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

Key characteristics


PPGDD
YTD Return-12.03%2.35%
1Y Return-4.43%22.91%
3Y Return (Ann)-6.95%2.43%
5Y Return (Ann)3.98%3.07%
10Y Return (Ann)4.69%4.86%
Sharpe Ratio-0.230.55
Daily Std Dev20.11%27.53%
Max Drawdown-63.02%-86.81%
Current Drawdown-24.55%-18.99%

Fundamentals


PPGDD
Market Cap$30.52B$30.82B
EPS$5.94$1.09
PE Ratio21.9167.62
PEG Ratio1.161.64
Revenue (TTM)$18.18B$12.07B
Gross Profit (TTM)$6.60B$4.62B
EBITDA (TTM)$2.81B$2.86B

Correlation

-0.50.00.51.00.5

The correlation between PPG and DD is 0.51, 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.

Performance

PPG vs. DD - Performance Comparison

In the year-to-date period, PPG achieves a -12.03% return, which is significantly lower than DD's 2.35% return. Both investments have delivered pretty close results over the past 10 years, with PPG having a 4.69% annualized return and DD not far ahead at 4.86%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5,000.00%10,000.00%15,000.00%20,000.00%December2024FebruaryMarchAprilMay
18,482.38%
5,121.01%
PPG
DD

Compare stocks, funds, or ETFs

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PPG Industries, Inc.

DuPont de Nemours, Inc.

Risk-Adjusted Performance

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.


PPG
Sharpe ratio
The chart of Sharpe ratio for PPG, currently valued at -0.23, compared to the broader market-2.00-1.000.001.002.003.004.00-0.23
Sortino ratio
The chart of Sortino ratio for PPG, currently valued at -0.18, compared to the broader market-4.00-2.000.002.004.006.00-0.18
Omega ratio
The chart of Omega ratio for PPG, currently valued at 0.98, compared to the broader market0.501.001.500.98
Calmar ratio
The chart of Calmar ratio for PPG, currently valued at -0.15, compared to the broader market0.002.004.006.00-0.15
Martin ratio
The chart of Martin ratio for PPG, currently valued at -0.54, compared to the broader market-10.000.0010.0020.0030.00-0.54
DD
Sharpe ratio
The chart of Sharpe ratio for DD, currently valued at 0.55, compared to the broader market-2.00-1.000.001.002.003.004.000.55
Sortino ratio
The chart of Sortino ratio for DD, currently valued at 0.87, compared to the broader market-4.00-2.000.002.004.006.000.87
Omega ratio
The chart of Omega ratio for DD, currently valued at 1.15, compared to the broader market0.501.001.501.15
Calmar ratio
The chart of Calmar ratio for DD, currently valued at 0.41, compared to the broader market0.002.004.006.000.41
Martin ratio
The chart of Martin ratio for DD, currently valued at 2.22, compared to the broader market-10.000.0010.0020.0030.002.22

PPG vs. DD - Sharpe Ratio Comparison

The current PPG Sharpe Ratio is -0.23, which is lower than the DD Sharpe Ratio of 0.55. The chart below compares the 12-month rolling Sharpe Ratio of PPG and DD.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2024FebruaryMarchAprilMay
-0.23
0.55
PPG
DD

Dividends

PPG vs. DD - Dividend Comparison

PPG's dividend yield for the trailing twelve months is around 1.96%, more than DD's 1.86% yield.


TTM20232022202120202019201820172016201520142013
PPG
PPG Industries, Inc.
1.96%1.70%1.92%1.31%1.46%1.48%1.82%1.46%1.65%1.43%1.13%1.28%
DD
DuPont de Nemours, Inc.
1.86%1.87%1.92%1.49%1.69%2.24%2.84%3.54%5.87%6.68%7.39%6.89%

Drawdowns

PPG vs. DD - Drawdown Comparison

The maximum PPG drawdown since its inception was -63.02%, smaller than the maximum DD drawdown of -86.81%. 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%December2024FebruaryMarchAprilMay
-24.55%
-18.99%
PPG
DD

Volatility

PPG vs. DD - Volatility Comparison

The current volatility for PPG Industries, Inc. (PPG) is 6.21%, while DuPont de Nemours, Inc. (DD) has a volatility of 9.45%. This indicates that PPG experiences smaller price fluctuations and is considered to be less risky than DD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2024FebruaryMarchAprilMay
6.21%
9.45%
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