PortfoliosLab logoPortfoliosLab logo
LYB vs. BASFY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LYB vs. BASFY - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, LYB achieves a 38.22% return, which is significantly higher than BASFY's 12.33% return. Over the past 10 years, LYB has outperformed BASFY with an annualized return of 5.26%, while BASFY has yielded a comparatively lower 1.88% annualized return.


LYB

1D
-2.58%
1M
-15.19%
YTD
38.22%
6M
37.27%
1Y
8.06%
3Y*
-6.86%
5Y*
-4.39%
10Y*
5.26%

BASFY

1D
0.68%
1M
-7.05%
YTD
12.33%
6M
13.56%
1Y
22.75%
3Y*
12.62%
5Y*
-0.54%
10Y*
1.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYB vs. BASFY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYB
LyondellBasell Industries N.V.
38.22%-35.96%-17.38%20.70%-0.98%5.07%2.64%44.63%-21.69%33.72%
BASFY
BASF SE ADR
12.33%25.09%-12.88%16.63%-24.49%-6.66%9.89%9.85%-34.32%21.70%

Correlation

The correlation between LYB and BASFY is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.42

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

0.49

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

0.51

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.52

The correlation between LYB and BASFY shifts across timeframes, from 0.40 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

LYB:

-$3.19

BASFY:

€0.49

PS Ratio

LYB:

0.63

BASFY:

0.72

Total Revenue (TTM)

LYB:

$22.48B

BASFY:

€60.25B

Gross Profit (TTM)

LYB:

-$4.33B

BASFY:

€14.63B

EBITDA (TTM)

LYB:

$935.00M

BASFY:

€6.34B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

LYB vs. BASFY — Risk / Return Rank

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

LYB
LYB Risk / Return Rank: 4646
Overall Rank
LYB Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
LYB Sortino Ratio Rank: 4545
Sortino Ratio Rank
LYB Omega Ratio Rank: 4444
Omega Ratio Rank
LYB Calmar Ratio Rank: 4848
Calmar Ratio Rank
LYB Martin Ratio Rank: 4646
Martin Ratio Rank

BASFY
BASFY Risk / Return Rank: 6666
Overall Rank
BASFY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BASFY Sortino Ratio Rank: 6363
Sortino Ratio Rank
BASFY Omega Ratio Rank: 5959
Omega Ratio Rank
BASFY Calmar Ratio Rank: 7171
Calmar Ratio Rank
BASFY Martin Ratio Rank: 6868
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.

LYB vs. BASFY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LyondellBasell Industries N.V. (LYB) and BASF SE ADR (BASFY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LYBBASFYDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.07

1.15

-0.08

Calmar ratioReturn relative to maximum drawdown

0.23

1.56

-1.33

Martin ratioReturn relative to average drawdown

0.40

3.04

-2.65

LYB vs. BASFY - Sharpe Ratio Comparison

The current LYB Sharpe Ratio is 0.18, which is lower than the BASFY Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of LYB and BASFY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

LYB vs. BASFY - Drawdown Comparison

The maximum LYB drawdown since its inception was -63.26%, roughly equal to the maximum BASFY drawdown of -62.68%. Use the drawdown chart below to compare losses from any high point for LYB and BASFY.


Loading charts...

Drawdown Indicators


LYBBASFYDifference

Max Drawdown

Largest peak-to-trough decline

-63.26%

-62.68%

-0.58%

Max Drawdown (1Y)

Largest decline over 1 year

-35.45%

-14.62%

-20.83%

Max Drawdown (3Y)

Largest decline over 3 years

-55.35%

-26.27%

-29.08%

Max Drawdown (5Y)

Largest decline over 5 years

-55.35%

-50.06%

-5.29%

Max Drawdown (10Y)

Largest decline over 10 years

-63.26%

-62.68%

-0.58%

Current Drawdown

Current decline from peak

-35.13%

-26.97%

-8.16%

Average Drawdown

Average peak-to-trough decline

-15.14%

-30.67%

+15.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.39%

7.50%

+12.89%

Volatility

LYB vs. BASFY - Volatility Comparison

LyondellBasell Industries N.V. (LYB) and BASF SE ADR (BASFY) have volatilities of 7.26% and 6.98%, 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.


Loading charts...

Volatility by Period


LYBBASFYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.26%

6.98%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

34.22%

20.14%

+14.08%

Volatility (1Y)

Calculated over the trailing 1-year period

46.14%

27.66%

+18.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.84%

30.61%

+2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.81%

29.84%

+6.97%

Dividends

LYB vs. BASFY - Dividend Comparison

LYB's dividend yield for the trailing twelve months is around 7.04%, more than BASFY's 4.65% yield.


PositionTTM20252024202320222021202020192018201720162015
BASFY
BASF SE ADR
4.65%4.74%8.46%6.70%7.58%5.59%3.39%3.44%3.73%2.20%0.00%0.00%
LYB
LyondellBasell Industries N.V.
7.04%12.59%7.10%5.20%11.92%4.81%4.58%20.27%4.81%3.22%3.88%3.50%

Financials

LYB vs. BASFY - Financials Comparison

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


0.005.00B10.00B15.00B20.00B202220232024202520260
16.28B
(LYB) Total Revenue
(BASFY) Total Revenue
Please note, different currencies. LYB values in USD, BASFY values in EUR

Frequently Asked Questions


LYB and BASFY have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LYB has higher volatility (7.26%) compared to BASFY (6.98%). In terms of maximum drawdown, LYB dropped -63.26% vs BASFY's -62.68%.

BASFY currently has the higher Sharpe Ratio (0.83 vs 0.18), 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

Find the right allocation for LYB and BASFY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer