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LYG vs. LYB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LYG vs. LYB - Performance Comparison

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

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Returns By Period

In the year-to-date period, LYG achieves a 13.66% return, which is significantly lower than LYB's 43.44% return. Over the past 10 years, LYG has outperformed LYB with an annualized return of 12.22%, while LYB has yielded a comparatively lower 5.20% annualized return.


LYG

1D
-1.34%
1M
6.14%
6M
9.73%
YTD
13.66%
1Y
46.32%
3Y*
43.14%
5Y*
24.82%
10Y*
12.22%
ALL TIME*
-0.85%

LYB

1D
2.64%
1M
1.10%
6M
22.00%
YTD
43.44%
1Y
3.50%
3Y*
-6.89%
5Y*
-2.47%
10Y*
5.20%
ALL TIME*
13.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYG vs. LYB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYG
Lloyds Banking Group plc
13.66%103.71%20.30%14.68%-9.47%33.81%-40.79%36.81%-28.35%30.79%
LYB
LyondellBasell Industries N.V.
43.44%-35.96%-17.38%20.70%-0.98%5.07%2.64%44.63%-21.69%33.72%

Correlation

The correlation between LYG and LYB 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

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2010

0.39

The correlation between LYG and LYB shifts across timeframes, from -0.09 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

LYG:

$85.43B

LYB:

$19.60B

EPS

LYG:

£0.50

LYB:

-$3.58

PS Ratio

LYG:

0.67

LYB:

0.58

Total Revenue (TTM)

LYG:

£65.49B

LYB:

$22.48B

Gross Profit (TTM)

LYG:

£65.49B

LYB:

-$4.33B

EBITDA (TTM)

LYG:

£7.17B

LYB:

$935.00M

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Return for Risk

LYG vs. LYB — Risk / Return Rank

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

LYG
LYG Risk / Return Rank: 8383
Overall Rank
LYG Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
LYG Sortino Ratio Rank: 8484
Sortino Ratio Rank
LYG Omega Ratio Rank: 8282
Omega Ratio Rank
LYG Calmar Ratio Rank: 8080
Calmar Ratio Rank
LYG Martin Ratio Rank: 8181
Martin Ratio Rank

LYB
LYB Risk / Return Rank: 4747
Overall Rank
LYB Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
LYB Sortino Ratio Rank: 4545
Sortino Ratio Rank
LYB Omega Ratio Rank: 4545
Omega Ratio Rank
LYB Calmar Ratio Rank: 4848
Calmar Ratio Rank
LYB Martin Ratio Rank: 4848
Martin Ratio Rank
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.

LYG vs. LYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lloyds Banking Group plc (LYG) and LyondellBasell Industries N.V. (LYB). 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.


LYGLYBDifference
Sharpe ratioReturn per unit of total volatility

+1.55

Sortino ratioReturn per unit of downside risk

+1.84

Omega ratioGain probability vs. loss probability

1.28

1.05

+0.22

Calmar ratioReturn relative to maximum drawdown

2.05

0.10

+1.95

Martin ratioReturn relative to average drawdown

5.50

0.16

+5.35

LYG vs. LYB - Sharpe Ratio Comparison

The current LYG Sharpe Ratio is 1.63, which is higher than the LYB Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of LYG and LYB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LYG vs. LYB - Drawdown Comparison

The maximum LYG drawdown since its inception was -94.84%, which is greater than LYB's maximum drawdown of -63.26%. Use the drawdown chart below to compare losses from any high point for LYG and LYB.


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Drawdown Indicators


LYGLYBDifference

Max Drawdown

Largest peak-to-trough decline

-94.84%

-63.26%

-31.58%

Max Drawdown (1Y)

Largest decline over 1 year

-22.72%

-35.51%

+12.79%

Max Drawdown (3Y)

Largest decline over 3 years

-22.72%

-55.35%

+32.63%

Max Drawdown (5Y)

Largest decline over 5 years

-40.19%

-55.35%

+15.16%

Max Drawdown (10Y)

Largest decline over 10 years

-68.72%

-63.26%

-5.46%

Current Drawdown

Current decline from peak

-53.02%

-32.68%

-20.34%

Average Drawdown

Average peak-to-trough decline

-63.37%

-15.25%

-48.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.44%

22.12%

-13.68%

Volatility

LYG vs. LYB - Volatility Comparison

The current volatility for Lloyds Banking Group plc (LYG) is 8.03%, while LyondellBasell Industries N.V. (LYB) has a volatility of 9.57%. This indicates that LYG experiences smaller price fluctuations and is considered to be less risky than LYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYGLYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.03%

9.57%

-1.54%

Volatility (6M)

Calculated over the trailing 6-month period

23.34%

33.51%

-10.17%

Volatility (1Y)

Calculated over the trailing 1-year period

28.60%

45.92%

-17.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.05%

32.82%

-0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.81%

36.79%

-1.98%

Dividends

LYG vs. LYB - Dividend Comparison

LYG's dividend yield for the trailing twelve months is around 3.39%, less than LYB's 6.78% yield.


PositionTTM20252024202320222021202020192018201720162015
LYB
LyondellBasell Industries N.V.
6.78%12.59%7.10%5.20%11.92%4.81%4.58%20.27%4.81%3.22%3.88%3.50%
LYG
Lloyds Banking Group plc
3.39%3.19%5.44%5.23%4.92%2.70%0.00%5.04%6.63%6.81%5.17%2.11%

Financials

LYG vs. LYB - Financials Comparison

This section allows you to compare key financial metrics between Lloyds Banking Group plc and LyondellBasell Industries N.V.. 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


-10.00B0.0010.00B20.00B30.00B40.00B50.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
5.18B
0
(LYG) Total Revenue
(LYB) Total Revenue
Please note, different currencies. LYG values in GBP, LYB values in USD

Frequently Asked Questions


LYG and LYB 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 (9.57%) compared to LYG (8.03%). In terms of maximum drawdown, LYG dropped -94.84% vs LYB's -63.26%.

LYG currently has the higher Sharpe Ratio (1.63 vs 0.08), 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.

Portfolio Optimizer

Find the right allocation for LYG and LYB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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