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NGVT vs. OLN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NGVT and OLN is 0.50, 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.


-0.50.00.51.00.5

Performance

NGVT vs. OLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ingevity Corporation (NGVT) and Olin Corporation (OLN). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%SeptemberOctoberNovemberDecember2025February
23.72%
-34.36%
NGVT
OLN

Key characteristics

Sharpe Ratio

NGVT:

0.05

OLN:

-1.32

Sortino Ratio

NGVT:

0.47

OLN:

-1.97

Omega Ratio

NGVT:

1.05

OLN:

0.76

Calmar Ratio

NGVT:

0.03

OLN:

-0.74

Martin Ratio

NGVT:

0.11

OLN:

-1.63

Ulcer Index

NGVT:

21.82%

OLN:

26.56%

Daily Std Dev

NGVT:

50.86%

OLN:

32.82%

Max Drawdown

NGVT:

-76.22%

OLN:

-73.80%

Current Drawdown

NGVT:

-60.84%

OLN:

-55.92%

Fundamentals

Market Cap

NGVT:

$1.67B

OLN:

$3.28B

EPS

NGVT:

-$15.51

OLN:

$0.91

PEG Ratio

NGVT:

2.05

OLN:

1.82

Total Revenue (TTM)

NGVT:

$1.11B

OLN:

$6.54B

Gross Profit (TTM)

NGVT:

$334.30M

OLN:

$2.23B

EBITDA (TTM)

NGVT:

-$389.40M

OLN:

$720.90M

Returns By Period

In the year-to-date period, NGVT achieves a 12.49% return, which is significantly higher than OLN's -16.07% return.


NGVT

YTD

12.49%

1M

-2.88%

6M

26.18%

1Y

-3.82%

5Y*

-6.16%

10Y*

N/A

OLN

YTD

-16.07%

1M

-15.99%

6M

-33.34%

1Y

-45.10%

5Y*

11.25%

10Y*

3.06%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

NGVT vs. OLN — Risk-Adjusted Performance Rank

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

NGVT
The Risk-Adjusted Performance Rank of NGVT is 4545
Overall Rank
The Sharpe Ratio Rank of NGVT is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of NGVT is 4343
Sortino Ratio Rank
The Omega Ratio Rank of NGVT is 4141
Omega Ratio Rank
The Calmar Ratio Rank of NGVT is 4545
Calmar Ratio Rank
The Martin Ratio Rank of NGVT is 4646
Martin Ratio Rank

OLN
The Risk-Adjusted Performance Rank of OLN is 33
Overall Rank
The Sharpe Ratio Rank of OLN is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of OLN is 22
Sortino Ratio Rank
The Omega Ratio Rank of OLN is 33
Omega Ratio Rank
The Calmar Ratio Rank of OLN is 77
Calmar Ratio Rank
The Martin Ratio Rank of OLN is 33
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.

NGVT vs. OLN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ingevity Corporation (NGVT) and Olin Corporation (OLN). 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 NGVT, currently valued at 0.05, compared to the broader market-2.000.002.004.000.05-1.32
The chart of Sortino ratio for NGVT, currently valued at 0.47, compared to the broader market-6.00-4.00-2.000.002.004.006.000.47-1.97
The chart of Omega ratio for NGVT, currently valued at 1.05, compared to the broader market0.501.001.502.001.050.76
The chart of Calmar ratio for NGVT, currently valued at 0.03, compared to the broader market0.002.004.006.000.03-0.74
The chart of Martin ratio for NGVT, currently valued at 0.11, compared to the broader market0.0010.0020.0030.000.11-1.63
NGVT
OLN

The current NGVT Sharpe Ratio is 0.05, which is higher than the OLN Sharpe Ratio of -1.32. The chart below compares the historical Sharpe Ratios of NGVT and OLN, 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-1.50-1.00-0.500.000.50SeptemberOctoberNovemberDecember2025February
0.05
-1.32
NGVT
OLN

Dividends

NGVT vs. OLN - Dividend Comparison

NGVT has not paid dividends to shareholders, while OLN's dividend yield for the trailing twelve months is around 2.82%.


TTM20242023202220212020201920182017201620152014
NGVT
Ingevity Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OLN
Olin Corporation
2.82%2.37%1.48%1.51%1.39%3.26%4.64%3.98%2.25%3.12%4.63%3.51%

Drawdowns

NGVT vs. OLN - Drawdown Comparison

The maximum NGVT drawdown since its inception was -76.22%, roughly equal to the maximum OLN drawdown of -73.80%. Use the drawdown chart below to compare losses from any high point for NGVT and OLN. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%SeptemberOctoberNovemberDecember2025February
-60.84%
-55.92%
NGVT
OLN

Volatility

NGVT vs. OLN - Volatility Comparison

The current volatility for Ingevity Corporation (NGVT) is 9.39%, while Olin Corporation (OLN) has a volatility of 14.22%. This indicates that NGVT experiences smaller price fluctuations and is considered to be less risky than OLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
9.39%
14.22%
NGVT
OLN

Financials

NGVT vs. OLN - Financials Comparison

This section allows you to compare key financial metrics between Ingevity Corporation and Olin Corporation. 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
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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.

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