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

Correlation

The correlation between LYB and WM is 0.32, 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.


-0.50.00.51.0
Correlation: 0.3

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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.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%NovemberDecember2025FebruaryMarchApril
-38.02%
8.99%
LYB
WM

Key characteristics

Sharpe Ratio

LYB:

-1.73

WM:

0.44

Sortino Ratio

LYB:

-2.48

WM:

0.70

Omega Ratio

LYB:

0.68

WM:

1.11

Calmar Ratio

LYB:

-1.00

WM:

0.72

Martin Ratio

LYB:

-2.55

WM:

1.65

Ulcer Index

LYB:

16.40%

WM:

5.19%

Daily Std Dev

LYB:

24.19%

WM:

19.50%

Max Drawdown

LYB:

-63.26%

WM:

-77.85%

Current Drawdown

LYB:

-41.79%

WM:

-4.91%

Fundamentals

Market Cap

LYB:

$18.75B

WM:

$90.61B

EPS

LYB:

$4.14

WM:

$6.80

PE Ratio

LYB:

14.00

WM:

33.12

PEG Ratio

LYB:

1.06

WM:

2.78

Total Revenue (TTM)

LYB:

$30.36B

WM:

$16.90B

Gross Profit (TTM)

LYB:

$3.35B

WM:

$6.12B

EBITDA (TTM)

LYB:

$2.48B

WM:

$4.92B

Returns By Period

In the year-to-date period, LYB achieves a -20.56% return, which is significantly lower than WM's 12.02% return. Over the past 10 years, LYB has underperformed WM with an annualized return of 2.51%, while WM has yielded a comparatively higher 17.53% annualized return.


LYB

YTD

-20.56%

1M

-22.58%

6M

-38.02%

1Y

-40.97%

5Y*

11.33%

10Y*

2.51%

WM

YTD

12.02%

1M

-1.89%

6M

8.99%

1Y

10.32%

5Y*

22.45%

10Y*

17.53%

*Annualized

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LyondellBasell Industries N.V.

Waste Management, Inc.

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 11
Overall Rank
The Sharpe Ratio Rank of LYB is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of LYB is 11
Sortino Ratio Rank
The Omega Ratio Rank of LYB is 22
Omega Ratio Rank
The Calmar Ratio Rank of LYB is 00
Calmar Ratio Rank
The Martin Ratio Rank of LYB is 00
Martin Ratio Rank

WM
The Risk-Adjusted Performance Rank of WM is 7070
Overall Rank
The Sharpe Ratio Rank of WM is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of WM is 6161
Sortino Ratio Rank
The Omega Ratio Rank of WM is 6363
Omega Ratio Rank
The Calmar Ratio Rank of WM is 8080
Calmar Ratio Rank
The Martin Ratio Rank of WM is 7272
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 chart of Sharpe ratio for LYB, currently valued at -1.73, compared to the broader market-2.00-1.000.001.002.00
LYB: -1.73
WM: 0.44
The chart of Sortino ratio for LYB, currently valued at -2.48, compared to the broader market-6.00-4.00-2.000.002.004.00
LYB: -2.48
WM: 0.70
The chart of Omega ratio for LYB, currently valued at 0.68, compared to the broader market0.501.001.502.00
LYB: 0.68
WM: 1.11
The chart of Calmar ratio for LYB, currently valued at -1.00, compared to the broader market0.001.002.003.004.00
LYB: -1.00
WM: 0.72
The chart of Martin ratio for LYB, currently valued at -2.55, compared to the broader market-10.000.0010.0020.00
LYB: -2.55
WM: 1.65

The current LYB Sharpe Ratio is -1.73, which is lower than the WM Sharpe Ratio of 0.44. 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.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-1.73
0.44
LYB
WM

Dividends

LYB vs. WM - Dividend Comparison

LYB's dividend yield for the trailing twelve months is around 9.24%, more than WM's 1.37% yield.


TTM20242023202220212020201920182017201620152014
LYB
LyondellBasell Industries N.V.
9.24%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.
1.37%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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-41.79%
-4.91%
LYB
WM

Volatility

LYB vs. WM - Volatility Comparison

LyondellBasell Industries N.V. (LYB) has a higher volatility of 15.27% compared to Waste Management, Inc. (WM) at 6.71%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.27%
6.71%
LYB
WM

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


4.00B6.00B8.00B10.00B12.00B14.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
9.50B
5.89B
(LYB) Total Revenue
(WM) Total Revenue
Values in USD except per share items

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