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GLW vs. LYB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GLW vs. LYB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corning Incorporated (GLW) and LyondellBasell Industries N.V. (LYB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLW achieves a 76.55% return, which is significantly higher than LYB's 47.20% return. Over the past 10 years, GLW has outperformed LYB with an annualized return of 24.83%, while LYB has yielded a comparatively lower 5.47% annualized return.


GLW

1D
-5.14%
1M
-26.58%
6M
65.30%
YTD
76.55%
1Y
188.31%
3Y*
70.67%
5Y*
33.58%
10Y*
24.83%
ALL TIME*
10.36%

LYB

1D
1.85%
1M
6.49%
6M
23.00%
YTD
47.20%
1Y
2.64%
3Y*
-6.09%
5Y*
-1.87%
10Y*
5.47%
ALL TIME*
14.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.73B$3.25B$2.85B
$264.40M$296.89M$349.44M

GLW vs. LYB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLW
Corning Incorporated
76.55%87.76%60.64%-1.23%-11.56%5.92%27.57%-1.02%-3.28%34.63%
LYB
LyondellBasell Industries N.V.
47.20%-35.96%-17.38%20.70%-0.98%5.07%2.64%44.63%-21.69%33.72%

Correlation

The correlation between GLW and LYB is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2010

0.45

The correlation between GLW and LYB shifts across timeframes, from -0.11 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GLW:

$132.54B

LYB:

$20.12B

EPS

GLW:

$2.10

LYB:

-$3.58

PS Ratio

GLW:

8.13

LYB:

0.60

Total Revenue (TTM)

GLW:

$16.32B

LYB:

$22.48B

Gross Profit (TTM)

GLW:

$5.93B

LYB:

-$4.33B

EBITDA (TTM)

GLW:

$3.77B

LYB:

$935.00M

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Return for Risk

GLW vs. LYB — Risk / Return Rank

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

GLW
GLW Risk / Return Rank: 9494
Overall Rank
GLW Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GLW Sortino Ratio Rank: 9292
Sortino Ratio Rank
GLW Omega Ratio Rank: 9393
Omega Ratio Rank
GLW Calmar Ratio Rank: 9393
Calmar Ratio Rank
GLW Martin Ratio Rank: 9797
Martin Ratio Rank

LYB
LYB Risk / Return Rank: 4646
Overall Rank
LYB Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
LYB Sortino Ratio Rank: 4545
Sortino Ratio Rank
LYB Omega Ratio Rank: 4444
Omega Ratio Rank
LYB Calmar Ratio Rank: 4747
Calmar Ratio Rank
LYB Martin Ratio Rank: 4747
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.

GLW vs. LYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corning Incorporated (GLW) 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.

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.


GLWLYBDifference
Sharpe ratioReturn per unit of total volatility

+2.79

Sortino ratioReturn per unit of downside risk

+2.67

Omega ratioGain probability vs. loss probability

1.42

1.05

+0.37

Calmar ratioReturn relative to maximum drawdown

4.72

0.07

+4.65

Martin ratioReturn relative to average drawdown

17.96

0.12

+17.84

GLW vs. LYB - Sharpe Ratio Comparison

The current GLW Sharpe Ratio is 2.85, which is higher than the LYB Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of GLW and LYB, 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

GLW vs. LYB - Drawdown Comparison

The maximum GLW drawdown since its inception was -99.02%, which is greater than LYB's maximum drawdown of -63.26%. Use the drawdown chart below to compare losses from any high point for GLW and LYB.


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Drawdown Indicators


GLWLYBDifference

Max Drawdown

Largest peak-to-trough decline

-99.02%

-63.26%

-35.76%

Max Drawdown (1Y)

Largest decline over 1 year

-40.12%

-35.51%

-4.61%

Max Drawdown (3Y)

Largest decline over 3 years

-40.12%

-55.35%

+15.23%

Max Drawdown (5Y)

Largest decline over 5 years

-40.12%

-55.35%

+15.23%

Max Drawdown (10Y)

Largest decline over 10 years

-48.80%

-63.26%

+14.46%

Current Drawdown

Current decline from peak

-39.75%

-30.92%

-8.83%

Average Drawdown

Average peak-to-trough decline

-50.43%

-15.25%

-35.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.53%

22.23%

-11.70%

Volatility

GLW vs. LYB - Volatility Comparison

Corning Incorporated (GLW) has a higher volatility of 32.52% compared to LyondellBasell Industries N.V. (LYB) at 8.84%. This indicates that GLW's price experiences larger fluctuations and is considered to be riskier than LYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLWLYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.52%

8.84%

+23.68%

Volatility (6M)

Calculated over the trailing 6-month period

60.96%

33.28%

+27.68%

Volatility (1Y)

Calculated over the trailing 1-year period

66.55%

45.86%

+20.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.10%

32.81%

+6.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.61%

36.79%

-1.18%

Dividends

GLW vs. LYB - Dividend Comparison

GLW's dividend yield for the trailing twelve months is around 0.73%, less than LYB's 6.61% yield.


PositionTTM20252024202320222021202020192018201720162015
GLW
Corning Incorporated
0.73%1.28%2.36%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%
LYB
LyondellBasell Industries N.V.
6.61%12.59%7.10%5.20%11.92%4.81%4.58%20.27%4.81%3.22%3.88%3.50%

Financials

GLW vs. LYB - Financials Comparison

This section allows you to compare key financial metrics between Corning Incorporated 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.


Quarterly
Annual

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


0.005.00B10.00B15.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
4.14B
0
(GLW) Total Revenue
(LYB) Total Revenue
Values in USD except per share items

Frequently Asked Questions


GLW and LYB have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLW has higher volatility (32.52%) compared to LYB (8.84%). In terms of maximum drawdown, GLW dropped -99.02% vs LYB's -63.26%.

GLW currently has the higher Sharpe Ratio (2.85 vs 0.06), 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 GLW 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.

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