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

Correlation

The correlation between HUN and OLN is 0.55, 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.


-0.50.00.51.00.5

Performance

HUN vs. OLN - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-19.32%
-30.07%
HUN
OLN

Key characteristics

Sharpe Ratio

HUN:

-0.92

OLN:

-1.08

Sortino Ratio

HUN:

-1.27

OLN:

-1.51

Omega Ratio

HUN:

0.86

OLN:

0.82

Calmar Ratio

HUN:

-0.48

OLN:

-0.72

Martin Ratio

HUN:

-1.89

OLN:

-1.75

Ulcer Index

HUN:

12.73%

OLN:

19.37%

Daily Std Dev

HUN:

26.20%

OLN:

31.43%

Max Drawdown

HUN:

-92.21%

OLN:

-73.80%

Current Drawdown

HUN:

-50.43%

OLN:

-47.01%

Fundamentals

Market Cap

HUN:

$3.21B

OLN:

$4.14B

EPS

HUN:

-$0.60

OLN:

$1.26

PEG Ratio

HUN:

1.79

OLN:

1.82

Total Revenue (TTM)

HUN:

$5.99B

OLN:

$6.48B

Gross Profit (TTM)

HUN:

$830.00M

OLN:

$744.70M

EBITDA (TTM)

HUN:

$344.00M

OLN:

$899.30M

Returns By Period

In the year-to-date period, HUN achieves a -23.84% return, which is significantly higher than OLN's -35.73% return. Over the past 10 years, HUN has underperformed OLN with an annualized return of 0.85%, while OLN has yielded a comparatively higher 7.46% annualized return.


HUN

YTD

-23.84%

1M

-4.78%

6M

-18.34%

1Y

-24.74%

5Y*

-2.16%

10Y*

0.85%

OLN

YTD

-35.73%

1M

-17.75%

6M

-30.43%

1Y

-34.86%

5Y*

17.31%

10Y*

7.46%

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Risk-Adjusted Performance

HUN vs. OLN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Huntsman Corporation (HUN) and Olin Corporation (OLN). 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 -0.92, compared to the broader market-4.00-2.000.002.00-0.92-1.08
The chart of Sortino ratio for HUN, currently valued at -1.27, compared to the broader market-4.00-2.000.002.004.00-1.27-1.51
The chart of Omega ratio for HUN, currently valued at 0.86, compared to the broader market0.501.001.502.000.860.82
The chart of Calmar ratio for HUN, currently valued at -0.48, compared to the broader market0.002.004.006.00-0.48-0.72
The chart of Martin ratio for HUN, currently valued at -1.89, compared to the broader market0.0010.0020.00-1.89-1.75
HUN
OLN

The current HUN Sharpe Ratio is -0.92, which is comparable to the OLN Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of HUN and OLN, 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-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-0.92
-1.08
HUN
OLN

Dividends

HUN vs. OLN - Dividend Comparison

HUN's dividend yield for the trailing twelve months is around 5.46%, more than OLN's 2.35% yield.


TTM20232022202120202019201820172016201520142013
HUN
Huntsman Corporation
5.46%3.78%3.09%2.08%2.59%2.69%3.37%1.50%2.62%4.40%2.19%2.03%
OLN
Olin Corporation
2.35%1.48%1.51%1.39%3.26%4.64%3.98%2.25%3.12%4.63%3.51%2.77%

Drawdowns

HUN vs. OLN - Drawdown Comparison

The maximum HUN drawdown since its inception was -92.21%, which is greater than OLN's maximum drawdown of -73.80%. Use the drawdown chart below to compare losses from any high point for HUN and OLN. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%JulyAugustSeptemberOctoberNovemberDecember
-50.43%
-47.01%
HUN
OLN

Volatility

HUN vs. OLN - Volatility Comparison

The current volatility for Huntsman Corporation (HUN) is 6.14%, while Olin Corporation (OLN) has a volatility of 12.53%. This indicates that HUN experiences smaller price fluctuations and is considered to be less risky than OLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.14%
12.53%
HUN
OLN

Financials

HUN vs. OLN - Financials Comparison

This section allows you to compare key financial metrics between Huntsman Corporation and Olin 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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