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LYB vs. DOW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LYB and DOW is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

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.

10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
19.85%
8.90%
LYB
DOW

Key characteristics

Sharpe Ratio

LYB:

-1.02

DOW:

-1.12

Sortino Ratio

LYB:

-1.40

DOW:

-1.55

Omega Ratio

LYB:

0.85

DOW:

0.83

Calmar Ratio

LYB:

-0.67

DOW:

-0.63

Martin Ratio

LYB:

-1.87

DOW:

-1.98

Ulcer Index

LYB:

10.09%

DOW:

11.50%

Daily Std Dev

LYB:

18.58%

DOW:

20.32%

Max Drawdown

LYB:

-63.26%

DOW:

-60.87%

Current Drawdown

LYB:

-27.48%

DOW:

-34.67%

Fundamentals

Market Cap

LYB:

$24.50B

DOW:

$28.40B

EPS

LYB:

$6.59

DOW:

$1.50

PE Ratio

LYB:

11.45

DOW:

27.05

PEG Ratio

LYB:

0.94

DOW:

0.58

Total Revenue (TTM)

LYB:

$41.50B

DOW:

$43.18B

Gross Profit (TTM)

LYB:

$5.41B

DOW:

$4.64B

EBITDA (TTM)

LYB:

$4.68B

DOW:

$4.43B

Returns By Period

In the year-to-date period, LYB achieves a -18.24% return, which is significantly higher than DOW's -23.15% return.


LYB

YTD

-18.24%

1M

-9.43%

6M

-20.46%

1Y

-19.39%

5Y*

1.17%

10Y*

6.04%

DOW

YTD

-23.15%

1M

-7.63%

6M

-23.86%

1Y

-23.34%

5Y*

-1.01%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LYB vs. DOW - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for LYB, currently valued at -1.02, compared to the broader market-4.00-2.000.002.00-1.02-1.12
The chart of Sortino ratio for LYB, currently valued at -1.40, compared to the broader market-4.00-2.000.002.004.00-1.40-1.55
The chart of Omega ratio for LYB, currently valued at 0.85, compared to the broader market0.501.001.502.000.850.83
The chart of Calmar ratio for LYB, currently valued at -0.67, compared to the broader market0.002.004.006.00-0.67-0.63
The chart of Martin ratio for LYB, currently valued at -1.87, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.87-1.98
LYB
DOW

The current LYB Sharpe Ratio is -1.02, which is comparable to the DOW Sharpe Ratio of -1.12. The chart below compares the historical Sharpe Ratios of LYB and DOW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-1.02
-1.12
LYB
DOW

Dividends

LYB vs. DOW - Dividend Comparison

LYB's dividend yield for the trailing twelve months is around 7.17%, more than DOW's 7.01% yield.


TTM20232022202120202019201820172016201520142013
LYB
LyondellBasell Industries N.V.
7.17%5.20%11.92%4.81%4.58%20.27%4.81%3.22%3.88%3.50%3.40%2.49%
DOW
Dow Inc.
7.01%5.11%5.56%4.94%5.05%3.84%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LYB vs. DOW - Drawdown Comparison

The maximum LYB drawdown since its inception was -63.26%, roughly equal to the maximum DOW drawdown of -60.87%. Use the drawdown chart below to compare losses from any high point for LYB and DOW. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.48%
-34.67%
LYB
DOW

Volatility

LYB vs. DOW - Volatility Comparison

The current volatility for LyondellBasell Industries N.V. (LYB) is 6.14%, while Dow Inc. (DOW) has a volatility of 7.14%. 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.


4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.14%
7.14%
LYB
DOW

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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