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

Performance

LYB vs. DOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LyondellBasell Industries N.V. (LYB) and Dow Inc. (DOW). 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 38.22% return, which is significantly higher than DOW's 34.61% return.


LYB

1D
-2.58%
1M
-15.19%
YTD
38.22%
6M
37.27%
1Y
8.06%
3Y*
-6.86%
5Y*
-4.39%
10Y*
5.26%

DOW

1D
-2.96%
1M
-13.63%
YTD
34.61%
6M
34.38%
1Y
16.72%
3Y*
-10.64%
5Y*
-8.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYB vs. DOW - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LYB
LyondellBasell Industries N.V.
38.22%-35.96%-17.38%20.70%-0.98%5.07%2.64%12.85%
DOW
Dow Inc.
34.61%-37.38%-22.79%14.71%-6.65%6.81%7.88%8.40%

Correlation

The correlation between LYB and DOW is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.86

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

0.87

Correlation (All Time)
Calculated using the full available price history since Mar 20, 2019

0.86

The correlation between LYB and DOW has been stable across timeframes, ranging from 0.86 to 0.87 - a consistent structural relationship.

Fundamentals

EPS

LYB:

-$3.19

DOW:

-$3.86

PS Ratio

LYB:

0.63

DOW:

0.56

Total Revenue (TTM)

LYB:

$22.48B

DOW:

$39.33B

Gross Profit (TTM)

LYB:

-$4.33B

DOW:

$2.42B

EBITDA (TTM)

LYB:

$935.00M

DOW:

$840.00M

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Return for Risk

LYB vs. DOW — Risk / Return Rank

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

LYB
LYB Risk / Return Rank: 4646
Overall Rank
LYB Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
LYB Sortino Ratio Rank: 4545
Sortino Ratio Rank
LYB Omega Ratio Rank: 4444
Omega Ratio Rank
LYB Calmar Ratio Rank: 4848
Calmar Ratio Rank
LYB Martin Ratio Rank: 4646
Martin Ratio Rank

DOW
DOW Risk / Return Rank: 5353
Overall Rank
DOW Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
DOW Sortino Ratio Rank: 5151
Sortino Ratio Rank
DOW Omega Ratio Rank: 5050
Omega Ratio Rank
DOW Calmar Ratio Rank: 5555
Calmar Ratio Rank
DOW 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. DOW - Risk-Adjusted Trends Comparison

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


LYBDOWDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.07

1.10

-0.03

Calmar ratioReturn relative to maximum drawdown

0.23

0.54

-0.31

Martin ratioReturn relative to average drawdown

0.40

1.00

-0.61

LYB vs. DOW - Sharpe Ratio Comparison

The current LYB Sharpe Ratio is 0.18, which is lower than the DOW Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of LYB and DOW, 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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Drawdowns

LYB vs. DOW - Drawdown Comparison

The maximum LYB drawdown since its inception was -63.26%, roughly equal to the maximum DOW drawdown of -64.37%. Use the drawdown chart below to compare losses from any high point for LYB and DOW.


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Drawdown Indicators


LYBDOWDifference

Max Drawdown

Largest peak-to-trough decline

-63.26%

-64.37%

+1.11%

Max Drawdown (1Y)

Largest decline over 1 year

-35.45%

-31.28%

-4.17%

Max Drawdown (3Y)

Largest decline over 3 years

-55.35%

-62.16%

+6.81%

Max Drawdown (5Y)

Largest decline over 5 years

-55.35%

-64.37%

+9.02%

Max Drawdown (10Y)

Largest decline over 10 years

-63.26%

Current Drawdown

Current decline from peak

-35.13%

-44.69%

+9.56%

Average Drawdown

Average peak-to-trough decline

-15.14%

-22.84%

+7.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.39%

16.68%

+3.71%

Volatility

LYB vs. DOW - Volatility Comparison

The current volatility for LyondellBasell Industries N.V. (LYB) is 7.26%, while Dow Inc. (DOW) has a volatility of 8.34%. This indicates that LYB experiences smaller price fluctuations and is considered to be less risky than DOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYBDOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.26%

8.34%

-1.08%

Volatility (6M)

Calculated over the trailing 6-month period

34.22%

32.86%

+1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

46.14%

49.26%

-3.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.84%

33.56%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.81%

38.68%

-1.87%

Dividends

LYB vs. DOW - Dividend Comparison

LYB's dividend yield for the trailing twelve months is around 7.04%, more than DOW's 4.55% yield.


PositionTTM20252024202320222021202020192018201720162015
DOW
Dow Inc.
4.55%8.98%6.98%5.11%5.56%4.94%5.05%3.84%0.00%0.00%0.00%0.00%
LYB
LyondellBasell Industries N.V.
7.04%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. DOW - Financials Comparison

This section allows you to compare key financial metrics between LyondellBasell Industries N.V. and Dow 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
9.79B
(LYB) Total Revenue
(DOW) Total Revenue
Values in USD except per share items

Frequently Asked Questions


LYB and DOW have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DOW has higher volatility (8.34%) compared to LYB (7.26%). In terms of maximum drawdown, LYB dropped -63.26% vs DOW's -64.37%.

DOW currently has the higher Sharpe Ratio (0.34 vs 0.18), 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 DOW

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