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FSUGY vs. BASFY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

FSUGY vs. BASFY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fortescue Metals Group Ltd ADR (FSUGY) and BASF SE ADR (BASFY). The values are adjusted to include any dividend payments, if applicable.

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FSUGY vs. BASFY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSUGY
Fortescue Metals Group Ltd ADR
0.93%37.39%-36.78%53.11%11.98%-7.52%175.17%190.11%-18.44%0.71%
BASFY
BASF SE ADR
18.52%25.09%-12.88%16.63%-24.49%-6.66%9.89%9.85%-34.32%21.70%

Fundamentals

Market Cap

FSUGY:

$43.83B

BASFY:

$55.11B

EPS

FSUGY:

$4.95

BASFY:

$0.45

PE Ratio

FSUGY:

5.74

BASFY:

34.05

PS Ratio

FSUGY:

1.34

BASFY:

0.90

PB Ratio

FSUGY:

2.11

BASFY:

1.66

Total Revenue (TTM)

FSUGY:

$32.71B

BASFY:

$61.37B

Gross Profit (TTM)

FSUGY:

$13.54B

BASFY:

$15.26B

EBITDA (TTM)

FSUGY:

$16.85B

BASFY:

$6.04B

Returns By Period

In the year-to-date period, FSUGY achieves a 0.93% return, which is significantly lower than BASFY's 18.52% return. Over the past 10 years, FSUGY has outperformed BASFY with an annualized return of 35.44%, while BASFY has yielded a comparatively lower 2.48% annualized return.


FSUGY

1D
1.10%
1M
-1.44%
YTD
0.93%
6M
18.56%
1Y
55.66%
3Y*
6.23%
5Y*
8.58%
10Y*
35.44%

BASFY

1D
1.79%
1M
6.59%
YTD
18.52%
6M
23.27%
1Y
29.83%
3Y*
12.29%
5Y*
-0.14%
10Y*
2.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Fortescue Metals Group Ltd ADR

BASF SE ADR

Return for Risk

FSUGY vs. BASFY — Risk / Return Rank

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

FSUGY
FSUGY Risk / Return Rank: 8484
Overall Rank
FSUGY Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FSUGY Sortino Ratio Rank: 8080
Sortino Ratio Rank
FSUGY Omega Ratio Rank: 7878
Omega Ratio Rank
FSUGY Calmar Ratio Rank: 8989
Calmar Ratio Rank
FSUGY Martin Ratio Rank: 8989
Martin Ratio Rank

BASFY
BASFY Risk / Return Rank: 7171
Overall Rank
BASFY Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BASFY Sortino Ratio Rank: 7070
Sortino Ratio Rank
BASFY Omega Ratio Rank: 6565
Omega Ratio Rank
BASFY Calmar Ratio Rank: 7575
Calmar Ratio Rank
BASFY Martin Ratio Rank: 7070
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.

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.


FSUGYBASFYDifference

Sharpe ratio

Return per unit of total volatility

1.62

0.98

+0.63

Sortino ratio

Return per unit of downside risk

2.13

1.57

+0.56

Omega ratio

Gain probability vs. loss probability

1.27

1.18

+0.09

Calmar ratio

Return relative to maximum drawdown

3.68

1.76

+1.92

Martin ratio

Return relative to average drawdown

9.94

3.45

+6.48

FSUGY vs. BASFY - Sharpe Ratio Comparison

The current FSUGY Sharpe Ratio is 1.62, which is higher than the BASFY Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FSUGY 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.


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Sharpe Ratios by Period


FSUGYBASFYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

0.98

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

-0.00

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.08

+0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.08

+0.12

Correlation

The correlation between FSUGY and BASFY is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FSUGY vs. BASFY - Dividend Comparison

FSUGY's dividend yield for the trailing twelve months is around 5.83%, more than BASFY's 4.00% yield.


TTM20252024202320222021202020192018201720162015
FSUGY
Fortescue Metals Group Ltd ADR
5.83%4.87%11.63%5.93%10.38%19.02%6.73%10.37%5.19%12.28%5.36%2.20%
BASFY
BASF SE ADR
4.00%4.74%8.46%6.70%7.58%5.59%3.39%3.44%3.73%2.20%0.00%0.00%

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


FSUGYBASFYDifference

Max Drawdown

Largest peak-to-trough decline

-93.91%

-62.68%

-31.23%

Max Drawdown (1Y)

Largest decline over 1 year

-14.57%

-14.62%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-51.32%

-52.44%

+1.12%

Max Drawdown (10Y)

Largest decline over 10 years

-51.32%

-62.68%

+11.36%

Current Drawdown

Current decline from peak

-12.95%

-22.95%

+10.00%

Average Drawdown

Average peak-to-trough decline

-43.68%

-30.87%

-12.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.40%

7.47%

-2.07%

Volatility

FSUGY vs. BASFY - Volatility Comparison

Fortescue Metals Group Ltd ADR (FSUGY) has a higher volatility of 12.87% compared to BASF SE ADR (BASFY) at 9.51%. 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


FSUGYBASFYDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.87%

9.51%

+3.36%

Volatility (6M)

Calculated over the trailing 6-month period

23.63%

19.71%

+3.92%

Volatility (1Y)

Calculated over the trailing 1-year period

34.65%

30.61%

+4.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.43%

30.37%

+8.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.05%

29.82%

+13.23%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


10.00B15.00B20.00B20212022202320242025
8.45B
13.90B
(FSUGY) Total Revenue
(BASFY) Total Revenue
Values in USD except per share items

FSUGY vs. BASFY - Profitability Comparison

The chart below illustrates the profitability comparison between Fortescue Metals Group Ltd ADR 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

20.0%30.0%40.0%50.0%60.0%70.0%20212022202320242025
39.3%
22.1%
Portfolio components
FSUGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 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 Apr 2026, BASF SE ADR reported a gross profit of 3.08B and revenue of 13.90B. Therefore, the gross margin over that period was 22.1%.

FSUGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 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 Apr 2026, BASF SE ADR reported an operating income of 342.76M and revenue of 13.90B, resulting in an operating margin of 2.5%.

FSUGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 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 Apr 2026, BASF SE ADR reported a net income of 554.75M and revenue of 13.90B, resulting in a net margin of 4.0%.