PortfoliosLab logo
LYB vs. WM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LYB and WM is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

LYB vs. WM - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

LYB:

-1.34

WM:

0.61

Sortino Ratio

LYB:

-1.99

WM:

0.93

Omega Ratio

LYB:

0.73

WM:

1.14

Calmar Ratio

LYB:

-0.87

WM:

1.02

Martin Ratio

LYB:

-2.09

WM:

2.31

Ulcer Index

LYB:

19.33%

WM:

5.28%

Daily Std Dev

LYB:

30.26%

WM:

20.02%

Max Drawdown

LYB:

-63.26%

WM:

-77.85%

Current Drawdown

LYB:

-42.84%

WM:

-1.72%

Fundamentals

Market Cap

LYB:

$18.30B

WM:

$93.66B

EPS

LYB:

$2.89

WM:

$6.63

PE Ratio

LYB:

19.70

WM:

35.11

PEG Ratio

LYB:

0.72

WM:

3.05

PS Ratio

LYB:

0.46

WM:

4.09

PB Ratio

LYB:

1.50

WM:

10.96

Total Revenue (TTM)

LYB:

$38.04B

WM:

$22.92B

Gross Profit (TTM)

LYB:

$3.90B

WM:

$8.49B

EBITDA (TTM)

LYB:

$2.97B

WM:

$6.60B

Returns By Period

In the year-to-date period, LYB achieves a -22.00% return, which is significantly lower than WM's 15.77% return. Over the past 10 years, LYB has underperformed WM with an annualized return of 1.03%, while WM has yielded a comparatively higher 19.08% annualized return.


LYB

YTD

-22.00%

1M

0.07%

6M

-30.97%

1Y

-40.31%

5Y*

6.74%

10Y*

1.03%

WM

YTD

15.77%

1M

1.47%

6M

4.59%

1Y

11.65%

5Y*

20.87%

10Y*

19.08%

*Annualized

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. WM — Risk-Adjusted Performance Rank

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

LYB
The Risk-Adjusted Performance Rank of LYB is 22
Overall Rank
The Sharpe Ratio Rank of LYB is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of LYB is 22
Sortino Ratio Rank
The Omega Ratio Rank of LYB is 44
Omega Ratio Rank
The Calmar Ratio Rank of LYB is 22
Calmar Ratio Rank
The Martin Ratio Rank of LYB is 11
Martin Ratio Rank

WM
The Risk-Adjusted Performance Rank of WM is 7373
Overall Rank
The Sharpe Ratio Rank of WM is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of WM is 6666
Sortino Ratio Rank
The Omega Ratio Rank of WM is 6767
Omega Ratio Rank
The Calmar Ratio Rank of WM is 8383
Calmar Ratio Rank
The Martin Ratio Rank of WM is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LYB vs. WM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LyondellBasell Industries N.V. (LYB) and Waste Management, Inc. (WM). 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.


The current LYB Sharpe Ratio is -1.34, which is lower than the WM Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of LYB and WM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

LYB vs. WM - Dividend Comparison

LYB's dividend yield for the trailing twelve months is around 9.42%, more than WM's 1.32% yield.


TTM20242023202220212020201920182017201620152014
LYB
LyondellBasell Industries N.V.
9.42%7.10%5.20%11.92%4.81%4.58%20.27%4.81%3.22%3.88%3.50%3.40%
WM
Waste Management, Inc.
1.32%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%

Drawdowns

LYB vs. WM - Drawdown Comparison

The maximum LYB drawdown since its inception was -63.26%, smaller than the maximum WM drawdown of -77.85%. Use the drawdown chart below to compare losses from any high point for LYB and WM. For additional features, visit the drawdowns tool.


Loading data...

Volatility

LYB vs. WM - Volatility Comparison

LyondellBasell Industries N.V. (LYB) has a higher volatility of 13.08% compared to Waste Management, Inc. (WM) at 3.87%. This indicates that LYB's price experiences larger fluctuations and is considered to be riskier than WM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

LYB vs. WM - Financials Comparison

This section allows you to compare key financial metrics between LyondellBasell Industries N.V. and Waste Management, 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


4.00B6.00B8.00B10.00B12.00B14.00B20212022202320242025
7.68B
6.02B
(LYB) Total Revenue
(WM) Total Revenue
Values in USD except per share items

LYB vs. WM - Profitability Comparison

The chart below illustrates the profitability comparison between LyondellBasell Industries N.V. and Waste Management, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

5.0%10.0%15.0%20.0%25.0%30.0%35.0%40.0%20212022202320242025
7.2%
39.4%
(LYB) Gross Margin
(WM) Gross Margin
LYB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, LyondellBasell Industries N.V. reported a gross profit of 549.00M and revenue of 7.68B. Therefore, the gross margin over that period was 7.2%.

WM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Waste Management, Inc. reported a gross profit of 2.37B and revenue of 6.02B. Therefore, the gross margin over that period was 39.4%.

LYB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, LyondellBasell Industries N.V. reported an operating income of 114.00M and revenue of 7.68B, resulting in an operating margin of 1.5%.

WM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Waste Management, Inc. reported an operating income of 1.01B and revenue of 6.02B, resulting in an operating margin of 16.8%.

LYB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, LyondellBasell Industries N.V. reported a net income of 175.00M and revenue of 7.68B, resulting in a net margin of 2.3%.

WM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Waste Management, Inc. reported a net income of 637.00M and revenue of 6.02B, resulting in a net margin of 10.6%.