LYB vs. DEO
LYB (LyondellBasell Industries N.V.) and DEO (Diageo plc ADR) are both stocks. LYB operates in Specialty Chemicals (Basic Materials), while DEO operates in Beverages - Wineries & Distilleries (Consumer Defensive). Over the past 10 years, LYB returned 5.77%/yr vs -0.14%/yr for DEO. Their 0.31 correlation means their historical movements had little consistent relationship.
Performance
LYB vs. DEO - Performance Comparison
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Returns By Period
In the year-to-date period, LYB achieves a 44.34% return, which is significantly higher than DEO's 2.84% return. Over the past 10 years, LYB has outperformed DEO with an annualized return of 5.77%, while DEO has yielded a comparatively lower -0.14% annualized return.
LYB
- 1D
- 0.81%
- 1M
- 14.52%
- 6M
- 16.93%
- YTD
- 44.34%
- 1Y
- 29.34%
- 3Y*
- -8.00%
- 5Y*
- -2.27%
- 10Y*
- 5.77%
- ALL TIME*
- 13.98%
DEO
- 1D
- -0.77%
- 1M
- 6.90%
- 6M
- -4.72%
- YTD
- 2.84%
- 1Y
- -7.26%
- 3Y*
- -17.17%
- 5Y*
- -12.96%
- 10Y*
- -0.14%
- ALL TIME*
- 7.43%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $95.27M | $83.46M | $93.27M | |
| $293.61M | $297.33M | $323.21M |
LYB vs. DEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYB LyondellBasell Industries N.V. | 44.34% | -35.96% | -17.38% | 20.70% | -0.98% | 5.07% | 2.64% | 44.63% | -21.69% | 33.72% |
DEO Diageo plc ADR | 2.84% | -29.31% | -10.09% | -16.28% | -17.40% | 41.72% | -3.26% | 21.39% | -0.43% | 44.13% |
Correlation
The correlation between LYB and DEO is 0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.05 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.26 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.26 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2010 | 0.31 |
Over the past year, the correlation between LYB and DEO has dropped to 0.05 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
Fundamentals
LYB:
$19.73B
DEO:
$48.82B
LYB:
-$1.61
DEO:
£9.85
LYB:
0.67
DEO:
0.98
LYB:
$22.02B
DEO:
£37.37B
LYB:
-$5.07B
DEO:
£22.42B
LYB:
$2.14B
DEO:
£10.72B
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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 ADR (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.
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.
| LYB | DEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.90 | ||
| Sortino ratioReturn per unit of downside risk | +1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.99 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | -0.21 | +1.04 |
| Martin ratioReturn relative to average drawdown | 1.74 | -0.33 | +2.07 |
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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.
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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 | -35.51% | -35.52% | +0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -55.35% | -54.50% | -0.85% |
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 | -32.26% | -55.20% | +22.94% |
Average DrawdownAverage peak-to-trough decline | -15.29% | -13.23% | -2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.89% | 22.02% | -5.13% |
Volatility
LYB vs. DEO - Volatility Comparison
LyondellBasell Industries N.V. (LYB) has a higher volatility of 9.11% compared to Diageo plc ADR (DEO) at 8.66%. 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.
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Volatility by Period
| LYB | DEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.11% | 8.66% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 33.23% | 27.35% | +5.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.49% | 32.97% | +10.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.88% | 25.20% | +7.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.79% | 23.48% | +13.31% |
Dividends
LYB vs. DEO - Dividend Comparison
LYB's dividend yield for the trailing twelve months is around 6.74%, more than DEO's 3.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEO Diageo plc ADR | 3.78% | 4.80% | 3.26% | 2.77% | 2.16% | 1.82% | 2.29% | 2.07% | 2.51% | 2.18% | 3.00% | 3.13% |
LYB LyondellBasell Industries N.V. | 6.74% | 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. DEO - Financials Comparison
This section allows you to compare key financial metrics between LyondellBasell Industries N.V. and Diageo plc 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
LYB and DEO have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LYB has higher volatility (9.11%) compared to DEO (8.66%). In terms of maximum drawdown, LYB dropped -63.26% vs DEO's -63.41%.
LYB currently has the higher Sharpe Ratio (0.68 vs -0.22), 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.
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