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OLN vs. NGVT
Performance
Risk-Adjusted Performance
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.

-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-22.02%
1.40%
OLN
NGVT

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

YTD

-20.80%

1M

-7.74%

6M

-21.16%

1Y

-9.41%

5Y (annualized)

23.07%

10Y (annualized)

8.15%

NGVT

YTD

2.52%

1M

49.83%

6M

0.64%

1Y

23.02%

5Y (annualized)

-11.40%

10Y (annualized)

N/A

Fundamentals


OLNNGVT
Market Cap$4.76B$1.67B
EPS$1.26-$15.51
PEG Ratio1.822.05
Total Revenue (TTM)$6.48B$1.48B
Gross Profit (TTM)$744.70M$393.80M
EBITDA (TTM)$899.30M-$492.20M

Key characteristics


OLNNGVT
Sharpe Ratio-0.280.48
Sortino Ratio-0.201.08
Omega Ratio0.981.13
Calmar Ratio-0.230.34
Martin Ratio-0.501.23
Ulcer Index17.36%19.85%
Daily Std Dev30.63%50.94%
Max Drawdown-73.80%-76.22%
Current Drawdown-34.71%-58.65%

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Correlation

-0.50.00.51.00.5

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.


Sharpe ratio
The chart of Sharpe ratio for OLN, currently valued at -0.28, compared to the broader market-4.00-2.000.002.004.00-0.280.48
The chart of Sortino ratio for OLN, currently valued at -0.20, compared to the broader market-4.00-2.000.002.004.00-0.201.08
The chart of Omega ratio for OLN, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.13
The chart of Calmar ratio for OLN, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.230.34
The chart of Martin ratio for OLN, currently valued at -0.50, compared to the broader market0.0010.0020.0030.00-0.501.23
OLN
NGVT

The current OLN Sharpe Ratio is -0.28, which is lower than the NGVT Sharpe Ratio of 0.48. 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-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
-0.28
0.48
OLN
NGVT

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.


TTM20232022202120202019201820172016201520142013
OLN
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%
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%JuneJulyAugustSeptemberOctoberNovember
-34.71%
-58.65%
OLN
NGVT

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.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
11.71%
20.62%
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