PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LYB vs. NXST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LYB and NXST is 0.39, 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.


-0.50.00.51.00.4

Performance

LYB vs. NXST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LyondellBasell Industries N.V. (LYB) and Nexstar Media Group, Inc. (NXST). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%JulyAugustSeptemberOctoberNovemberDecember
835.27%
3,092.95%
LYB
NXST

Key characteristics

Sharpe Ratio

LYB:

-0.93

NXST:

0.18

Sortino Ratio

LYB:

-1.26

NXST:

0.47

Omega Ratio

LYB:

0.86

NXST:

1.06

Calmar Ratio

LYB:

-0.65

NXST:

0.23

Martin Ratio

LYB:

-1.75

NXST:

0.70

Ulcer Index

LYB:

9.79%

NXST:

8.35%

Daily Std Dev

LYB:

18.51%

NXST:

32.82%

Max Drawdown

LYB:

-63.26%

NXST:

-96.66%

Current Drawdown

LYB:

-26.20%

NXST:

-19.58%

Fundamentals

Market Cap

LYB:

$24.50B

NXST:

$5.01B

EPS

LYB:

$6.59

NXST:

$17.23

PE Ratio

LYB:

11.45

NXST:

9.37

PEG Ratio

LYB:

0.94

NXST:

0.52

Total Revenue (TTM)

LYB:

$41.50B

NXST:

$5.22B

Gross Profit (TTM)

LYB:

$5.41B

NXST:

$2.41B

EBITDA (TTM)

LYB:

$4.68B

NXST:

$2.02B

Returns By Period

In the year-to-date period, LYB achieves a -16.79% return, which is significantly lower than NXST's 5.71% return. Over the past 10 years, LYB has underperformed NXST with an annualized return of 6.25%, while NXST has yielded a comparatively higher 14.61% annualized return.


LYB

YTD

-16.79%

1M

-8.63%

6M

-19.19%

1Y

-18.39%

5Y*

1.53%

10Y*

6.25%

NXST

YTD

5.71%

1M

-1.97%

6M

6.81%

1Y

3.86%

5Y*

9.31%

10Y*

14.61%

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. NXST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LyondellBasell Industries N.V. (LYB) and Nexstar Media Group, Inc. (NXST). 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 -0.93, compared to the broader market-4.00-2.000.002.00-0.930.18
The chart of Sortino ratio for LYB, currently valued at -1.26, compared to the broader market-4.00-2.000.002.004.00-1.260.47
The chart of Omega ratio for LYB, currently valued at 0.86, compared to the broader market0.501.001.502.000.861.06
The chart of Calmar ratio for LYB, currently valued at -0.65, compared to the broader market0.002.004.006.00-0.650.23
The chart of Martin ratio for LYB, currently valued at -1.75, compared to the broader market0.0010.0020.00-1.750.70
LYB
NXST

The current LYB Sharpe Ratio is -0.93, which is lower than the NXST Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of LYB and NXST, 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
-0.93
0.18
LYB
NXST

Dividends

LYB vs. NXST - Dividend Comparison

LYB's dividend yield for the trailing twelve months is around 7.05%, more than NXST's 4.25% yield.


TTM20232022202120202019201820172016201520142013
LYB
LyondellBasell Industries N.V.
7.05%5.20%11.92%4.81%4.58%20.27%4.81%3.22%3.88%3.50%3.40%2.49%
NXST
Nexstar Media Group, Inc.
4.25%3.44%2.06%1.85%2.05%1.54%1.91%1.53%1.52%1.29%1.16%0.86%

Drawdowns

LYB vs. NXST - Drawdown Comparison

The maximum LYB drawdown since its inception was -63.26%, smaller than the maximum NXST drawdown of -96.66%. Use the drawdown chart below to compare losses from any high point for LYB and NXST. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-26.20%
-19.58%
LYB
NXST

Volatility

LYB vs. NXST - Volatility Comparison

The current volatility for LyondellBasell Industries N.V. (LYB) is 5.77%, while Nexstar Media Group, Inc. (NXST) has a volatility of 6.08%. This indicates that LYB experiences smaller price fluctuations and is considered to be less risky than NXST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
5.77%
6.08%
LYB
NXST

Financials

LYB vs. NXST - Financials Comparison

This section allows you to compare key financial metrics between LyondellBasell Industries N.V. and Nexstar Media Group, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab