PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LIN vs. PG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LIN and PG is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

LIN vs. PG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Linde plc (LIN) and The Procter & Gamble Company (PG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-4.17%
-4.65%
LIN
PG

Key characteristics

Sharpe Ratio

LIN:

0.40

PG:

0.56

Sortino Ratio

LIN:

0.63

PG:

0.87

Omega Ratio

LIN:

1.08

PG:

1.12

Calmar Ratio

LIN:

0.40

PG:

0.74

Martin Ratio

LIN:

0.93

PG:

2.54

Ulcer Index

LIN:

6.35%

PG:

3.41%

Daily Std Dev

LIN:

14.80%

PG:

15.33%

Max Drawdown

LIN:

-51.76%

PG:

-54.23%

Current Drawdown

LIN:

-11.75%

PG:

-11.16%

Fundamentals

Market Cap

LIN:

$203.79B

PG:

$375.98B

EPS

LIN:

$13.18

PG:

$5.80

PE Ratio

LIN:

32.47

PG:

27.53

PEG Ratio

LIN:

2.40

PG:

3.38

Total Revenue (TTM)

LIN:

$24.72B

PG:

$62.46B

Gross Profit (TTM)

LIN:

$9.98B

PG:

$31.84B

EBITDA (TTM)

LIN:

$9.26B

PG:

$16.49B

Returns By Period

In the year-to-date period, LIN achieves a 2.22% return, which is significantly higher than PG's -4.77% return. Over the past 10 years, LIN has outperformed PG with an annualized return of 15.41%, while PG has yielded a comparatively lower 8.79% annualized return.


LIN

YTD

2.22%

1M

-0.07%

6M

-4.17%

1Y

6.53%

5Y*

16.61%

10Y*

15.41%

PG

YTD

-4.77%

1M

-6.71%

6M

-4.65%

1Y

9.23%

5Y*

7.43%

10Y*

8.79%

*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

LIN vs. PG — Risk-Adjusted Performance Rank

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

LIN
The Risk-Adjusted Performance Rank of LIN is 5858
Overall Rank
The Sharpe Ratio Rank of LIN is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of LIN is 5252
Sortino Ratio Rank
The Omega Ratio Rank of LIN is 5252
Omega Ratio Rank
The Calmar Ratio Rank of LIN is 6666
Calmar Ratio Rank
The Martin Ratio Rank of LIN is 5959
Martin Ratio Rank

PG
The Risk-Adjusted Performance Rank of PG is 6666
Overall Rank
The Sharpe Ratio Rank of PG is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of PG is 5858
Sortino Ratio Rank
The Omega Ratio Rank of PG is 5858
Omega Ratio Rank
The Calmar Ratio Rank of PG is 7676
Calmar Ratio Rank
The Martin Ratio Rank of PG is 7272
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.

LIN vs. PG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Linde plc (LIN) and The Procter & Gamble Company (PG). 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 LIN, currently valued at 0.40, compared to the broader market-2.000.002.000.400.56
The chart of Sortino ratio for LIN, currently valued at 0.63, compared to the broader market-4.00-2.000.002.004.000.630.87
The chart of Omega ratio for LIN, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.12
The chart of Calmar ratio for LIN, currently valued at 0.40, compared to the broader market0.002.004.006.000.400.74
The chart of Martin ratio for LIN, currently valued at 0.93, compared to the broader market-30.00-20.00-10.000.0010.0020.000.932.54
LIN
PG

The current LIN Sharpe Ratio is 0.40, which is comparable to the PG Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of LIN and PG, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.40
0.56
LIN
PG

Dividends

LIN vs. PG - Dividend Comparison

LIN's dividend yield for the trailing twelve months is around 1.30%, less than PG's 2.48% yield.


TTM20242023202220212020201920182017201620152014
LIN
Linde plc
1.30%1.33%1.24%1.43%1.22%1.46%1.64%2.11%2.04%2.56%2.79%2.01%
PG
The Procter & Gamble Company
2.48%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%

Drawdowns

LIN vs. PG - Drawdown Comparison

The maximum LIN drawdown since its inception was -51.76%, roughly equal to the maximum PG drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for LIN and PG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.75%
-11.16%
LIN
PG

Volatility

LIN vs. PG - Volatility Comparison

Linde plc (LIN) has a higher volatility of 4.68% compared to The Procter & Gamble Company (PG) at 4.20%. This indicates that LIN's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
4.68%
4.20%
LIN
PG

Financials

LIN vs. PG - Financials Comparison

This section allows you to compare key financial metrics between Linde plc and The Procter & Gamble Company. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab