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

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.


-0.50.00.51.00.4

Performance

OLN vs. STLD - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%JulyAugustSeptemberOctoberNovemberDecember
302.69%
3,750.04%
OLN
STLD

Key characteristics

Sharpe Ratio

OLN:

-1.11

STLD:

-0.08

Sortino Ratio

OLN:

-1.56

STLD:

0.12

Omega Ratio

OLN:

0.81

STLD:

1.01

Calmar Ratio

OLN:

-0.72

STLD:

-0.09

Martin Ratio

OLN:

-1.76

STLD:

-0.19

Ulcer Index

OLN:

19.75%

STLD:

12.70%

Daily Std Dev

OLN:

31.39%

STLD:

31.66%

Max Drawdown

OLN:

-73.80%

STLD:

-87.05%

Current Drawdown

OLN:

-48.02%

STLD:

-25.03%

Fundamentals

Market Cap

OLN:

$4.14B

STLD:

$18.53B

EPS

OLN:

$1.26

STLD:

$10.84

PE Ratio

OLN:

28.15

STLD:

10.94

PEG Ratio

OLN:

1.82

STLD:

10.91

Total Revenue (TTM)

OLN:

$6.48B

STLD:

$17.90B

Gross Profit (TTM)

OLN:

$744.70M

STLD:

$3.07B

EBITDA (TTM)

OLN:

$899.30M

STLD:

$2.72B

Returns By Period

In the year-to-date period, OLN achieves a -36.95% return, which is significantly lower than STLD's -1.01% return. Over the past 10 years, OLN has underperformed STLD with an annualized return of 7.06%, while STLD has yielded a comparatively higher 22.29% annualized return.


OLN

YTD

-36.95%

1M

-18.03%

6M

-31.16%

1Y

-35.43%

5Y*

16.82%

10Y*

7.06%

STLD

YTD

-1.01%

1M

-20.19%

6M

-9.08%

1Y

-3.71%

5Y*

30.26%

10Y*

22.29%

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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.


Sharpe ratio
The chart of Sharpe ratio for OLN, currently valued at -1.11, compared to the broader market-4.00-2.000.002.00-1.11-0.08
The chart of Sortino ratio for OLN, currently valued at -1.56, compared to the broader market-4.00-2.000.002.004.00-1.560.12
The chart of Omega ratio for OLN, currently valued at 0.81, compared to the broader market0.501.001.502.000.811.01
The chart of Calmar ratio for OLN, currently valued at -0.72, compared to the broader market0.002.004.006.00-0.72-0.09
The chart of Martin ratio for OLN, currently valued at -1.76, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.76-0.19
OLN
STLD

The current OLN Sharpe Ratio is -1.11, which is lower than the STLD Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of OLN and STLD, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-1.11
-0.08
OLN
STLD

Dividends

OLN vs. STLD - Dividend Comparison

OLN's dividend yield for the trailing twelve months is around 2.39%, more than STLD's 1.56% yield.


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%
STLD
Steel Dynamics, Inc.
1.56%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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-48.02%
-25.03%
OLN
STLD

Volatility

OLN vs. STLD - Volatility Comparison

Olin Corporation (OLN) has a higher volatility of 12.59% compared to Steel Dynamics, Inc. (STLD) at 7.06%. This indicates that OLN's price experiences larger fluctuations and is considered to be riskier than STLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
12.59%
7.06%
OLN
STLD

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.


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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