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DOW vs. BASFY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DOW and BASFY is 0.59, 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.


-0.50.00.51.00.6

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
8.90%
-18.18%
DOW
BASFY

Key characteristics

Sharpe Ratio

DOW:

-1.12

BASFY:

-0.40

Sortino Ratio

DOW:

-1.55

BASFY:

-0.42

Omega Ratio

DOW:

0.83

BASFY:

0.95

Calmar Ratio

DOW:

-0.63

BASFY:

-0.21

Martin Ratio

DOW:

-1.98

BASFY:

-0.94

Ulcer Index

DOW:

11.50%

BASFY:

10.53%

Daily Std Dev

DOW:

20.32%

BASFY:

24.43%

Max Drawdown

DOW:

-60.87%

BASFY:

-75.23%

Current Drawdown

DOW:

-34.67%

BASFY:

-45.18%

Fundamentals

Market Cap

DOW:

$28.40B

BASFY:

$41.06B

EPS

DOW:

$1.50

BASFY:

$0.14

PE Ratio

DOW:

27.05

BASFY:

81.36

PEG Ratio

DOW:

0.58

BASFY:

0.06

Total Revenue (TTM)

DOW:

$43.18B

BASFY:

$49.54B

Gross Profit (TTM)

DOW:

$4.64B

BASFY:

$12.84B

Returns By Period

In the year-to-date period, DOW achieves a -23.15% return, which is significantly lower than BASFY's -11.94% return.


DOW

YTD

-23.15%

1M

-7.63%

6M

-23.86%

1Y

-23.34%

5Y*

-1.01%

10Y*

N/A

BASFY

YTD

-11.94%

1M

-1.43%

6M

-8.40%

1Y

-11.08%

5Y*

-4.10%

10Y*

-1.64%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

DOW vs. BASFY - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for DOW, currently valued at -1.12, compared to the broader market-4.00-2.000.002.00-1.12-0.40
The chart of Sortino ratio for DOW, currently valued at -1.55, compared to the broader market-4.00-2.000.002.004.00-1.55-0.42
The chart of Omega ratio for DOW, currently valued at 0.83, compared to the broader market0.501.001.502.000.830.95
The chart of Calmar ratio for DOW, currently valued at -0.63, compared to the broader market0.002.004.006.00-0.63-0.26
The chart of Martin ratio for DOW, currently valued at -1.98, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.98-0.94
DOW
BASFY

The current DOW Sharpe Ratio is -1.12, which is lower than the BASFY Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of DOW and BASFY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-1.12
-0.40
DOW
BASFY

Dividends

DOW vs. BASFY - Dividend Comparison

DOW's dividend yield for the trailing twelve months is around 7.01%, less than BASFY's 8.38% yield.


TTM20232022202120202019201820172016201520142013
DOW
Dow Inc.
7.01%5.11%5.56%4.94%5.05%3.84%0.00%0.00%0.00%0.00%0.00%0.00%
BASFY
BASF SE ADR
8.38%6.70%7.58%5.59%4.74%4.82%5.37%2.91%3.63%3.90%4.46%3.13%

Drawdowns

DOW vs. BASFY - Drawdown Comparison

The maximum DOW drawdown since its inception was -60.87%, smaller than the maximum BASFY drawdown of -75.23%. Use the drawdown chart below to compare losses from any high point for DOW and BASFY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-34.67%
-36.50%
DOW
BASFY

Volatility

DOW vs. BASFY - Volatility Comparison

Dow Inc. (DOW) has a higher volatility of 7.14% compared to BASF SE ADR (BASFY) at 6.06%. 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.


5.00%6.00%7.00%8.00%9.00%10.00%11.00%JulyAugustSeptemberOctoberNovemberDecember
7.14%
6.06%
DOW
BASFY

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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