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

Correlation

The correlation between LYB and APD is 0.51, 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

LYB vs. APD - Performance Comparison

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

400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
819.01%
428.16%
LYB
APD

Key characteristics

Sharpe Ratio

LYB:

-1.02

APD:

0.46

Sortino Ratio

LYB:

-1.40

APD:

0.79

Omega Ratio

LYB:

0.85

APD:

1.13

Calmar Ratio

LYB:

-0.67

APD:

0.41

Martin Ratio

LYB:

-1.87

APD:

1.53

Ulcer Index

LYB:

10.09%

APD:

8.49%

Daily Std Dev

LYB:

18.58%

APD:

28.09%

Max Drawdown

LYB:

-63.26%

APD:

-60.58%

Current Drawdown

LYB:

-27.48%

APD:

-12.11%

Fundamentals

Market Cap

LYB:

$24.50B

APD:

$67.76B

EPS

LYB:

$6.59

APD:

$17.24

PE Ratio

LYB:

11.45

APD:

17.67

PEG Ratio

LYB:

0.94

APD:

11.19

Total Revenue (TTM)

LYB:

$41.50B

APD:

$12.10B

Gross Profit (TTM)

LYB:

$5.41B

APD:

$3.93B

EBITDA (TTM)

LYB:

$4.68B

APD:

$6.03B

Returns By Period

In the year-to-date period, LYB achieves a -18.24% return, which is significantly lower than APD's 9.93% return. Over the past 10 years, LYB has underperformed APD with an annualized return of 6.04%, while APD has yielded a comparatively higher 10.31% annualized return.


LYB

YTD

-18.24%

1M

-9.43%

6M

-20.46%

1Y

-19.39%

5Y*

1.17%

10Y*

6.04%

APD

YTD

9.93%

1M

-10.02%

6M

9.49%

1Y

11.48%

5Y*

7.17%

10Y*

10.31%

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

LYB vs. APD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LyondellBasell Industries N.V. (LYB) and Air Products and Chemicals, Inc. (APD). 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 LYB, currently valued at -1.02, compared to the broader market-4.00-2.000.002.00-1.020.46
The chart of Sortino ratio for LYB, currently valued at -1.40, compared to the broader market-4.00-2.000.002.004.00-1.400.79
The chart of Omega ratio for LYB, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.13
The chart of Calmar ratio for LYB, currently valued at -0.67, compared to the broader market0.002.004.006.00-0.670.41
The chart of Martin ratio for LYB, currently valued at -1.87, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.871.53
LYB
APD

The current LYB Sharpe Ratio is -1.02, which is lower than the APD Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of LYB and APD, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-1.02
0.46
LYB
APD

Dividends

LYB vs. APD - Dividend Comparison

LYB's dividend yield for the trailing twelve months is around 7.17%, more than APD's 2.39% yield.


TTM20232022202120202019201820172016201520142013
LYB
LyondellBasell Industries N.V.
7.17%5.20%11.92%4.81%4.58%20.27%4.81%3.22%3.88%3.50%3.40%2.49%
APD
Air Products and Chemicals, Inc.
2.39%2.56%2.10%1.97%1.96%1.97%2.75%2.32%1.29%0.14%0.12%0.14%

Drawdowns

LYB vs. APD - Drawdown Comparison

The maximum LYB drawdown since its inception was -63.26%, roughly equal to the maximum APD drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for LYB and APD. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.48%
-12.11%
LYB
APD

Volatility

LYB vs. APD - Volatility Comparison

LyondellBasell Industries N.V. (LYB) has a higher volatility of 6.14% compared to Air Products and Chemicals, Inc. (APD) at 4.58%. This indicates that LYB's price experiences larger fluctuations and is considered to be riskier than APD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.14%
4.58%
LYB
APD

Financials

LYB vs. APD - Financials Comparison

This section allows you to compare key financial metrics between LyondellBasell Industries N.V. and Air Products and Chemicals, Inc.. 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 © 2024 PortfoliosLab