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IFF vs. WLK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IFF and WLK is 0.48, 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

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.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-11.23%
-17.61%
IFF
WLK

Key characteristics

Sharpe Ratio

IFF:

0.50

WLK:

-0.49

Sortino Ratio

IFF:

0.82

WLK:

-0.55

Omega Ratio

IFF:

1.12

WLK:

0.94

Calmar Ratio

IFF:

0.26

WLK:

-0.41

Martin Ratio

IFF:

1.46

WLK:

-0.92

Ulcer Index

IFF:

8.76%

WLK:

13.88%

Daily Std Dev

IFF:

25.63%

WLK:

25.80%

Max Drawdown

IFF:

-67.63%

WLK:

-75.15%

Current Drawdown

IFF:

-38.23%

WLK:

-26.67%

Fundamentals

Market Cap

IFF:

$22.41B

WLK:

$15.14B

EPS

IFF:

-$9.08

WLK:

$0.72

PEG Ratio

IFF:

1.87

WLK:

1.59

Total Revenue (TTM)

IFF:

$8.71B

WLK:

$9.30B

Gross Profit (TTM)

IFF:

$2.82B

WLK:

$1.57B

EBITDA (TTM)

IFF:

$1.40B

WLK:

$1.69B

Returns By Period

In the year-to-date period, IFF achieves a 3.64% return, which is significantly higher than WLK's 2.55% return. Over the past 10 years, IFF has underperformed WLK with an annualized return of 0.47%, while WLK has yielded a comparatively higher 8.94% annualized return.


IFF

YTD

3.64%

1M

3.59%

6M

-11.23%

1Y

8.41%

5Y*

-5.75%

10Y*

0.47%

WLK

YTD

2.55%

1M

2.88%

6M

-17.61%

1Y

-15.52%

5Y*

14.38%

10Y*

8.94%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

IFF vs. WLK — Risk-Adjusted Performance Rank

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

IFF
The Risk-Adjusted Performance Rank of IFF is 5959
Overall Rank
The Sharpe Ratio Rank of IFF is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of IFF is 5454
Sortino Ratio Rank
The Omega Ratio Rank of IFF is 5757
Omega Ratio Rank
The Calmar Ratio Rank of IFF is 5858
Calmar Ratio Rank
The Martin Ratio Rank of IFF is 6262
Martin Ratio Rank

WLK
The Risk-Adjusted Performance Rank of WLK is 2121
Overall Rank
The Sharpe Ratio Rank of WLK is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of WLK is 1818
Sortino Ratio Rank
The Omega Ratio Rank of WLK is 2020
Omega Ratio Rank
The Calmar Ratio Rank of WLK is 2222
Calmar Ratio Rank
The Martin Ratio Rank of WLK is 2525
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IFF vs. WLK - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for IFF, currently valued at 0.50, compared to the broader market-2.000.002.000.50-0.49
The chart of Sortino ratio for IFF, currently valued at 0.82, compared to the broader market-4.00-2.000.002.004.000.82-0.55
The chart of Omega ratio for IFF, currently valued at 1.12, compared to the broader market0.501.001.502.001.120.94
The chart of Calmar ratio for IFF, currently valued at 0.26, compared to the broader market0.002.004.006.000.26-0.41
The chart of Martin ratio for IFF, currently valued at 1.46, compared to the broader market-10.000.0010.0020.001.46-0.92
IFF
WLK

The current IFF Sharpe Ratio is 0.50, which is higher than the WLK Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of IFF and WLK, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.50
-0.49
IFF
WLK

Dividends

IFF vs. WLK - Dividend Comparison

IFF's dividend yield for the trailing twelve months is around 1.83%, more than WLK's 1.74% yield.


TTM20242023202220212020201920182017201620152014
IFF
International Flavors & Fragrances Inc.
1.83%1.89%4.00%3.05%2.07%2.79%2.29%2.12%1.74%2.04%1.72%1.70%
WLK
Westlake Corporation
1.74%1.79%1.22%1.28%1.17%1.31%1.46%1.39%0.75%1.33%1.28%0.95%

Drawdowns

IFF vs. WLK - Drawdown Comparison

The maximum IFF drawdown since its inception was -67.63%, smaller than the maximum WLK drawdown of -75.15%. Use the drawdown chart below to compare losses from any high point for IFF and WLK. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-38.23%
-26.67%
IFF
WLK

Volatility

IFF vs. WLK - Volatility Comparison

The current volatility for International Flavors & Fragrances Inc. (IFF) is 4.48%, while Westlake Corporation (WLK) has a volatility of 5.63%. This indicates that IFF experiences smaller price fluctuations and is considered to be less risky than WLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
4.48%
5.63%
IFF
WLK

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


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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