LYB vs. JPIE

Last updated Jun 5, 2026

LYB (LyondellBasell Industries N.V.) is a stock, while JPIE (JPMorgan Income ETF) is Multisector Bonds fund actively managed by JPMorgan. Over the past 3 years, LYB returned -3.46%/yr vs 6.55%/yr for JPIE. At a 0.18 correlation, their price movements are largely independent.

Performance

LYB vs. JPIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LyondellBasell Industries N.V. (LYB) and JPMorgan Income ETF (JPIE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LYB achieves a 56.31% return, which is significantly higher than JPIE's 1.51% return.

LYB

• 1D: -1.66%
• 1M: -14.00%
• YTD: 56.31%
• 6M: 56.82%
• 1Y: 27.29%
• 3Y*: -3.46%
• 5Y*: -4.28%
• 10Y*: 5.67%

JPIE

• 1D: 0.09%
• 1M: 0.39%
• YTD: 1.51%
• 6M: 1.98%
• 1Y: 5.83%
• 3Y*: 6.55%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LYB vs. JPIE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
LYB LyondellBasell Industries N.V.	56.31%	-35.96%	-17.38%	20.70%	-0.98%	-1.05%
JPIE JPMorgan Income ETF	1.51%	7.39%	6.32%	7.07%	-6.13%	0.30%

Correlation

The correlation between LYB and JPIE is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (All Time) Calculated using the full available price history since Nov 3, 2021	0.18

The correlation between LYB and JPIE shifts across timeframes, from -0.05 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LYB vs. JPIE — Risk / Return Rank

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

LYB

LYB Risk / Return Rank: 58
LYB Sharpe Ratio Rank: 62
LYB Sortino Ratio Rank: 57
LYB Omega Ratio Rank: 56
LYB Calmar Ratio Rank: 58
LYB Martin Ratio Rank: 56

JPIE

JPIE Risk / Return Rank: 94
JPIE Sharpe Ratio Rank: 94
JPIE Sortino Ratio Rank: 96
JPIE Omega Ratio Rank: 96
JPIE Calmar Ratio Rank: 88
JPIE Martin Ratio Rank: 93

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. JPIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LyondellBasell Industries N.V. (LYB) and JPMorgan Income ETF (JPIE). 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	JPIE	Difference
Sharpe ratio: Return per unit of total volatility	0.60	3.69	-3.10
Sortino ratio: Return per unit of downside risk	1.11	5.80	-4.69
Omega ratio: Gain probability vs. loss probability	1.14	1.83	-0.69
Calmar ratio: Return relative to maximum drawdown	0.77	5.10	-4.33
Martin ratio: Return relative to average drawdown	1.38	25.31	-23.93
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LYB vs. JPIE - Sharpe Ratio Comparison

The current LYB Sharpe Ratio is 0.60, which is lower than the JPIE Sharpe Ratio of 3.69. The chart below compares the historical Sharpe Ratios of LYB and JPIE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LYB	JPIE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	3.69	-3.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.13	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.15	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.99	-0.58

Drawdowns

LYB vs. JPIE - Drawdown Comparison

The maximum LYB drawdown since its inception was -63.26%, which is greater than JPIE's maximum drawdown of -9.96%. Use the drawdown chart below to compare losses from any high point for LYB and JPIE.

Drawdown Indicators

	LYB	JPIE	Difference
Max Drawdown Largest peak-to-trough decline	-63.26%	-9.96%	-53.30%
Max Drawdown (1Y) Largest decline over 1 year	-35.45%	-1.15%	-34.30%
Max Drawdown (3Y) Largest decline over 3 years	-55.35%	-2.40%	-52.95%
Max Drawdown (5Y) Largest decline over 5 years	-55.35%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-63.26%	—	—
Current Drawdown Current decline from peak	-26.64%	-0.04%	-26.60%
Average Drawdown Average peak-to-trough decline	-15.10%	-2.09%	-13.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.84%	0.23%	+19.61%

Volatility

LYB vs. JPIE - Volatility Comparison

LyondellBasell Industries N.V. (LYB) has a higher volatility of 8.79% compared to JPMorgan Income ETF (JPIE) at 0.61%. This indicates that LYB's price experiences larger fluctuations and is considered to be riskier than JPIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYB	JPIE	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.79%	0.61%	+8.18%
Volatility (6M) Calculated over the trailing 6-month period	35.08%	1.28%	+33.80%
Volatility (1Y) Calculated over the trailing 1-year period	46.01%	1.59%	+44.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.84%	3.52%	+29.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.75%	3.52%	+33.23%

Dividends

LYB vs. JPIE - Dividend Comparison

LYB's dividend yield for the trailing twelve months is around 6.23%, more than JPIE's 5.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JPIE JPMorgan Income ETF	5.62%	5.65%	6.11%	5.70%	4.49%	0.63%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LYB LyondellBasell Industries N.V.	6.23%	12.59%	7.10%	5.20%	11.92%	4.81%	4.58%	20.27%	4.81%	3.22%	3.88%	3.50%

Frequently Asked Questions

Can I hold both LYB and JPIE in my portfolio?

LYB and JPIE 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.

Which is riskier, LYB or JPIE?

LYB has higher volatility (8.79%) compared to JPIE (0.61%). In terms of maximum drawdown, LYB dropped -63.26% vs JPIE's -9.96%.

Which has better risk-adjusted returns?

JPIE currently has the higher Sharpe Ratio (3.69 vs 0.60), 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.