DUK vs. LYB
DUK (Duke Energy Corporation) and LYB (LyondellBasell Industries N.V.) are both stocks. DUK operates in Utilities - Regulated Electric (Utilities), while LYB operates in Specialty Chemicals (Basic Materials). Over the past 10 years, DUK returned 8.84%/yr vs 5.29%/yr for LYB. At a 0.16 correlation, their price movements are largely independent.
Performance
DUK vs. LYB - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DUK achieves a 7.81% return, which is significantly lower than LYB's 52.35% return. Over the past 10 years, DUK has outperformed LYB with an annualized return of 8.84%, while LYB has yielded a comparatively lower 5.29% annualized return.
DUK
- 1D
- 1.97%
- 1M
- 0.90%
- YTD
- 7.81%
- 6M
- 8.45%
- 1Y
- 11.57%
- 3Y*
- 15.81%
- 5Y*
- 8.23%
- 10Y*
- 8.84%
LYB
- 1D
- -2.54%
- 1M
- -9.18%
- YTD
- 52.35%
- 6M
- 52.17%
- 1Y
- 22.89%
- 3Y*
- -4.03%
- 5Y*
- -4.78%
- 10Y*
- 5.29%
DUK vs. LYB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 7.81% | 12.72% | 15.56% | -1.63% | 2.03% | 19.11% | 4.77% | 10.29% | 7.41% | 12.96% |
LYB LyondellBasell Industries N.V. | 52.35% | -35.96% | -17.38% | 20.70% | -0.98% | 5.07% | 2.64% | 44.63% | -21.69% | 33.72% |
Correlation
The correlation between DUK and LYB is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2010 | 0.16 |
The correlation between DUK and LYB shifts across timeframes, from 0.02 (1 year) to 0.16 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
DUK:
$6.61
LYB:
-$3.19
DUK:
2.90
LYB:
0.70
DUK:
$33.29B
LYB:
$22.48B
DUK:
$19.45B
LYB:
-$4.33B
DUK:
$15.91B
LYB:
$935.00M
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
DUK vs. LYB — Risk / Return Rank
DUK
LYB
DUK vs. LYB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Duke Energy Corporation (DUK) and LyondellBasell Industries N.V. (LYB). 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.
| DUK | LYB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.13 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.02 | 0.71 | +0.31 |
| Martin ratioReturn relative to average drawdown | 2.47 | 1.26 | +1.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DUK | LYB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.54 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | -0.15 | +0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.14 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.40 | +0.09 |
Drawdowns
DUK vs. LYB - Drawdown Comparison
The maximum DUK drawdown since its inception was -71.92%, which is greater than LYB's maximum drawdown of -63.26%. Use the drawdown chart below to compare losses from any high point for DUK and LYB.
Loading charts...
Drawdown Indicators
| DUK | LYB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.92% | -63.26% | -8.66% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -35.45% | +24.57% |
Max Drawdown (3Y)Largest decline over 3 years | -11.59% | -55.35% | +43.76% |
Max Drawdown (5Y)Largest decline over 5 years | -24.16% | -55.35% | +31.19% |
Max Drawdown (10Y)Largest decline over 10 years | -37.37% | -63.26% | +25.89% |
Current DrawdownCurrent decline from peak | -6.12% | -28.50% | +22.38% |
Average DrawdownAverage peak-to-trough decline | -10.85% | -15.11% | +4.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.49% | 19.88% | -15.39% |
Volatility
DUK vs. LYB - Volatility Comparison
The current volatility for Duke Energy Corporation (DUK) is 5.10%, while LyondellBasell Industries N.V. (LYB) has a volatility of 7.40%. This indicates that DUK experiences smaller price fluctuations and is considered to be less risky than LYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DUK | LYB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.10% | 7.40% | -2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 34.97% | -23.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 46.09% | -31.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.81% | 32.84% | -15.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.38% | 36.75% | -16.37% |
Dividends
DUK vs. LYB - Dividend Comparison
DUK's dividend yield for the trailing twelve months is around 3.43%, less than LYB's 6.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 3.43% | 3.60% | 3.84% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% |
LYB LyondellBasell Industries N.V. | 6.39% | 12.59% | 7.10% | 5.20% | 11.92% | 4.81% | 4.58% | 20.27% | 4.81% | 3.22% | 3.88% | 3.50% |
Financials
DUK vs. LYB - Financials Comparison
This section allows you to compare key financial metrics between Duke Energy Corporation and LyondellBasell Industries N.V.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
DUK and LYB have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LYB has higher volatility (7.40%) compared to DUK (5.10%). In terms of maximum drawdown, DUK dropped -71.92% vs LYB's -63.26%.
DUK currently has the higher Sharpe Ratio (0.77 vs 0.54), 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.
Find the right allocation for DUK and LYB
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