LYB vs. JPIE
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 -8.12%/yr vs 6.46%/yr for JPIE. At a 0.17 correlation, their price movements are largely independent.
Performance
LYB vs. JPIE - Performance Comparison
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Returns By Period
In the year-to-date period, LYB achieves a 36.52% return, which is significantly higher than JPIE's 1.97% return.
LYB
- 1D
- -0.34%
- 1M
- -7.65%
- 6M
- 16.18%
- YTD
- 36.52%
- 1Y
- -0.25%
- 3Y*
- -8.12%
- 5Y*
- -3.24%
- 10Y*
- 4.64%
JPIE
- 1D
- 0.00%
- 1M
- 0.14%
- 6M
- 1.84%
- YTD
- 1.97%
- 1Y
- 5.40%
- 3Y*
- 6.46%
- 5Y*
- —
- 10Y*
- —
LYB vs. JPIE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
LYB LyondellBasell Industries N.V. | 36.52% | -35.96% | -17.38% | 20.70% | -0.98% | -0.95% |
JPIE JPMorgan Income ETF | 1.97% | 7.39% | 6.32% | 7.07% | -6.13% | 0.27% |
Correlation
The correlation between LYB and JPIE is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2021 | 0.17 |
The correlation between LYB and JPIE shifts across timeframes, from -0.09 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LYB vs. JPIE — Risk / Return Rank
LYB
JPIE
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.
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 | JPIE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.34 | ||
| Sortino ratioReturn per unit of downside risk | -4.76 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.74 | -0.70 |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | 4.73 | -4.74 |
| Martin ratioReturn relative to average drawdown | -0.01 | 22.95 | -22.96 |
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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.
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Drawdown Indicators
| LYB | JPIE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.26% | -9.96% | -53.30% |
Max Drawdown (1Y)Largest decline over 1 year | -35.51% | -1.15% | -34.36% |
Max Drawdown (3Y)Largest decline over 3 years | -55.35% | -2.28% | -53.07% |
Max Drawdown (5Y)Largest decline over 5 years | -55.35% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -63.26% | — | — |
Current DrawdownCurrent decline from peak | -35.93% | 0.00% | -35.93% |
Average DrawdownAverage peak-to-trough decline | -15.24% | -2.05% | -13.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.00% | 0.24% | +21.76% |
Volatility
LYB vs. JPIE - Volatility Comparison
LyondellBasell Industries N.V. (LYB) has a higher volatility of 8.82% compared to JPMorgan Income ETF (JPIE) at 0.55%. 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.
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Volatility by Period
| LYB | JPIE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.82% | 0.55% | +8.27% |
Volatility (6M)Calculated over the trailing 6-month period | 34.05% | 1.38% | +32.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.72% | 1.63% | +44.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.86% | 3.49% | +29.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.76% | 3.49% | +33.27% |
Dividends
LYB vs. JPIE - Dividend Comparison
LYB's dividend yield for the trailing twelve months is around 7.13%, more than JPIE's 5.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPIE JPMorgan Income ETF | 5.63% | 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. | 7.13% | 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
LYB and JPIE have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LYB has higher volatility (8.82%) compared to JPIE (0.55%). In terms of maximum drawdown, LYB dropped -63.26% vs JPIE's -9.96%.
JPIE currently has the higher Sharpe Ratio (3.33 vs -0.01), 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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