PortfoliosLab logoPortfoliosLab logo
IFF vs. WLK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IFF vs. WLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in International Flavors & Fragrances Inc. (IFF) and Westlake Corporation (WLK). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IFF achieves a 9.32% return, which is significantly lower than WLK's 18.73% return. Over the past 10 years, IFF has underperformed WLK with an annualized return of -4.12%, while WLK has yielded a comparatively higher 8.45% annualized return.


IFF

1D
-1.37%
1M
3.43%
YTD
9.32%
6M
8.15%
1Y
-0.91%
3Y*
-0.35%
5Y*
-10.11%
10Y*
-4.12%

WLK

1D
0.52%
1M
-24.04%
YTD
18.73%
6M
31.81%
1Y
27.64%
3Y*
-6.60%
5Y*
-2.14%
10Y*
8.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IFF vs. WLK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IFF
International Flavors & Fragrances Inc.
9.32%-18.43%6.26%-19.47%-28.35%41.55%-15.64%-3.91%-12.02%29.52%
WLK
Westlake Corporation
18.73%-33.77%-16.90%38.23%6.81%20.53%18.52%7.72%-37.27%92.39%

Correlation

The correlation between IFF and WLK is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.43

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

0.43

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

0.43

Correlation (All Time)
Calculated using the full available price history since Aug 12, 2004

0.48

The correlation between IFF and WLK shifts across timeframes, from 0.37 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

IFF:

$4.35

WLK:

-$12.75

PS Ratio

IFF:

1.31

WLK:

1.02

Total Revenue (TTM)

IFF:

$10.79B

WLK:

$10.98B

Gross Profit (TTM)

IFF:

$3.79B

WLK:

$169.00M

EBITDA (TTM)

IFF:

$1.77B

WLK:

-$659.00M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IFF vs. WLK — Risk / Return Rank

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

IFF
IFF Risk / Return Rank: 3636
Overall Rank
IFF Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IFF Sortino Ratio Rank: 3535
Sortino Ratio Rank
IFF Omega Ratio Rank: 3434
Omega Ratio Rank
IFF Calmar Ratio Rank: 3737
Calmar Ratio Rank
IFF Martin Ratio Rank: 3737
Martin Ratio Rank

WLK
WLK Risk / Return Rank: 5757
Overall Rank
WLK Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
WLK Sortino Ratio Rank: 5858
Sortino Ratio Rank
WLK Omega Ratio Rank: 5353
Omega Ratio Rank
WLK Calmar Ratio Rank: 5555
Calmar Ratio Rank
WLK Martin Ratio Rank: 5858
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.

IFF vs. WLK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for International Flavors & Fragrances Inc. (IFF) and Westlake Corporation (WLK). 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.


IFFWLKDifference

Sharpe ratio

Return per unit of total volatility

-0.03

0.59

-0.62

Sortino ratio

Return per unit of downside risk

0.22

1.20

-0.98

Omega ratio

Gain probability vs. loss probability

1.03

1.13

-0.11

Calmar ratio

Return relative to maximum drawdown

-0.08

0.67

-0.76

Martin ratio

Return relative to average drawdown

-0.15

1.77

-1.92

IFF vs. WLK - Sharpe Ratio Comparison

The current IFF Sharpe Ratio is -0.03, which is lower than the WLK Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of IFF and WLK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IFFWLKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.03

0.59

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

-0.06

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.14

0.22

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.32

-0.21

Drawdowns

IFF vs. WLK - Drawdown Comparison

The maximum IFF drawdown since its inception was -87.25%, which is greater than WLK's maximum drawdown of -75.16%. Use the drawdown chart below to compare losses from any high point for IFF and WLK.


Loading charts...

Drawdown Indicators


IFFWLKDifference

Max Drawdown

Largest peak-to-trough decline

-87.25%

-75.16%

-12.09%

Max Drawdown (1Y)

Largest decline over 1 year

-24.03%

-37.77%

+13.74%

Max Drawdown (3Y)

Largest decline over 3 years

-42.63%

-64.20%

+21.57%

Max Drawdown (5Y)

Largest decline over 5 years

-57.42%

-64.20%

+6.78%

Max Drawdown (10Y)

Largest decline over 10 years

-57.42%

-75.16%

+17.74%

Current Drawdown

Current decline from peak

-46.85%

-43.77%

-3.08%

Average Drawdown

Average peak-to-trough decline

-37.28%

-26.20%

-11.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.51%

14.42%

-0.91%

Volatility

IFF vs. WLK - Volatility Comparison

International Flavors & Fragrances Inc. (IFF) has a higher volatility of 19.59% compared to Westlake Corporation (WLK) at 13.02%. This indicates that IFF's price experiences larger fluctuations and is considered to be riskier than WLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IFFWLKDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.59%

13.02%

+6.57%

Volatility (6M)

Calculated over the trailing 6-month period

27.61%

33.02%

-5.41%

Volatility (1Y)

Calculated over the trailing 1-year period

33.73%

47.19%

-13.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.69%

36.98%

-5.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.36%

39.38%

-9.02%

Dividends

IFF vs. WLK - Dividend Comparison

IFF's dividend yield for the trailing twelve months is around 2.18%, less than WLK's 2.44% yield.


PositionTTM20252024202320222021202020192018201720162015
IFF
International Flavors & Fragrances Inc.
2.18%2.37%1.89%4.00%3.05%2.07%0.00%0.00%0.00%0.00%0.00%0.00%
WLK
Westlake Corporation
2.44%2.85%1.79%1.12%1.28%1.17%1.31%1.46%1.39%0.75%1.33%1.28%

Financials

IFF vs. WLK - Financials Comparison

This section allows you to compare key financial metrics between International Flavors & Fragrances Inc. and Westlake 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


2.50B3.00B3.50B4.00B4.50B20222023202420252026
2.74B
2.65B
(IFF) Total Revenue
(WLK) Total Revenue
Values in USD except per share items

IFF vs. WLK - Profitability Comparison

The chart below illustrates the profitability comparison between International Flavors & Fragrances Inc. and Westlake Corporation 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%-10.0%0.0%10.0%20.0%30.0%40.0%20222023202420252026
37.1%
4.2%
Portfolio components
IFF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, International Flavors & Fragrances Inc. reported a gross profit of 1.02B and revenue of 2.74B. Therefore, the gross margin over that period was 37.1%.

WLK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Westlake Corporation reported a gross profit of 112.00M and revenue of 2.65B. Therefore, the gross margin over that period was 4.2%.

IFF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, International Flavors & Fragrances Inc. reported an operating income of 273.00M and revenue of 2.74B, resulting in an operating margin of 10.0%.

WLK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Westlake Corporation reported an operating income of -172.00M and revenue of 2.65B, resulting in an operating margin of -6.5%.

IFF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, International Flavors & Fragrances Inc. reported a net income of 169.00M and revenue of 2.74B, resulting in a net margin of 6.2%.

WLK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Westlake Corporation reported a net income of -169.00M and revenue of 2.65B, resulting in a net margin of -6.4%.


Frequently Asked Questions


IFF and WLK have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IFF has higher volatility (19.59%) compared to WLK (13.02%). In terms of maximum drawdown, IFF dropped -87.25% vs WLK's -75.16%.

WLK currently has the higher Sharpe Ratio (0.59 vs -0.03), 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 IFF and WLK

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer