LIN vs. PG

In the year-to-date period, LIN achieves a 7.46% return, which is significantly higher than PG's -2.75% return. Over the past 10 years, LIN has outperformed PG with an annualized return of 15.82%, while PG has yielded a comparatively lower 10.33% annualized return.

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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.

The current LIN Sharpe Ratio is 0.11, which is comparable to the PG Sharpe Ratio of 0.11. 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.

LIN's dividend yield for the trailing twelve months is around 1.26%, less than PG's 2.53% yield.

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.

Linde plc (LIN) has a higher volatility of 12.59% compared to The Procter & Gamble Company (PG) at 9.36%. 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.

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.