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

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.


-0.50.00.51.00.5

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.

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-31.44%
-6.77%
OLN
NGVT

Key characteristics

Sharpe Ratio

OLN:

-1.15

NGVT:

-0.25

Sortino Ratio

OLN:

-1.64

NGVT:

-0.03

Omega Ratio

OLN:

0.81

NGVT:

1.00

Calmar Ratio

OLN:

-0.75

NGVT:

-0.17

Martin Ratio

OLN:

-1.85

NGVT:

-0.62

Ulcer Index

OLN:

19.56%

NGVT:

20.33%

Daily Std Dev

OLN:

31.44%

NGVT:

50.28%

Max Drawdown

OLN:

-73.80%

NGVT:

-76.22%

Current Drawdown

OLN:

-48.06%

NGVT:

-65.19%

Fundamentals

Market Cap

OLN:

$4.14B

NGVT:

$1.58B

EPS

OLN:

$1.26

NGVT:

-$15.51

PEG Ratio

OLN:

1.82

NGVT:

2.05

Total Revenue (TTM)

OLN:

$6.48B

NGVT:

$1.48B

Gross Profit (TTM)

OLN:

$744.70M

NGVT:

$393.80M

EBITDA (TTM)

OLN:

$899.30M

NGVT:

-$492.20M

Returns By Period

In the year-to-date period, OLN achieves a -36.99% return, which is significantly lower than NGVT's -13.70% return.


OLN

YTD

-36.99%

1M

-18.28%

6M

-31.44%

1Y

-34.81%

5Y*

16.83%

10Y*

7.11%

NGVT

YTD

-13.70%

1M

-11.39%

6M

-6.77%

1Y

-10.42%

5Y*

-14.10%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for OLN, currently valued at -1.15, compared to the broader market-4.00-2.000.002.00-1.15-0.25
The chart of Sortino ratio for OLN, currently valued at -1.64, compared to the broader market-4.00-2.000.002.004.00-1.64-0.03
The chart of Omega ratio for OLN, currently valued at 0.81, compared to the broader market0.501.001.502.000.811.00
The chart of Calmar ratio for OLN, currently valued at -0.75, compared to the broader market0.002.004.006.00-0.75-0.17
The chart of Martin ratio for OLN, currently valued at -1.85, compared to the broader market0.0010.0020.00-1.85-0.62
OLN
NGVT

The current OLN Sharpe Ratio is -1.15, which is lower than the NGVT Sharpe Ratio of -0.25. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-1.15
-0.25
OLN
NGVT

Dividends

OLN vs. NGVT - Dividend Comparison

OLN's dividend yield for the trailing twelve months is around 2.39%, while NGVT has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
OLN
Olin Corporation
2.39%1.48%1.51%1.39%3.26%4.64%3.98%2.25%3.12%4.63%3.51%2.77%
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. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-48.06%
-65.19%
OLN
NGVT

Volatility

OLN vs. NGVT - Volatility Comparison

Olin Corporation (OLN) and Ingevity Corporation (NGVT) have volatilities of 12.56% and 12.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
12.56%
12.05%
OLN
NGVT

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


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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