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LYB vs. CTVA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


LYBCTVA
YTD Return3.97%20.09%
1Y Return-0.36%11.34%
3Y Return (Ann)8.02%12.16%
5Y Return (Ann)7.67%15.96%
Sharpe Ratio0.010.32
Daily Std Dev18.60%30.53%
Max Drawdown-63.26%-34.76%
Current Drawdown-7.79%-13.49%

Fundamentals


LYBCTVA
Market Cap$30.88B$39.49B
EPS$7.11$1.26
PE Ratio13.3645.27
PEG Ratio0.801.07
Total Revenue (TTM)$41.80B$16.90B
Gross Profit (TTM)$5.62B$7.12B
EBITDA (TTM)$4.28B$3.10B

Correlation

-0.50.00.51.00.5

The correlation between LYB and CTVA is 0.53, 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.

Performance

LYB vs. CTVA - Performance Comparison

In the year-to-date period, LYB achieves a 3.97% return, which is significantly lower than CTVA's 20.09% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%AprilMayJuneJulyAugustSeptember
-2.21%
4.96%
LYB
CTVA

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Risk-Adjusted Performance

LYB vs. CTVA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LyondellBasell Industries N.V. (LYB) and Corteva, Inc. (CTVA). 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.


LYB
Sharpe ratio
The chart of Sharpe ratio for LYB, currently valued at 0.01, compared to the broader market-4.00-2.000.002.000.01
Sortino ratio
The chart of Sortino ratio for LYB, currently valued at 0.14, compared to the broader market-6.00-4.00-2.000.002.004.000.14
Omega ratio
The chart of Omega ratio for LYB, currently valued at 1.02, compared to the broader market0.501.001.501.02
Calmar ratio
The chart of Calmar ratio for LYB, currently valued at 0.01, compared to the broader market0.001.002.003.004.005.000.01
Martin ratio
The chart of Martin ratio for LYB, currently valued at 0.02, compared to the broader market-10.000.0010.0020.000.02
CTVA
Sharpe ratio
The chart of Sharpe ratio for CTVA, currently valued at 0.32, compared to the broader market-4.00-2.000.002.000.32
Sortino ratio
The chart of Sortino ratio for CTVA, currently valued at 0.77, compared to the broader market-6.00-4.00-2.000.002.004.000.77
Omega ratio
The chart of Omega ratio for CTVA, currently valued at 1.10, compared to the broader market0.501.001.501.10
Calmar ratio
The chart of Calmar ratio for CTVA, currently valued at 0.28, compared to the broader market0.001.002.003.004.005.000.28
Martin ratio
The chart of Martin ratio for CTVA, currently valued at 1.32, compared to the broader market-10.000.0010.0020.001.32

LYB vs. CTVA - Sharpe Ratio Comparison

The current LYB Sharpe Ratio is 0.01, which is lower than the CTVA Sharpe Ratio of 0.32. The chart below compares the 12-month rolling Sharpe Ratio of LYB and CTVA.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.01
0.32
LYB
CTVA

Dividends

LYB vs. CTVA - Dividend Comparison

LYB's dividend yield for the trailing twelve months is around 5.45%, more than CTVA's 1.14% yield.


TTM20232022202120202019201820172016201520142013
LYB
LyondellBasell Industries N.V.
5.45%5.20%11.92%4.81%4.58%20.27%4.81%3.22%3.88%3.50%3.40%2.49%
CTVA
Corteva, Inc.
1.14%1.29%0.99%1.14%1.34%0.88%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LYB vs. CTVA - Drawdown Comparison

The maximum LYB drawdown since its inception was -63.26%, which is greater than CTVA's maximum drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for LYB and CTVA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-7.79%
-13.49%
LYB
CTVA

Volatility

LYB vs. CTVA - Volatility Comparison

The current volatility for LyondellBasell Industries N.V. (LYB) is 4.89%, while Corteva, Inc. (CTVA) has a volatility of 5.22%. This indicates that LYB experiences smaller price fluctuations and is considered to be less risky than CTVA 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%9.00%AprilMayJuneJulyAugustSeptember
4.89%
5.22%
LYB
CTVA

Financials

LYB vs. CTVA - Financials Comparison

This section allows you to compare key financial metrics between LyondellBasell Industries N.V. and Corteva, 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