

5.0%10.0%15.0%20.0%25.0%30.0%20222023202420252026
6.5%
25.9%
Portfolio components
DOW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Dow Inc. reported a gross profit of 640.00M and revenue of 9.79B. Therefore, the gross margin over that period was 6.5%.

BASFY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BASF SE ADR reported a gross profit of 4.22B and revenue of 16.28B. Therefore, the gross margin over that period was 25.9%.

DOW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Dow Inc. reported an operating income of -31.00M and revenue of 9.79B, resulting in an operating margin of -0.3%.

BASFY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BASF SE ADR reported an operating income of 1.61B and revenue of 16.28B, resulting in an operating margin of 9.9%.

DOW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Dow Inc. reported a net income of -445.00M and revenue of 9.79B, resulting in a net margin of -4.5%.

BASFY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BASF SE ADR reported a net income of 942.24M and revenue of 16.28B, resulting in a net margin of 5.8%.


Frequently Asked Questions


DOW and BASFY have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DOW has higher volatility (8.62%) compared to BASFY (6.87%). In terms of maximum drawdown, DOW dropped -64.37% vs BASFY's -62.68%.

BASFY currently has the higher Sharpe Ratio (0.81 vs 0.33), 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.

Portfolio Optimizer

Find the right allocation for DOW and BASFY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer