FSUGY vs. BASFY
FSUGY (Fortescue Metals Group Ltd ADR) and BASFY (BASF SE ADR) are both stocks. Both are in the Basic Materials sector — FSUGY in Other Industrial Metals & Mining, BASFY in Chemicals. Over the past 10 years, FSUGY returned 31.36%/yr vs 1.78%/yr for BASFY. At a 0.37 correlation, their price movements are largely independent.
Performance
FSUGY vs. BASFY - Performance Comparison
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Returns By Period
In the year-to-date period, FSUGY achieves a -5.21% return, which is significantly lower than BASFY's 11.20% return. Over the past 10 years, FSUGY has outperformed BASFY with an annualized return of 31.36%, while BASFY has yielded a comparatively lower 1.78% annualized return.
FSUGY
- 1D
- -2.77%
- 1M
- -12.22%
- YTD
- -5.21%
- 6M
- -6.78%
- 1Y
- 50.12%
- 3Y*
- 5.82%
- 5Y*
- 4.90%
- 10Y*
- 31.36%
BASFY
- 1D
- -1.00%
- 1M
- -7.98%
- YTD
- 11.20%
- 6M
- 12.42%
- 1Y
- 20.10%
- 3Y*
- 12.25%
- 5Y*
- -0.91%
- 10Y*
- 1.78%
FSUGY vs. BASFY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSUGY Fortescue Metals Group Ltd ADR | -5.21% | 37.39% | -36.78% | 53.11% | 11.98% | -7.52% | 175.17% | 190.11% | -18.44% | 0.71% |
BASFY BASF SE ADR | 11.20% | 25.09% | -12.88% | 16.63% | -24.49% | -6.66% | 9.89% | 9.85% | -34.32% | 21.70% |
Correlation
The correlation between FSUGY and BASFY is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.37 |
The correlation between FSUGY and BASFY shifts across timeframes, from 0.23 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
FSUGY:
$41.16B
BASFY:
$48.59B
FSUGY:
$4.95
BASFY:
€0.49
FSUGY:
5.39
BASFY:
24.65
FSUGY:
1.26
BASFY:
0.72
FSUGY:
1.98
BASFY:
1.24
FSUGY:
$32.71B
BASFY:
€60.25B
FSUGY:
$13.54B
BASFY:
€14.63B
FSUGY:
$16.85B
BASFY:
€6.34B
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Return for Risk
FSUGY vs. BASFY — Risk / Return Rank
FSUGY
BASFY
FSUGY vs. BASFY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fortescue Metals Group Ltd ADR (FSUGY) 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.
| FSUGY | BASFY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.14 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 1.38 | +1.19 |
| Martin ratioReturn relative to average drawdown | 8.63 | 2.67 | +5.96 |
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Drawdowns
FSUGY vs. BASFY - Drawdown Comparison
The maximum FSUGY drawdown since its inception was -93.91%, which is greater than BASFY's maximum drawdown of -62.68%. Use the drawdown chart below to compare losses from any high point for FSUGY and BASFY.
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Drawdown Indicators
| FSUGY | BASFY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.91% | -62.68% | -31.23% |
Max Drawdown (1Y)Largest decline over 1 year | -19.60% | -14.62% | -4.98% |
Max Drawdown (3Y)Largest decline over 3 years | -51.32% | -26.27% | -25.05% |
Max Drawdown (5Y)Largest decline over 5 years | -51.32% | -50.06% | -1.26% |
Max Drawdown (10Y)Largest decline over 10 years | -51.32% | -62.68% | +11.36% |
Current DrawdownCurrent decline from peak | -19.60% | -27.70% | +8.10% |
Average DrawdownAverage peak-to-trough decline | -43.22% | -30.67% | -12.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.82% | 7.54% | -1.72% |
Volatility
FSUGY vs. BASFY - Volatility Comparison
Fortescue Metals Group Ltd ADR (FSUGY) has a higher volatility of 11.35% compared to BASF SE ADR (BASFY) at 6.60%. This indicates that FSUGY'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
| FSUGY | BASFY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.35% | 6.60% | +4.75% |
Volatility (6M)Calculated over the trailing 6-month period | 26.52% | 20.15% | +6.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.04% | 27.63% | +5.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.40% | 30.60% | +7.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.13% | 29.70% | +12.43% |
Dividends
FSUGY vs. BASFY - Dividend Comparison
FSUGY's dividend yield for the trailing twelve months is around 6.20%, more than BASFY's 4.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BASFY BASF SE ADR | 4.70% | 4.74% | 8.46% | 6.70% | 7.58% | 5.59% | 3.39% | 3.44% | 3.73% | 2.20% | 0.00% | 0.00% |
FSUGY Fortescue Metals Group Ltd ADR | 6.20% | 4.87% | 11.63% | 5.93% | 10.38% | 19.02% | 6.73% | 10.37% | 5.19% | 12.28% | 5.36% | 2.20% |
Financials
FSUGY vs. BASFY - Financials Comparison
This section allows you to compare key financial metrics between Fortescue Metals Group Ltd ADR 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.
Total Revenue: Total amount of money received from sales and other business activities
FSUGY vs. BASFY - Profitability Comparison
FSUGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fortescue Metals Group Ltd ADR reported a gross profit of 3.32B and revenue of 8.45B. Therefore, the gross margin over that period was 39.3%.
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%.
FSUGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fortescue Metals Group Ltd ADR reported an operating income of 2.92B and revenue of 8.45B, resulting in an operating margin of 34.5%.
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%.
FSUGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fortescue Metals Group Ltd ADR reported a net income of 1.92B and revenue of 8.45B, resulting in a net margin of 22.7%.
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
FSUGY and BASFY have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSUGY has higher volatility (11.35%) compared to BASFY (6.60%). In terms of maximum drawdown, FSUGY dropped -93.91% vs BASFY's -62.68%.
FSUGY currently has the higher Sharpe Ratio (1.52 vs 0.73), 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.
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