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KEY vs. LYB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KEY vs. LYB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KeyCorp (KEY) and LyondellBasell Industries N.V. (LYB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KEY achieves a 7.52% return, which is significantly lower than LYB's 52.35% return. Over the past 10 years, KEY has outperformed LYB with an annualized return of 10.03%, while LYB has yielded a comparatively lower 5.29% annualized return.


KEY

1D
0.42%
1M
1.74%
YTD
7.52%
6M
15.23%
1Y
38.89%
3Y*
33.73%
5Y*
4.07%
10Y*
10.03%

LYB

1D
-2.54%
1M
-9.18%
YTD
52.35%
6M
52.17%
1Y
22.89%
3Y*
-4.03%
5Y*
-4.78%
10Y*
5.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KEY vs. LYB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KEY
KeyCorp
7.52%26.22%25.34%-11.53%-21.69%45.92%-14.50%42.72%-24.61%12.74%
LYB
LyondellBasell Industries N.V.
52.35%-35.96%-17.38%20.70%-0.98%5.07%2.64%44.63%-21.69%33.72%

Correlation

The correlation between KEY and LYB is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.32

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

0.46

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

0.51

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2010

0.50

Over the past year, the correlation between KEY and LYB has dropped to 0.17 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

Fundamentals

EPS

KEY:

$1.78

LYB:

-$3.19

PS Ratio

KEY:

2.12

LYB:

0.70

Total Revenue (TTM)

KEY:

$11.22B

LYB:

$22.48B

Gross Profit (TTM)

KEY:

$7.20B

LYB:

-$4.33B

EBITDA (TTM)

KEY:

$2.51B

LYB:

$935.00M

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Return for Risk

KEY vs. LYB — Risk / Return Rank

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

KEY
KEY Risk / Return Rank: 8181
Overall Rank
KEY Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
KEY Sortino Ratio Rank: 8181
Sortino Ratio Rank
KEY Omega Ratio Rank: 8080
Omega Ratio Rank
KEY Calmar Ratio Rank: 7878
Calmar Ratio Rank
KEY Martin Ratio Rank: 8080
Martin Ratio Rank

LYB
LYB Risk / Return Rank: 5656
Overall Rank
LYB Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
LYB Sortino Ratio Rank: 5555
Sortino Ratio Rank
LYB Omega Ratio Rank: 5454
Omega Ratio Rank
LYB Calmar Ratio Rank: 5757
Calmar Ratio Rank
LYB Martin Ratio Rank: 5555
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.

KEY vs. LYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KeyCorp (KEY) and LyondellBasell Industries N.V. (LYB). 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.


KEYLYBDifference
Sharpe ratioReturn per unit of total volatility

+1.23

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

1.30

1.13

+0.17

Calmar ratioReturn relative to maximum drawdown

2.41

0.71

+1.70

Martin ratioReturn relative to average drawdown

6.55

1.26

+5.29

KEY vs. LYB - Sharpe Ratio Comparison

The current KEY Sharpe Ratio is 1.78, which is higher than the LYB Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of KEY and LYB, 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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Sharpe Ratios by Period


KEYLYBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

0.54

+1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

-0.15

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.14

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.40

-0.26

Drawdowns

KEY vs. LYB - Drawdown Comparison

The maximum KEY drawdown since its inception was -87.08%, which is greater than LYB's maximum drawdown of -63.26%. Use the drawdown chart below to compare losses from any high point for KEY and LYB.


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Drawdown Indicators


KEYLYBDifference

Max Drawdown

Largest peak-to-trough decline

-87.08%

-63.26%

-23.82%

Max Drawdown (1Y)

Largest decline over 1 year

-17.76%

-35.45%

+17.69%

Max Drawdown (3Y)

Largest decline over 3 years

-32.21%

-55.35%

+23.14%

Max Drawdown (5Y)

Largest decline over 5 years

-65.23%

-55.35%

-9.88%

Max Drawdown (10Y)

Largest decline over 10 years

-65.23%

-63.26%

-1.97%

Current Drawdown

Current decline from peak

-4.38%

-28.50%

+24.12%

Average Drawdown

Average peak-to-trough decline

-32.89%

-15.11%

-17.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.52%

19.88%

-13.36%

Volatility

KEY vs. LYB - Volatility Comparison

KeyCorp (KEY) and LyondellBasell Industries N.V. (LYB) have volatilities of 7.36% and 7.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KEYLYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.36%

7.40%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

17.24%

34.97%

-17.73%

Volatility (1Y)

Calculated over the trailing 1-year period

24.12%

46.09%

-21.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.05%

32.84%

+5.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.83%

36.75%

+3.08%

Dividends

KEY vs. LYB - Dividend Comparison

KEY's dividend yield for the trailing twelve months is around 3.77%, less than LYB's 6.39% yield.


PositionTTM20252024202320222021202020192018201720162015
KEY
KeyCorp
3.77%3.97%4.78%5.69%4.54%3.24%4.51%3.51%3.82%1.88%1.81%3.83%
LYB
LyondellBasell Industries N.V.
6.39%12.59%7.10%5.20%11.92%4.81%4.58%20.27%4.81%3.22%3.88%3.50%

Financials

KEY vs. LYB - Financials Comparison

This section allows you to compare key financial metrics between KeyCorp and LyondellBasell Industries N.V.. 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


0.005.00B10.00B15.00B20222023202420252026
2.73B
0
(KEY) Total Revenue
(LYB) Total Revenue
Values in USD except per share items

Frequently Asked Questions


KEY and LYB have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LYB has higher volatility (7.40%) compared to KEY (7.36%). In terms of maximum drawdown, KEY dropped -87.08% vs LYB's -63.26%.

KEY currently has the higher Sharpe Ratio (1.78 vs 0.54), 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

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