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

Performance

HENKY vs. BASFY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Henkel AG & Co KGAA (HENKY) and BASF SE ADR (BASFY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HENKY achieves a 2.17% return, which is significantly lower than BASFY's 11.20% return. Over the past 10 years, HENKY has underperformed BASFY with an annualized return of -0.70%, while BASFY has yielded a comparatively higher 1.78% annualized return.


HENKY

1D
0.27%
1M
5.41%
YTD
2.17%
6M
2.54%
1Y
9.62%
3Y*
6.19%
5Y*
-1.02%
10Y*
-0.70%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HENKY vs. BASFY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HENKY
Henkel AG & Co KGAA
2.17%3.10%9.20%14.95%-15.64%-16.68%4.15%-2.66%-17.09%18.79%
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 HENKY and BASFY is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.31

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

0.41

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

0.40

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.39

The correlation between HENKY and BASFY shifts across timeframes, from 0.26 (1 year) to 0.41 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

HENKY:

$30.74B

BASFY:

$48.59B

EPS

HENKY:

€2.44

BASFY:

€0.49

PE Ratio

HENKY:

6.79

BASFY:

24.65

PEG Ratio

HENKY:

0.76

BASFY:

0.19

PS Ratio

HENKY:

0.65

BASFY:

0.72

PB Ratio

HENKY:

1.32

BASFY:

1.24

Total Revenue (TTM)

HENKY:

€42.01B

BASFY:

€60.25B

Gross Profit (TTM)

HENKY:

€21.32B

BASFY:

€14.63B

EBITDA (TTM)

HENKY:

€6.90B

BASFY:

€6.34B

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Return for Risk

HENKY vs. BASFY — Risk / Return Rank

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

HENKY
HENKY Risk / Return Rank: 5454
Overall Rank
HENKY Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HENKY Sortino Ratio Rank: 5353
Sortino Ratio Rank
HENKY Omega Ratio Rank: 5050
Omega Ratio Rank
HENKY Calmar Ratio Rank: 5252
Calmar Ratio Rank
HENKY Martin Ratio Rank: 5353
Martin Ratio Rank

BASFY
BASFY Risk / Return Rank: 6363
Overall Rank
BASFY Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BASFY Sortino Ratio Rank: 6161
Sortino Ratio Rank
BASFY Omega Ratio Rank: 5757
Omega Ratio Rank
BASFY Calmar Ratio Rank: 6868
Calmar Ratio Rank
BASFY Martin Ratio Rank: 6666
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.

HENKY vs. BASFY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Henkel AG & Co KGAA (HENKY) 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.


HENKYBASFYDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.10

1.14

-0.03

Calmar ratioReturn relative to maximum drawdown

0.41

1.38

-0.97

Martin ratioReturn relative to average drawdown

0.87

2.67

-1.80

HENKY vs. BASFY - Sharpe Ratio Comparison

The current HENKY Sharpe Ratio is 0.51, which is lower than the BASFY Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of HENKY and BASFY, 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

HENKY vs. BASFY - Drawdown Comparison

The maximum HENKY drawdown since its inception was -62.09%, roughly equal to the maximum BASFY drawdown of -62.68%. Use the drawdown chart below to compare losses from any high point for HENKY and BASFY.


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Drawdown Indicators


HENKYBASFYDifference

Max Drawdown

Largest peak-to-trough decline

-62.09%

-62.68%

+0.59%

Max Drawdown (1Y)

Largest decline over 1 year

-23.49%

-14.62%

-8.87%

Max Drawdown (3Y)

Largest decline over 3 years

-23.49%

-26.27%

+2.78%

Max Drawdown (5Y)

Largest decline over 5 years

-39.03%

-50.06%

+11.03%

Max Drawdown (10Y)

Largest decline over 10 years

-52.91%

-62.68%

+9.77%

Current Drawdown

Current decline from peak

-27.15%

-27.70%

+0.55%

Average Drawdown

Average peak-to-trough decline

-20.03%

-30.67%

+10.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.05%

7.54%

+3.51%

Volatility

HENKY vs. BASFY - Volatility Comparison

The current volatility for Henkel AG & Co KGAA (HENKY) is 5.27%, while BASF SE ADR (BASFY) has a volatility of 6.60%. This indicates that HENKY experiences smaller price fluctuations and is considered to be less risky 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


HENKYBASFYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

6.60%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

15.21%

20.15%

-4.94%

Volatility (1Y)

Calculated over the trailing 1-year period

19.15%

27.63%

-8.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.23%

30.60%

-10.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.61%

29.70%

-8.09%

Dividends

HENKY vs. BASFY - Dividend Comparison

HENKY's dividend yield for the trailing twelve months is around 3.14%, less than BASFY's 4.70% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
HENKY
Henkel AG & Co KGAA
3.14%2.93%2.57%2.76%3.13%2.73%1.33%1.52%1.61%3.50%2.73%1.44%

Financials

HENKY vs. BASFY - Financials Comparison

This section allows you to compare key financial metrics between Henkel AG & Co KGAA 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


10.00B15.00B20.00B202120222023202420252026
10.02B
16.28B
(HENKY) Total Revenue
(BASFY) Total Revenue
Values in EUR except per share items

HENKY vs. BASFY - Profitability Comparison

The chart below illustrates the profitability comparison between Henkel AG & Co KGAA 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

25.0%30.0%35.0%40.0%45.0%50.0%202120222023202420252026
50.9%
25.9%
Portfolio components
HENKY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Henkel AG & Co KGAA reported a gross profit of 5.10B and revenue of 10.02B. Therefore, the gross margin over that period was 50.9%.

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%.

HENKY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Henkel AG & Co KGAA reported an operating income of 1.40B and revenue of 10.02B, resulting in an operating margin of 14.0%.

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%.

HENKY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Henkel AG & Co KGAA reported a net income of 918.15M and revenue of 10.02B, resulting in a net margin of 9.2%.

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


HENKY and BASFY have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BASFY has higher volatility (6.60%) compared to HENKY (5.27%). In terms of maximum drawdown, HENKY dropped -62.09% vs BASFY's -62.68%.

BASFY currently has the higher Sharpe Ratio (0.73 vs 0.51), 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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