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

Performance

OLN vs. CC - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-26.02%
-30.33%
OLN
CC

Returns By Period

In the year-to-date period, OLN achieves a -22.89% return, which is significantly higher than CC's -37.55% return.


OLN

YTD

-22.89%

1M

-12.55%

6M

-26.02%

1Y

-11.58%

5Y (annualized)

22.43%

10Y (annualized)

7.90%

CC

YTD

-37.55%

1M

-2.81%

6M

-30.33%

1Y

-27.12%

5Y (annualized)

7.28%

10Y (annualized)

N/A

Fundamentals


OLNCC
Market Cap$5.02B$2.85B
EPS$1.26$0.50
PE Ratio34.1538.10
PEG Ratio1.821.67
Total Revenue (TTM)$6.48B$5.75B
Gross Profit (TTM)$744.70M$1.12B
EBITDA (TTM)$862.30M$571.00M

Key characteristics


OLNCC
Sharpe Ratio-0.37-0.47
Sortino Ratio-0.34-0.30
Omega Ratio0.960.95
Calmar Ratio-0.30-0.45
Martin Ratio-0.66-1.05
Ulcer Index17.16%26.36%
Daily Std Dev30.49%59.65%
Max Drawdown-73.80%-86.15%
Current Drawdown-36.43%-56.69%

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Correlation

-0.50.00.51.00.6

The correlation between OLN and CC is 0.60, 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.

Risk-Adjusted Performance

OLN vs. CC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Olin Corporation (OLN) and The Chemours Company (CC). 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 OLN, currently valued at -0.37, compared to the broader market-4.00-2.000.002.004.00-0.37-0.47
The chart of Sortino ratio for OLN, currently valued at -0.34, compared to the broader market-4.00-2.000.002.004.00-0.34-0.30
The chart of Omega ratio for OLN, currently valued at 0.96, compared to the broader market0.501.001.502.000.960.95
The chart of Calmar ratio for OLN, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.30-0.45
The chart of Martin ratio for OLN, currently valued at -0.66, compared to the broader market-10.000.0010.0020.0030.00-0.66-1.05
OLN
CC

The current OLN Sharpe Ratio is -0.37, which is comparable to the CC Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of OLN and CC, 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-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
-0.37
-0.47
OLN
CC

Dividends

OLN vs. CC - Dividend Comparison

OLN's dividend yield for the trailing twelve months is around 1.96%, less than CC's 5.31% yield.


TTM20232022202120202019201820172016201520142013
OLN
Olin Corporation
1.96%1.48%1.51%1.39%3.26%4.64%3.98%2.25%3.12%4.63%3.51%2.77%
CC
The Chemours Company
5.31%3.17%3.27%2.98%4.03%5.53%2.98%0.24%0.54%10.82%0.00%0.00%

Drawdowns

OLN vs. CC - Drawdown Comparison

The maximum OLN drawdown since its inception was -73.80%, smaller than the maximum CC drawdown of -86.15%. Use the drawdown chart below to compare losses from any high point for OLN and CC. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-36.43%
-56.69%
OLN
CC

Volatility

OLN vs. CC - Volatility Comparison

The current volatility for Olin Corporation (OLN) is 11.26%, while The Chemours Company (CC) has a volatility of 17.00%. This indicates that OLN experiences smaller price fluctuations and is considered to be less risky than CC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
11.26%
17.00%
OLN
CC

Financials

OLN vs. CC - Financials Comparison

This section allows you to compare key financial metrics between Olin Corporation and The Chemours Company. 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