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OLN vs. NGVT
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

OLN vs. NGVT - Performance Comparison

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

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OLN vs. NGVT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OLN
Olin Corporation
43.86%-36.15%-36.29%3.46%-6.63%138.55%50.81%-10.77%-41.88%42.51%
NGVT
Ingevity Corporation
20.36%45.23%-13.70%-32.96%-1.76%-5.32%-13.33%4.41%18.76%28.45%

Fundamentals

Market Cap

OLN:

$3.39B

NGVT:

$2.54B

EPS

OLN:

-$0.37

NGVT:

-$4.59

PS Ratio

OLN:

0.50

NGVT:

2.22

PB Ratio

OLN:

1.76

NGVT:

85.62

Total Revenue (TTM)

OLN:

$6.78B

NGVT:

$1.17B

Gross Profit (TTM)

OLN:

$470.20M

NGVT:

$461.50M

EBITDA (TTM)

OLN:

$589.90M

NGVT:

$2.80M

Returns By Period

In the year-to-date period, OLN achieves a 43.86% return, which is significantly higher than NGVT's 20.36% return.


OLN

1D
2.94%
1M
18.12%
YTD
43.86%
6M
21.08%
1Y
27.06%
3Y*
-16.82%
5Y*
-3.47%
10Y*
8.48%

NGVT

1D
2.40%
1M
-1.11%
YTD
20.36%
6M
29.06%
1Y
79.92%
3Y*
-0.14%
5Y*
-1.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

OLN vs. NGVT — Risk / Return Rank

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

OLN
OLN Risk / Return Rank: 5858
Overall Rank
OLN Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
OLN Sortino Ratio Rank: 5858
Sortino Ratio Rank
OLN Omega Ratio Rank: 5555
Omega Ratio Rank
OLN Calmar Ratio Rank: 6161
Calmar Ratio Rank
OLN Martin Ratio Rank: 5858
Martin Ratio Rank

NGVT
NGVT Risk / Return Rank: 8585
Overall Rank
NGVT Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
NGVT Sortino Ratio Rank: 8383
Sortino Ratio Rank
NGVT Omega Ratio Rank: 8383
Omega Ratio Rank
NGVT Calmar Ratio Rank: 8787
Calmar Ratio Rank
NGVT Martin Ratio Rank: 8686
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.

OLN vs. NGVT - Risk-Adjusted Trends 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.


OLNNGVTDifference

Sharpe ratio

Return per unit of total volatility

0.43

1.65

-1.23

Sortino ratio

Return per unit of downside risk

1.06

2.30

-1.24

Omega ratio

Gain probability vs. loss probability

1.13

1.32

-0.19

Calmar ratio

Return relative to maximum drawdown

0.81

3.25

-2.45

Martin ratio

Return relative to average drawdown

1.61

8.28

-6.67

OLN vs. NGVT - Sharpe Ratio Comparison

The current OLN Sharpe Ratio is 0.43, which is lower than the NGVT Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of OLN and NGVT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OLNNGVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

1.65

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

-0.03

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.27

-0.11

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.


Dividends

OLN vs. NGVT - Dividend Comparison

OLN's dividend yield for the trailing twelve months is around 2.69%, while NGVT has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
OLN
Olin Corporation
2.69%3.84%2.37%1.48%1.51%1.39%3.26%4.64%3.98%2.25%3.12%4.63%
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%

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.


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Drawdown Indicators


OLNNGVTDifference

Max Drawdown

Largest peak-to-trough decline

-73.80%

-76.22%

+2.42%

Max Drawdown (1Y)

Largest decline over 1 year

-31.45%

-24.43%

-7.02%

Max Drawdown (5Y)

Largest decline over 5 years

-71.87%

-67.07%

-4.80%

Max Drawdown (10Y)

Largest decline over 10 years

-73.80%

Current Drawdown

Current decline from peak

-51.76%

-39.16%

-12.60%

Average Drawdown

Average peak-to-trough decline

-24.81%

-34.55%

+9.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.72%

9.63%

+6.09%

Volatility

OLN vs. NGVT - Volatility Comparison

Olin Corporation (OLN) has a higher volatility of 19.90% compared to Ingevity Corporation (NGVT) at 11.66%. This indicates that OLN's price experiences larger fluctuations and is considered to be riskier than NGVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OLNNGVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.90%

11.66%

+8.24%

Volatility (6M)

Calculated over the trailing 6-month period

43.07%

28.87%

+14.20%

Volatility (1Y)

Calculated over the trailing 1-year period

63.41%

48.56%

+14.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.91%

43.24%

+1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.03%

44.29%

+2.74%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B2.00B2.50BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
1.67B
185.40M
(OLN) Total Revenue
(NGVT) Total Revenue
Values in USD except per share items

OLN vs. NGVT - Profitability Comparison

The chart below illustrates the profitability comparison between Olin Corporation and Ingevity Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
41.2%
Portfolio components
OLN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Olin Corporation reported a gross profit of 0.00 and revenue of 1.67B. Therefore, the gross margin over that period was 0.0%.

NGVT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Ingevity Corporation reported a gross profit of 76.30M and revenue of 185.40M. Therefore, the gross margin over that period was 41.2%.

OLN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Olin Corporation reported an operating income of 300.00K and revenue of 1.67B, resulting in an operating margin of 0.0%.

NGVT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Ingevity Corporation reported an operating income of -78.80M and revenue of 185.40M, resulting in an operating margin of -42.5%.

OLN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Olin Corporation reported a net income of -85.70M and revenue of 1.67B, resulting in a net margin of -5.2%.

NGVT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Ingevity Corporation reported a net income of -84.60M and revenue of 185.40M, resulting in a net margin of -45.6%.