LYB vs. DEO
Compare and contrast key facts about LyondellBasell Industries N.V. (LYB) and Diageo plc (DEO).
Performance
LYB vs. DEO - Performance Comparison
Loading graphics...
LYB vs. DEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYB LyondellBasell Industries N.V. | 79.31% | -35.96% | -17.38% | 20.70% | -0.98% | 5.07% | 2.64% | 44.63% | -21.69% | 33.72% |
DEO Diageo plc | -13.49% | -29.31% | -10.09% | -16.28% | -17.40% | 41.72% | -3.26% | 21.39% | -0.43% | 44.13% |
Fundamentals
LYB:
$24.93K
DEO:
$41.62B
LYB:
-$2.79
DEO:
$9.85
LYB:
0.72
DEO:
1.11
LYB:
$23.06B
DEO:
$37.37B
LYB:
$2.26B
DEO:
$22.42B
LYB:
$840.00M
DEO:
$10.72B
Returns By Period
In the year-to-date period, LYB achieves a 79.31% return, which is significantly higher than DEO's -13.49% return. Over the past 10 years, LYB has outperformed DEO with an annualized return of 6.56%, while DEO has yielded a comparatively lower -1.13% annualized return.
LYB
- 1D
- -4.78%
- 1M
- 32.53%
- YTD
- 79.31%
- 6M
- 64.96%
- 1Y
- 19.67%
- 3Y*
- 0.01%
- 5Y*
- 0.48%
- 10Y*
- 6.56%
DEO
- 1D
- 0.24%
- 1M
- -13.75%
- YTD
- -13.49%
- 6M
- -20.67%
- 1Y
- -26.72%
- 3Y*
- -23.44%
- 5Y*
- -12.72%
- 10Y*
- -1.13%
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. DEO — Risk / Return Rank
LYB
DEO
LYB vs. DEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LyondellBasell Industries N.V. (LYB) and Diageo plc (DEO). 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 | DEO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.41 | -0.84 | +1.25 |
Sortino ratioReturn per unit of downside risk | 0.92 | -1.04 | +1.96 |
Omega ratioGain probability vs. loss probability | 1.11 | 0.86 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.51 | -0.75 | +1.27 |
Martin ratioReturn relative to average drawdown | 0.86 | -1.63 | +2.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| LYB | DEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | -0.84 | +1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | -0.53 | +0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | -0.05 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.28 | +0.16 |
Correlation
The correlation between LYB and DEO is 0.32, 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.
Dividends
LYB vs. DEO - Dividend Comparison
LYB's dividend yield for the trailing twelve months is around 6.26%, more than DEO's 3.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LYB LyondellBasell Industries N.V. | 6.26% | 12.59% | 7.10% | 5.20% | 11.92% | 4.81% | 4.58% | 20.27% | 4.81% | 3.22% | 3.88% | 3.50% |
DEO Diageo plc | 3.38% | 4.80% | 3.26% | 2.77% | 2.16% | 1.82% | 2.29% | 2.07% | 2.51% | 2.18% | 3.00% | 3.13% |
Drawdowns
LYB vs. DEO - Drawdown Comparison
The maximum LYB drawdown since its inception was -63.26%, roughly equal to the maximum DEO drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for LYB and DEO.
Loading graphics...
Drawdown Indicators
| LYB | DEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.26% | -63.41% | +0.15% |
Max Drawdown (1Y)Largest decline over 1 year | -37.06% | -35.75% | -1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -55.35% | -63.41% | +8.06% |
Max Drawdown (10Y)Largest decline over 10 years | -63.26% | -63.41% | +0.15% |
Current DrawdownCurrent decline from peak | -15.85% | -62.32% | +46.47% |
Average DrawdownAverage peak-to-trough decline | -15.04% | -12.72% | -2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.27% | 16.51% | +5.76% |
Volatility
LYB vs. DEO - Volatility Comparison
LyondellBasell Industries N.V. (LYB) has a higher volatility of 17.41% compared to Diageo plc (DEO) at 6.30%. This indicates that LYB's price experiences larger fluctuations and is considered to be riskier than DEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| LYB | DEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.41% | 6.30% | +11.11% |
Volatility (6M)Calculated over the trailing 6-month period | 32.62% | 26.83% | +5.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.52% | 31.87% | +16.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.14% | 24.25% | +7.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.38% | 23.13% | +13.25% |
Financials
LYB vs. DEO - Financials Comparison
This section allows you to compare key financial metrics between LyondellBasell Industries N.V. and Diageo plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities