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LIN vs. PG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LINPG
YTD Return9.26%6.67%
1Y Return25.22%4.95%
3Y Return (Ann)17.72%7.41%
5Y Return (Ann)21.83%10.89%
10Y Return (Ann)15.47%9.87%
Sharpe Ratio1.590.38
Daily Std Dev16.40%14.42%
Max Drawdown-51.76%-54.23%
Current Drawdown-5.79%-4.48%

Fundamentals


LINPG
Market Cap$223.61B$381.78B
EPS$12.59$5.97
PE Ratio36.8827.18
PEG Ratio2.993.43
Revenue (TTM)$32.85B$83.93B
Gross Profit (TTM)$13.91B$39.25B
EBITDA (TTM)$12.09B$23.72B

Correlation

0.29
-1.001.00

The correlation between LIN and PG is 0.29, 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.

Performance

LIN vs. PG - Performance Comparison

In the year-to-date period, LIN achieves a 9.26% return, which is significantly higher than PG's 6.67% return. Over the past 10 years, LIN has outperformed PG with an annualized return of 15.47%, while PG has yielded a comparatively lower 9.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
19.11%
8.71%
LIN
PG

Compare stocks, funds, or ETFs


Linde plc

The Procter & Gamble Company

Risk-Adjusted Performance

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.


LIN
Sharpe ratio
The Sharpe ratio of LIN compared to the broader market-2.00-1.000.001.002.003.004.001.59
Sortino ratio
The Sortino ratio of LIN compared to the broader market-4.00-2.000.002.004.006.002.24
Omega ratio
The Omega ratio of LIN compared to the broader market0.501.001.501.30
Calmar ratio
The Calmar ratio of LIN compared to the broader market0.001.002.003.004.005.006.004.01
Martin ratio
The Martin ratio of LIN compared to the broader market0.0010.0020.0030.009.13
PG
Sharpe ratio
The Sharpe ratio of PG compared to the broader market-2.00-1.000.001.002.003.004.000.38
Sortino ratio
The Sortino ratio of PG compared to the broader market-4.00-2.000.002.004.006.000.65
Omega ratio
The Omega ratio of PG compared to the broader market0.501.001.501.08
Calmar ratio
The Calmar ratio of PG compared to the broader market0.001.002.003.004.005.006.000.52
Martin ratio
The Martin ratio of PG compared to the broader market0.0010.0020.0030.001.34

LIN vs. PG - Sharpe Ratio Comparison

The current LIN Sharpe Ratio is 1.59, which is higher than the PG Sharpe Ratio of 0.38. The chart below compares the 12-month rolling Sharpe Ratio of LIN and PG.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.59
0.38
LIN
PG

Dividends

LIN vs. PG - Dividend Comparison

LIN's dividend yield for the trailing twelve months is around 1.17%, less than PG's 2.42% yield.


TTM20232022202120202019201820172016201520142013
LIN
Linde plc
1.17%1.24%1.43%1.22%1.46%1.64%2.11%2.04%2.56%2.79%2.01%1.85%
PG
The Procter & Gamble Company
2.42%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%

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%. The drawdown chart below compares losses from any high point along the way for LIN and PG


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.79%
-4.48%
LIN
PG

Volatility

LIN vs. PG - Volatility Comparison

The current volatility for Linde plc (LIN) is 3.30%, while The Procter & Gamble Company (PG) has a volatility of 3.63%. This indicates that LIN experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
3.30%
3.63%
LIN
PG