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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.

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Returns By Period

In the year-to-date period, DOW achieves a 26.13% return, which is significantly higher than BASFY's 11.93% return.


DOW

1D
0.35%
1M
-0.65%
6M
6.04%
YTD
26.13%
1Y
18.08%
3Y*
-14.77%
5Y*
-9.55%
10Y*
ALL TIME*
-2.73%

BASFY

1D
1.53%
1M
2.73%
6M
4.96%
YTD
11.93%
1Y
11.75%
3Y*
6.56%
5Y*
-1.00%
10Y*
1.34%
ALL TIME*
1.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.19M$2.24M$3.05M
$316.41M$321.05M$388.81M

DOW vs. BASFY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DOW
Dow Inc.
26.13%-37.38%-22.79%14.71%-6.65%6.81%7.88%8.40%
BASFY
BASF SE ADR
11.93%25.09%-12.88%16.63%-24.49%-6.66%9.89%0.53%

Correlation

The correlation between DOW and BASFY is 0.41, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.41

Correlation (3Y)
Balances recent behavior with more history.

0.46

Correlation (5Y)
Shows whether the relationship held over a longer 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 0.41 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

DOW:

$20.84B

BASFY:

$49.24B

EPS

DOW:

-$1.68

BASFY:

€0.49

PS Ratio

DOW:

0.50

BASFY:

0.72

PB Ratio

DOW:

0.84

BASFY:

1.25

Total Revenue (TTM)

DOW:

$41.32B

BASFY:

€60.25B

Gross Profit (TTM)

DOW:

$4.04B

BASFY:

€14.63B

EBITDA (TTM)

DOW:

$2.30B

BASFY:

€6.34B

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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: 5959
Overall Rank
DOW Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DOW Sortino Ratio Rank: 5858
Sortino Ratio Rank
DOW Omega Ratio Rank: 5656
Omega Ratio Rank
DOW Calmar Ratio Rank: 6060
Calmar Ratio Rank
DOW Martin Ratio Rank: 6262
Martin Ratio Rank

BASFY
BASFY Risk / Return Rank: 5959
Overall Rank
BASFY Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
BASFY Sortino Ratio Rank: 5656
Sortino Ratio Rank
BASFY Omega Ratio Rank: 5353
Omega Ratio Rank
BASFY Calmar Ratio Rank: 6363
Calmar Ratio Rank
BASFY Martin Ratio Rank: 6161
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

-0.05

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.10

1.09

+0.01

Calmar ratioReturn relative to maximum drawdown

0.52

0.73

-0.20

Martin ratioReturn relative to average drawdown

1.40

1.38

+0.02

DOW vs. BASFY - Sharpe Ratio Comparison

The current DOW Sharpe Ratio is 0.40, which is comparable to the BASFY Sharpe Ratio of 0.45. 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.


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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.


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Drawdown Indicators


DOWBASFYDifference

Max Drawdown

Largest peak-to-trough decline

-64.37%

-62.68%

-1.69%

Max Drawdown (1Y)

Largest decline over 1 year

-34.81%

-16.25%

-18.56%

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

-48.17%

-27.23%

-20.94%

Average Drawdown

Average peak-to-trough decline

-23.18%

-30.65%

+7.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.13%

8.54%

+4.59%

Volatility

DOW vs. BASFY - Volatility Comparison

Dow Inc. (DOW) has a higher volatility of 11.54% compared to BASF SE ADR (BASFY) at 6.00%. 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.


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Volatility by Period


DOWBASFYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.54%

6.00%

+5.54%

Volatility (6M)

Calculated over the trailing 6-month period

32.57%

19.49%

+13.08%

Volatility (1Y)

Calculated over the trailing 1-year period

45.56%

26.41%

+19.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.81%

30.56%

+3.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.66%

29.66%

+9.00%

Dividends

DOW vs. BASFY - Dividend Comparison

DOW's dividend yield for the trailing twelve months is around 4.85%, more than BASFY's 4.67% yield.


PositionTTM202520242023202220212020201920182017
BASFY
BASF SE ADR
4.67%4.74%8.46%6.70%7.58%5.59%3.39%3.44%3.73%2.20%
DOW
Dow Inc.
4.85%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


Values in USD except per share items

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

DOW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Dow Inc. reported a gross profit of 2.17B and revenue of 12.09B. Therefore, the gross margin over that period was 17.9%.

BASFY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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 Jul 2026, Dow Inc. reported an operating income of 882.00M and revenue of 12.09B, resulting in an operating margin of 7.3%.

BASFY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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 Jul 2026, Dow Inc. reported a net income of 721.00M and revenue of 12.09B, resulting in a net margin of 6.0%.

BASFY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DOW has higher volatility (11.54%) compared to BASFY (6.00%). In terms of maximum drawdown, DOW dropped -64.37% vs BASFY's -62.68%.

BASFY currently has the higher Sharpe Ratio (0.45 vs 0.40), 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

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