LYB vs. DEO
Compare and contrast key facts about LyondellBasell Industries N.V. (LYB) and Diageo plc (DEO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LYB or DEO.
Performance
LYB vs. DEO - Performance Comparison
Returns By Period
In the year-to-date period, LYB achieves a -9.38% return, which is significantly higher than DEO's -16.48% return. Over the past 10 years, LYB has outperformed DEO with an annualized return of 6.11%, while DEO has yielded a comparatively lower 2.37% annualized return.
LYB
-9.38%
-7.50%
-12.66%
-8.05%
3.65%
6.11%
DEO
-16.48%
-13.64%
-12.07%
-14.64%
-3.59%
2.37%
Fundamentals
| LYB | DEO | |
|---|---|---|
| Market Cap | $26.79B | $66.22B |
| EPS | $6.59 | $6.91 |
| PE Ratio | 12.52 | 17.25 |
| PEG Ratio | 1.04 | 1.97 |
| Total Revenue (TTM) | $41.50B | $13.61B |
| Gross Profit (TTM) | $5.41B | $8.12B |
| EBITDA (TTM) | $4.80B | $4.14B |
Key characteristics
| LYB | DEO | |
|---|---|---|
| Sharpe Ratio | -0.48 | -0.70 |
| Sortino Ratio | -0.59 | -0.92 |
| Omega Ratio | 0.94 | 0.90 |
| Calmar Ratio | -0.43 | -0.33 |
| Martin Ratio | -1.14 | -1.28 |
| Ulcer Index | 7.69% | 10.95% |
| Daily Std Dev | 18.06% | 20.10% |
| Max Drawdown | -63.26% | -53.18% |
| Current Drawdown | -19.62% | -42.75% |
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Correlation
The correlation between LYB and DEO is 0.33, 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.
Risk-Adjusted Performance
LYB vs. DEO - Risk-Adjusted Performance 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.
Dividends
LYB vs. DEO - Dividend Comparison
LYB's dividend yield for the trailing twelve months is around 6.26%, more than DEO's 3.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LYB LyondellBasell Industries N.V. | 6.26% | 5.20% | 11.92% | 4.81% | 4.58% | 20.27% | 4.81% | 3.22% | 3.88% | 3.50% | 3.40% | 2.49% |
DEO Diageo plc | 3.50% | 2.77% | 2.16% | 1.82% | 2.29% | 2.07% | 2.51% | 2.21% | 3.10% | 3.19% | 4.92% | 2.21% |
Drawdowns
LYB vs. DEO - Drawdown Comparison
The maximum LYB drawdown since its inception was -63.26%, which is greater than DEO's maximum drawdown of -53.18%. Use the drawdown chart below to compare losses from any high point for LYB and DEO. For additional features, visit the drawdowns tool.
Volatility
LYB vs. DEO - Volatility Comparison
The current volatility for LyondellBasell Industries N.V. (LYB) is 4.98%, while Diageo plc (DEO) has a volatility of 5.83%. This indicates that LYB experiences smaller price fluctuations and is considered to be less risky than DEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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