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EMN vs. APD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EMN and APD is 0.58, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

EMN vs. APD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eastman Chemical Company (EMN) and Air Products and Chemicals, Inc. (APD). The values are adjusted to include any dividend payments, if applicable.

800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%NovemberDecember2025FebruaryMarchApril
806.81%
1,460.88%
EMN
APD

Key characteristics

Sharpe Ratio

EMN:

-0.61

APD:

0.62

Sortino Ratio

EMN:

-0.74

APD:

1.12

Omega Ratio

EMN:

0.91

APD:

1.15

Calmar Ratio

EMN:

-0.52

APD:

0.66

Martin Ratio

EMN:

-1.47

APD:

2.03

Ulcer Index

EMN:

12.93%

APD:

8.46%

Daily Std Dev

EMN:

31.08%

APD:

27.85%

Max Drawdown

EMN:

-76.11%

APD:

-60.72%

Current Drawdown

EMN:

-33.40%

APD:

-20.51%

Fundamentals

Market Cap

EMN:

$9.33B

APD:

$59.43B

EPS

EMN:

$7.67

APD:

$17.29

PE Ratio

EMN:

10.54

APD:

15.45

PEG Ratio

EMN:

0.85

APD:

8.14

PS Ratio

EMN:

0.99

APD:

4.94

PB Ratio

EMN:

1.58

APD:

3.58

Total Revenue (TTM)

EMN:

$9.36B

APD:

$9.10B

Gross Profit (TTM)

EMN:

$2.35B

APD:

$2.98B

EBITDA (TTM)

EMN:

$1.76B

APD:

$5.20B

Returns By Period

In the year-to-date period, EMN achieves a -16.18% return, which is significantly lower than APD's -6.77% return. Over the past 10 years, EMN has underperformed APD with an annualized return of 3.13%, while APD has yielded a comparatively higher 8.87% annualized return.


EMN

YTD

-16.18%

1M

-15.31%

6M

-26.78%

1Y

-18.40%

5Y*

9.32%

10Y*

3.13%

APD

YTD

-6.77%

1M

-8.98%

6M

-14.98%

1Y

16.51%

5Y*

6.79%

10Y*

8.87%

*Annualized

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Risk-Adjusted Performance

EMN vs. APD — Risk-Adjusted Performance Rank

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

EMN
The Risk-Adjusted Performance Rank of EMN is 1616
Overall Rank
The Sharpe Ratio Rank of EMN is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of EMN is 1818
Sortino Ratio Rank
The Omega Ratio Rank of EMN is 1919
Omega Ratio Rank
The Calmar Ratio Rank of EMN is 1818
Calmar Ratio Rank
The Martin Ratio Rank of EMN is 99
Martin Ratio Rank

APD
The Risk-Adjusted Performance Rank of APD is 7373
Overall Rank
The Sharpe Ratio Rank of APD is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of APD is 6969
Sortino Ratio Rank
The Omega Ratio Rank of APD is 6868
Omega Ratio Rank
The Calmar Ratio Rank of APD is 7878
Calmar Ratio Rank
The Martin Ratio Rank of APD is 7373
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.

EMN vs. APD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eastman Chemical Company (EMN) and Air Products and Chemicals, Inc. (APD). 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 chart of Sharpe ratio for EMN, currently valued at -0.61, compared to the broader market-2.00-1.000.001.002.003.00
EMN: -0.61
APD: 0.62
The chart of Sortino ratio for EMN, currently valued at -0.74, compared to the broader market-6.00-4.00-2.000.002.004.00
EMN: -0.74
APD: 1.12
The chart of Omega ratio for EMN, currently valued at 0.91, compared to the broader market0.501.001.502.00
EMN: 0.91
APD: 1.15
The chart of Calmar ratio for EMN, currently valued at -0.52, compared to the broader market0.001.002.003.004.005.00
EMN: -0.52
APD: 0.66
The chart of Martin ratio for EMN, currently valued at -1.47, compared to the broader market-5.000.005.0010.0015.0020.00
EMN: -1.47
APD: 2.03

The current EMN Sharpe Ratio is -0.61, which is lower than the APD Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of EMN and APD, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.61
0.62
EMN
APD

Dividends

EMN vs. APD - Dividend Comparison

EMN's dividend yield for the trailing twelve months is around 4.32%, more than APD's 2.66% yield.


TTM20242023202220212020201920182017201620152014
EMN
Eastman Chemical Company
4.32%3.57%3.54%3.77%2.34%2.66%3.18%3.15%2.26%2.51%2.46%1.91%
APD
Air Products and Chemicals, Inc.
2.66%1.83%2.56%2.10%1.97%1.96%1.97%2.75%2.32%1.20%0.00%0.00%

Drawdowns

EMN vs. APD - Drawdown Comparison

The maximum EMN drawdown since its inception was -76.11%, which is greater than APD's maximum drawdown of -60.72%. Use the drawdown chart below to compare losses from any high point for EMN and APD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-33.40%
-20.51%
EMN
APD

Volatility

EMN vs. APD - Volatility Comparison

Eastman Chemical Company (EMN) has a higher volatility of 20.03% compared to Air Products and Chemicals, Inc. (APD) at 14.48%. This indicates that EMN's price experiences larger fluctuations and is considered to be riskier than APD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
20.03%
14.48%
EMN
APD

Financials

EMN vs. APD - Financials Comparison

This section allows you to compare key financial metrics between Eastman Chemical Company and Air Products and Chemicals, Inc.. 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