OLN vs. STLD
Compare and contrast key facts about Olin Corporation (OLN) and Steel Dynamics, Inc. (STLD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OLN or STLD.
Performance
OLN vs. STLD - Performance Comparison
Returns By Period
In the year-to-date period, OLN achieves a -22.89% return, which is significantly lower than STLD's 20.00% return. Over the past 10 years, OLN has underperformed STLD with an annualized return of 7.90%, while STLD has yielded a comparatively higher 22.57% annualized return.
OLN
-22.89%
-12.55%
-26.02%
-11.58%
22.43%
7.90%
STLD
20.00%
2.69%
5.15%
27.14%
37.57%
22.57%
Fundamentals
| OLN | STLD | |
|---|---|---|
| Market Cap | $5.02B | $22.50B |
| EPS | $1.26 | $10.86 |
| PE Ratio | 34.15 | 13.29 |
| PEG Ratio | 1.82 | 10.91 |
| Total Revenue (TTM) | $6.48B | $17.90B |
| Gross Profit (TTM) | $744.70M | $3.08B |
| EBITDA (TTM) | $862.30M | $2.36B |
Key characteristics
| OLN | STLD | |
|---|---|---|
| Sharpe Ratio | -0.37 | 0.89 |
| Sortino Ratio | -0.34 | 1.55 |
| Omega Ratio | 0.96 | 1.18 |
| Calmar Ratio | -0.30 | 1.03 |
| Martin Ratio | -0.66 | 2.34 |
| Ulcer Index | 17.16% | 12.06% |
| Daily Std Dev | 30.49% | 31.75% |
| Max Drawdown | -73.80% | -87.05% |
| Current Drawdown | -36.43% | -9.12% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between OLN and STLD is 0.44, 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. STLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Olin Corporation (OLN) and Steel Dynamics, Inc. (STLD). 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. STLD - Dividend Comparison
OLN's dividend yield for the trailing twelve months is around 1.96%, more than STLD's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
STLD Steel Dynamics, Inc. | 1.29% | 1.44% | 1.39% | 1.68% | 2.71% | 2.82% | 2.50% | 1.44% | 1.57% | 3.09% | 2.33% | 2.25% |
Drawdowns
OLN vs. STLD - Drawdown Comparison
The maximum OLN drawdown since its inception was -73.80%, smaller than the maximum STLD drawdown of -87.05%. Use the drawdown chart below to compare losses from any high point for OLN and STLD. For additional features, visit the drawdowns tool.
Volatility
OLN vs. STLD - Volatility Comparison
The current volatility for Olin Corporation (OLN) is 11.26%, while Steel Dynamics, Inc. (STLD) has a volatility of 16.14%. This indicates that OLN experiences smaller price fluctuations and is considered to be less risky than STLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
OLN vs. STLD - Financials Comparison
This section allows you to compare key financial metrics between Olin Corporation and Steel Dynamics, Inc.. 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