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HUN vs. CE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HUN and CE is 0.57, 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.


-0.50.00.51.00.6

Performance

HUN vs. CE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Huntsman Corporation (HUN) and Celanese Corporation (CE). The values are adjusted to include any dividend payments, if applicable.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-21.82%
-50.55%
HUN
CE

Key characteristics

Sharpe Ratio

HUN:

-1.01

CE:

-1.41

Sortino Ratio

HUN:

-1.43

CE:

-2.05

Omega Ratio

HUN:

0.84

CE:

0.68

Calmar Ratio

HUN:

-0.51

CE:

-0.91

Martin Ratio

HUN:

-2.06

CE:

-2.19

Ulcer Index

HUN:

12.86%

CE:

25.16%

Daily Std Dev

HUN:

26.28%

CE:

39.03%

Max Drawdown

HUN:

-92.21%

CE:

-84.87%

Current Drawdown

HUN:

-51.56%

CE:

-60.40%

Fundamentals

Market Cap

HUN:

$3.21B

CE:

$7.48B

EPS

HUN:

-$0.60

CE:

$10.04

PEG Ratio

HUN:

1.79

CE:

4.42

Total Revenue (TTM)

HUN:

$5.99B

CE:

$10.48B

Gross Profit (TTM)

HUN:

$830.00M

CE:

$2.36B

EBITDA (TTM)

HUN:

$344.00M

CE:

$2.13B

Returns By Period

In the year-to-date period, HUN achieves a -25.59% return, which is significantly higher than CE's -56.00% return. Over the past 10 years, HUN has underperformed CE with an annualized return of 0.58%, while CE has yielded a comparatively higher 3.28% annualized return.


HUN

YTD

-25.59%

1M

-6.39%

6M

-21.18%

1Y

-25.88%

5Y*

-2.61%

10Y*

0.58%

CE

YTD

-56.00%

1M

-7.16%

6M

-50.93%

1Y

-54.78%

5Y*

-9.53%

10Y*

3.28%

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Risk-Adjusted Performance

HUN vs. CE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Huntsman Corporation (HUN) and Celanese Corporation (CE). 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.


Sharpe ratio
The chart of Sharpe ratio for HUN, currently valued at -1.01, compared to the broader market-4.00-2.000.002.00-1.01-1.41
The chart of Sortino ratio for HUN, currently valued at -1.43, compared to the broader market-4.00-2.000.002.004.00-1.43-2.05
The chart of Omega ratio for HUN, currently valued at 0.84, compared to the broader market0.501.001.502.000.840.68
The chart of Calmar ratio for HUN, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.51-0.91
The chart of Martin ratio for HUN, currently valued at -2.06, compared to the broader market0.0010.0020.00-2.06-2.19
HUN
CE

The current HUN Sharpe Ratio is -1.01, which is comparable to the CE Sharpe Ratio of -1.41. The chart below compares the historical Sharpe Ratios of HUN and CE, 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-1.50-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-1.01
-1.41
HUN
CE

Dividends

HUN vs. CE - Dividend Comparison

HUN's dividend yield for the trailing twelve months is around 5.59%, more than CE's 4.18% yield.


TTM20232022202120202019201820172016201520142013
HUN
Huntsman Corporation
5.59%3.78%3.09%2.08%2.59%2.69%3.37%1.50%2.62%4.40%2.19%2.03%
CE
Celanese Corporation
4.18%1.80%2.68%1.62%1.91%1.95%2.31%1.62%1.75%1.71%1.55%0.95%

Drawdowns

HUN vs. CE - Drawdown Comparison

The maximum HUN drawdown since its inception was -92.21%, which is greater than CE's maximum drawdown of -84.87%. Use the drawdown chart below to compare losses from any high point for HUN and CE. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-51.56%
-60.40%
HUN
CE

Volatility

HUN vs. CE - Volatility Comparison

The current volatility for Huntsman Corporation (HUN) is 6.48%, while Celanese Corporation (CE) has a volatility of 9.58%. This indicates that HUN experiences smaller price fluctuations and is considered to be less risky than CE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
6.48%
9.58%
HUN
CE

Financials

HUN vs. CE - Financials Comparison

This section allows you to compare key financial metrics between Huntsman Corporation and Celanese Corporation. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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