OLN vs. WLK
Compare and contrast key facts about Olin Corporation (OLN) and Westlake Corporation (WLK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OLN or WLK.
Performance
OLN vs. WLK - Performance Comparison
Returns By Period
In the year-to-date period, OLN achieves a -20.80% return, which is significantly lower than WLK's -6.75% return. Both investments have delivered pretty close results over the past 10 years, with OLN having a 8.15% annualized return and WLK not far behind at 7.77%.
OLN
-20.80%
-7.74%
-21.16%
-9.41%
23.07%
8.15%
WLK
-6.75%
-5.74%
-17.28%
1.67%
15.09%
7.77%
Fundamentals
| OLN | WLK | |
|---|---|---|
| Market Cap | $4.76B | $16.46B |
| EPS | $1.26 | $0.72 |
| PE Ratio | 32.39 | 177.65 |
| PEG Ratio | 1.82 | 1.59 |
| Total Revenue (TTM) | $6.48B | $12.13B |
| Gross Profit (TTM) | $744.70M | $1.71B |
| EBITDA (TTM) | $899.30M | $1.46B |
Key characteristics
| OLN | WLK | |
|---|---|---|
| Sharpe Ratio | -0.28 | 0.04 |
| Sortino Ratio | -0.20 | 0.25 |
| Omega Ratio | 0.98 | 1.03 |
| Calmar Ratio | -0.23 | 0.05 |
| Martin Ratio | -0.50 | 0.12 |
| Ulcer Index | 17.36% | 8.95% |
| Daily Std Dev | 30.63% | 26.58% |
| Max Drawdown | -73.80% | -75.16% |
| Current Drawdown | -34.71% | -19.76% |
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Correlation
The correlation between OLN and WLK is 0.62, 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. WLK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Olin Corporation (OLN) and Westlake Corporation (WLK). 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. WLK - Dividend Comparison
OLN's dividend yield for the trailing twelve months is around 1.90%, more than WLK's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WLK Westlake Corporation | 1.18% | 1.22% | 1.28% | 1.17% | 1.31% | 1.46% | 1.39% | 0.75% | 1.33% | 1.28% | 0.95% | 0.68% |
Drawdowns
OLN vs. WLK - Drawdown Comparison
The maximum OLN drawdown since its inception was -73.80%, roughly equal to the maximum WLK drawdown of -75.16%. Use the drawdown chart below to compare losses from any high point for OLN and WLK. For additional features, visit the drawdowns tool.
Volatility
OLN vs. WLK - Volatility Comparison
Olin Corporation (OLN) has a higher volatility of 11.71% compared to Westlake Corporation (WLK) at 6.36%. This indicates that OLN's price experiences larger fluctuations and is considered to be riskier than WLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
OLN vs. WLK - Financials Comparison
This section allows you to compare key financial metrics between Olin Corporation and Westlake 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.
Total Revenue: Total amount of money received from sales and other business activities