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PPG vs. DD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PPG and DD 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

PPG vs. DD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PPG Industries, Inc. (PPG) and DuPont de Nemours, Inc. (DD). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-8.25%
1.60%
PPG
DD

Key characteristics

Sharpe Ratio

PPG:

-0.85

DD:

1.03

Sortino Ratio

PPG:

-1.07

DD:

1.75

Omega Ratio

PPG:

0.87

DD:

1.21

Calmar Ratio

PPG:

-0.48

DD:

1.22

Martin Ratio

PPG:

-1.41

DD:

3.35

Ulcer Index

PPG:

11.96%

DD:

6.71%

Daily Std Dev

PPG:

19.90%

DD:

21.83%

Max Drawdown

PPG:

-63.02%

DD:

-62.03%

Current Drawdown

PPG:

-32.39%

DD:

-8.40%

Fundamentals

Market Cap

PPG:

$26.63B

DD:

$34.13B

EPS

PPG:

$5.72

DD:

$1.77

PE Ratio

PPG:

20.07

DD:

46.13

PEG Ratio

PPG:

0.90

DD:

0.44

Total Revenue (TTM)

PPG:

$15.85B

DD:

$12.19B

Gross Profit (TTM)

PPG:

$6.29B

DD:

$3.86B

EBITDA (TTM)

PPG:

$2.45B

DD:

$2.86B

Returns By Period

In the year-to-date period, PPG achieves a -3.34% return, which is significantly lower than DD's 7.08% return.


PPG

YTD

-3.34%

1M

-6.49%

6M

-8.25%

1Y

-18.73%

5Y*

1.79%

10Y*

1.48%

DD

YTD

7.08%

1M

4.40%

6M

1.60%

1Y

18.98%

5Y*

12.31%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PPG vs. DD — Risk-Adjusted Performance Rank

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

PPG
The Risk-Adjusted Performance Rank of PPG is 1010
Overall Rank
The Sharpe Ratio Rank of PPG is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of PPG is 1010
Sortino Ratio Rank
The Omega Ratio Rank of PPG is 1111
Omega Ratio Rank
The Calmar Ratio Rank of PPG is 1818
Calmar Ratio Rank
The Martin Ratio Rank of PPG is 77
Martin Ratio Rank

DD
The Risk-Adjusted Performance Rank of DD is 7777
Overall Rank
The Sharpe Ratio Rank of DD is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of DD is 7676
Sortino Ratio Rank
The Omega Ratio Rank of DD is 7272
Omega Ratio Rank
The Calmar Ratio Rank of DD is 8383
Calmar Ratio Rank
The Martin Ratio Rank of DD is 7575
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.

PPG vs. DD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PPG Industries, Inc. (PPG) and DuPont de Nemours, Inc. (DD). 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 PPG, currently valued at -0.85, compared to the broader market-2.000.002.00-0.851.03
The chart of Sortino ratio for PPG, currently valued at -1.07, compared to the broader market-4.00-2.000.002.004.006.00-1.071.75
The chart of Omega ratio for PPG, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.21
The chart of Calmar ratio for PPG, currently valued at -0.48, compared to the broader market0.002.004.006.00-0.481.22
The chart of Martin ratio for PPG, currently valued at -1.41, compared to the broader market-10.000.0010.0020.0030.00-1.413.35
PPG
DD

The current PPG Sharpe Ratio is -0.85, which is lower than the DD Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of PPG and DD, 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-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.85
1.03
PPG
DD

Dividends

PPG vs. DD - Dividend Comparison

PPG's dividend yield for the trailing twelve months is around 2.34%, more than DD's 1.86% yield.


TTM20242023202220212020201920182017201620152014
PPG
PPG Industries, Inc.
2.34%2.23%1.70%1.92%1.31%1.46%1.48%1.82%1.46%1.65%1.43%1.13%
DD
DuPont de Nemours, Inc.
1.86%1.99%1.87%1.92%1.49%1.69%0.93%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PPG vs. DD - Drawdown Comparison

The maximum PPG drawdown since its inception was -63.02%, roughly equal to the maximum DD drawdown of -62.03%. Use the drawdown chart below to compare losses from any high point for PPG and DD. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-32.39%
-8.40%
PPG
DD

Volatility

PPG vs. DD - Volatility Comparison

PPG Industries, Inc. (PPG) has a higher volatility of 9.12% compared to DuPont de Nemours, Inc. (DD) at 8.65%. This indicates that PPG's price experiences larger fluctuations and is considered to be riskier than DD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
9.12%
8.65%
PPG
DD

Financials

PPG vs. DD - Financials Comparison

This section allows you to compare key financial metrics between PPG Industries, Inc. and DuPont de Nemours, 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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