OLN vs. NGVT
Compare and contrast key facts about Olin Corporation (OLN) and Ingevity Corporation (NGVT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OLN or NGVT.
Performance
OLN vs. NGVT - Performance Comparison
Returns By Period
In the year-to-date period, OLN achieves a -20.80% return, which is significantly lower than NGVT's 2.52% return.
OLN
-20.80%
-7.74%
-21.16%
-9.41%
23.07%
8.15%
NGVT
2.52%
49.83%
0.64%
23.02%
-11.40%
N/A
Fundamentals
OLN | NGVT | |
---|---|---|
Market Cap | $4.76B | $1.67B |
EPS | $1.26 | -$15.51 |
PEG Ratio | 1.82 | 2.05 |
Total Revenue (TTM) | $6.48B | $1.48B |
Gross Profit (TTM) | $744.70M | $393.80M |
EBITDA (TTM) | $899.30M | -$492.20M |
Key characteristics
OLN | NGVT | |
---|---|---|
Sharpe Ratio | -0.28 | 0.48 |
Sortino Ratio | -0.20 | 1.08 |
Omega Ratio | 0.98 | 1.13 |
Calmar Ratio | -0.23 | 0.34 |
Martin Ratio | -0.50 | 1.23 |
Ulcer Index | 17.36% | 19.85% |
Daily Std Dev | 30.63% | 50.94% |
Max Drawdown | -73.80% | -76.22% |
Current Drawdown | -34.71% | -58.65% |
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Correlation
The correlation between OLN and NGVT 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.
Risk-Adjusted Performance
OLN vs. NGVT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Olin Corporation (OLN) and Ingevity Corporation (NGVT). 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.
Dividends
OLN vs. NGVT - Dividend Comparison
OLN's dividend yield for the trailing twelve months is around 1.90%, while NGVT has not paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Olin Corporation | 1.90% | 1.48% | 1.51% | 1.39% | 3.26% | 4.64% | 3.98% | 2.25% | 3.12% | 4.63% | 3.51% | 2.77% |
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% |
Drawdowns
OLN vs. NGVT - Drawdown Comparison
The maximum OLN drawdown since its inception was -73.80%, roughly equal to the maximum NGVT drawdown of -76.22%. Use the drawdown chart below to compare losses from any high point for OLN and NGVT. For additional features, visit the drawdowns tool.
Volatility
OLN vs. NGVT - Volatility Comparison
The current volatility for Olin Corporation (OLN) is 11.71%, while Ingevity Corporation (NGVT) has a volatility of 20.62%. This indicates that OLN experiences smaller price fluctuations and is considered to be less risky than NGVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
OLN vs. NGVT - Financials Comparison
This section allows you to compare key financial metrics between Olin Corporation and Ingevity 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.
Total Revenue: Total amount of money received from sales and other business activities