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

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.


-0.50.00.51.00.6

Performance

OLN vs. WLK - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-34.18%
-22.94%
OLN
WLK

Key characteristics

Sharpe Ratio

OLN:

-1.13

WLK:

-0.52

Sortino Ratio

OLN:

-1.61

WLK:

-0.60

Omega Ratio

OLN:

0.81

WLK:

0.93

Calmar Ratio

OLN:

-0.69

WLK:

-0.43

Martin Ratio

OLN:

-1.61

WLK:

-1.04

Ulcer Index

OLN:

22.29%

WLK:

13.05%

Daily Std Dev

OLN:

31.78%

WLK:

26.07%

Max Drawdown

OLN:

-73.80%

WLK:

-75.15%

Current Drawdown

OLN:

-49.16%

WLK:

-28.29%

Fundamentals

Market Cap

OLN:

$3.82B

WLK:

$14.80B

EPS

OLN:

$1.26

WLK:

$0.71

PE Ratio

OLN:

25.97

WLK:

161.93

PEG Ratio

OLN:

1.82

WLK:

1.59

Total Revenue (TTM)

OLN:

$4.87B

WLK:

$9.30B

Gross Profit (TTM)

OLN:

$561.00M

WLK:

$1.57B

EBITDA (TTM)

OLN:

$673.60M

WLK:

$1.69B

Returns By Period

In the year-to-date period, OLN achieves a -3.20% return, which is significantly lower than WLK's 0.28% return. Over the past 10 years, OLN has underperformed WLK with an annualized return of 6.37%, while WLK has yielded a comparatively higher 8.66% annualized return.


OLN

YTD

-3.20%

1M

-12.30%

6M

-34.21%

1Y

-35.72%

5Y*

15.55%

10Y*

6.37%

WLK

YTD

0.28%

1M

-3.76%

6M

-22.45%

1Y

-13.35%

5Y*

11.66%

10Y*

8.66%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

OLN vs. WLK — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OLN
The Risk-Adjusted Performance Rank of OLN is 55
Overall Rank
The Sharpe Ratio Rank of OLN is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of OLN is 55
Sortino Ratio Rank
The Omega Ratio Rank of OLN is 66
Omega Ratio Rank
The Calmar Ratio Rank of OLN is 99
Calmar Ratio Rank
The Martin Ratio Rank of OLN is 55
Martin Ratio Rank

WLK
The Risk-Adjusted Performance Rank of WLK is 2121
Overall Rank
The Sharpe Ratio Rank of WLK is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of WLK is 2020
Sortino Ratio Rank
The Omega Ratio Rank of WLK is 2121
Omega Ratio Rank
The Calmar Ratio Rank of WLK is 2222
Calmar Ratio Rank
The Martin Ratio Rank of WLK is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for OLN, currently valued at -1.13, compared to the broader market-2.000.002.00-1.13-0.52
The chart of Sortino ratio for OLN, currently valued at -1.61, compared to the broader market-4.00-2.000.002.004.00-1.61-0.60
The chart of Omega ratio for OLN, currently valued at 0.81, compared to the broader market0.501.001.502.000.810.93
The chart of Calmar ratio for OLN, currently valued at -0.69, compared to the broader market0.002.004.006.00-0.69-0.43
The chart of Martin ratio for OLN, currently valued at -1.61, compared to the broader market0.0010.0020.00-1.61-1.04
OLN
WLK

The current OLN Sharpe Ratio is -1.13, which is lower than the WLK Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of OLN and WLK, 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-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-1.13
-0.52
OLN
WLK

Dividends

OLN vs. WLK - Dividend Comparison

OLN's dividend yield for the trailing twelve months is around 2.44%, more than WLK's 1.78% yield.


TTM20242023202220212020201920182017201620152014
OLN
Olin Corporation
2.44%2.37%1.48%1.51%1.39%3.26%4.64%3.98%2.25%3.12%4.63%3.51%
WLK
Westlake Corporation
1.78%1.79%1.22%1.28%1.17%1.31%1.46%1.39%0.75%1.33%1.28%0.95%

Drawdowns

OLN vs. WLK - Drawdown Comparison

The maximum OLN drawdown since its inception was -73.80%, roughly equal to the maximum WLK drawdown of -75.15%. Use the drawdown chart below to compare losses from any high point for OLN and WLK. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-49.16%
-28.29%
OLN
WLK

Volatility

OLN vs. WLK - Volatility Comparison

Olin Corporation (OLN) has a higher volatility of 9.78% compared to Westlake Corporation (WLK) at 5.97%. 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.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
9.78%
5.97%
OLN
WLK

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.


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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