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LYB vs. CTVA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LYB vs. CTVA - Performance Comparison

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

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Returns By Period

In the year-to-date period, LYB achieves a 56.31% return, which is significantly higher than CTVA's 16.09% return.


LYB

1D
-1.66%
1M
-14.00%
YTD
56.31%
6M
56.82%
1Y
27.29%
3Y*
-3.46%
5Y*
-4.28%
10Y*
5.67%

CTVA

1D
-0.44%
1M
-7.46%
YTD
16.09%
6M
17.38%
1Y
9.57%
3Y*
12.52%
5Y*
12.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYB vs. CTVA - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LYB
LyondellBasell Industries N.V.
56.31%-35.96%-17.38%20.70%-0.98%5.07%2.64%25.93%
CTVA
Corteva, Inc.
16.09%18.89%20.24%-17.51%25.58%23.55%33.49%2.91%

Correlation

The correlation between LYB and CTVA is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.41

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

0.48

Correlation (All Time)
Calculated using the full available price history since May 28, 2019

0.50

The correlation between LYB and CTVA shifts across timeframes, from 0.39 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

LYB:

-$3.19

CTVA:

$1.72

PS Ratio

LYB:

0.71

CTVA:

2.93

Total Revenue (TTM)

LYB:

$22.48B

CTVA:

$17.89B

Gross Profit (TTM)

LYB:

-$4.33B

CTVA:

$6.00B

EBITDA (TTM)

LYB:

$935.00M

CTVA:

$2.68B

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Return for Risk

LYB vs. CTVA — Risk / Return Rank

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

LYB
LYB Risk / Return Rank: 5858
Overall Rank
LYB Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
LYB Sortino Ratio Rank: 5757
Sortino Ratio Rank
LYB Omega Ratio Rank: 5656
Omega Ratio Rank
LYB Calmar Ratio Rank: 5858
Calmar Ratio Rank
LYB Martin Ratio Rank: 5656
Martin Ratio Rank

CTVA
CTVA Risk / Return Rank: 5151
Overall Rank
CTVA Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
CTVA Sortino Ratio Rank: 4747
Sortino Ratio Rank
CTVA Omega Ratio Rank: 4848
Omega Ratio Rank
CTVA Calmar Ratio Rank: 5353
Calmar Ratio Rank
CTVA Martin Ratio Rank: 5353
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. CTVA - Risk-Adjusted Trends 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.


LYBCTVADifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.14

1.09

+0.04

Calmar ratioReturn relative to maximum drawdown

0.77

0.46

+0.31

Martin ratioReturn relative to average drawdown

1.38

1.01

+0.36

LYB vs. CTVA - Sharpe Ratio Comparison

The current LYB Sharpe Ratio is 0.60, which is higher than the CTVA Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of LYB and CTVA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LYBCTVADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.42

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.46

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.51

-0.10

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.


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Drawdown Indicators


LYBCTVADifference

Max Drawdown

Largest peak-to-trough decline

-63.26%

-34.76%

-28.50%

Max Drawdown (1Y)

Largest decline over 1 year

-35.45%

-20.71%

-14.74%

Max Drawdown (3Y)

Largest decline over 3 years

-55.35%

-25.41%

-29.94%

Max Drawdown (5Y)

Largest decline over 5 years

-55.35%

-34.76%

-20.59%

Max Drawdown (10Y)

Largest decline over 10 years

-63.26%

Current Drawdown

Current decline from peak

-26.64%

-9.15%

-17.49%

Average Drawdown

Average peak-to-trough decline

-15.10%

-10.51%

-4.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.84%

9.45%

+10.39%

Volatility

LYB vs. CTVA - Volatility Comparison

LyondellBasell Industries N.V. (LYB) has a higher volatility of 8.79% compared to Corteva, Inc. (CTVA) at 7.19%. This indicates that LYB's price experiences larger fluctuations and is considered to be riskier than CTVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYBCTVADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.79%

7.19%

+1.60%

Volatility (6M)

Calculated over the trailing 6-month period

35.08%

15.41%

+19.67%

Volatility (1Y)

Calculated over the trailing 1-year period

46.01%

23.14%

+22.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.84%

26.91%

+5.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.75%

32.68%

+4.07%

Dividends

LYB vs. CTVA - Dividend Comparison

LYB's dividend yield for the trailing twelve months is around 6.23%, more than CTVA's 0.93% yield.


PositionTTM20252024202320222021202020192018201720162015
CTVA
Corteva, Inc.
0.93%1.04%1.16%1.29%0.99%1.14%1.34%0.88%0.00%0.00%0.00%0.00%
LYB
LyondellBasell Industries N.V.
6.23%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. 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


0.005.00B10.00B15.00B202220232024202520260
4.91B
(LYB) Total Revenue
(CTVA) Total Revenue
Values in USD except per share items

Frequently Asked Questions


LYB and CTVA have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LYB has higher volatility (8.79%) compared to CTVA (7.19%). In terms of maximum drawdown, LYB dropped -63.26% vs CTVA's -34.76%.

LYB currently has the higher Sharpe Ratio (0.60 vs 0.42), 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 CTVA

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