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PSX vs. LYB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PSX vs. LYB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Phillips 66 (PSX) and LyondellBasell Industries N.V. (LYB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PSX achieves a 44.08% return, which is significantly lower than LYB's 52.35% return. Over the past 10 years, PSX has outperformed LYB with an annualized return of 12.61%, while LYB has yielded a comparatively lower 5.29% annualized return.


PSX

1D
-0.58%
1M
7.49%
YTD
44.08%
6M
33.41%
1Y
65.68%
3Y*
27.98%
5Y*
19.31%
10Y*
12.61%

LYB

1D
-2.54%
1M
-9.18%
YTD
52.35%
6M
52.17%
1Y
22.89%
3Y*
-4.03%
5Y*
-4.78%
10Y*
5.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSX vs. LYB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSX
Phillips 66
44.08%17.51%-11.63%33.07%49.58%8.51%-33.85%33.97%-12.28%20.94%
LYB
LyondellBasell Industries N.V.
52.35%-35.96%-17.38%20.70%-0.98%5.07%2.64%44.63%-21.69%33.72%

Correlation

The correlation between PSX and LYB is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since May 2, 2012

0.54

The correlation between PSX and LYB has been stable across timeframes, ranging from 0.48 to 0.54 - a consistent structural relationship.

Fundamentals

EPS

PSX:

$10.17

LYB:

-$3.19

PS Ratio

PSX:

0.55

LYB:

0.70

Total Revenue (TTM)

PSX:

$134.70B

LYB:

$22.48B

Gross Profit (TTM)

PSX:

$5.94B

LYB:

-$4.33B

EBITDA (TTM)

PSX:

$9.17B

LYB:

$935.00M

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Return for Risk

PSX vs. LYB — Risk / Return Rank

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

PSX
PSX Risk / Return Rank: 8989
Overall Rank
PSX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PSX Sortino Ratio Rank: 8888
Sortino Ratio Rank
PSX Omega Ratio Rank: 8787
Omega Ratio Rank
PSX Calmar Ratio Rank: 8888
Calmar Ratio Rank
PSX Martin Ratio Rank: 8989
Martin Ratio Rank

LYB
LYB Risk / Return Rank: 5656
Overall Rank
LYB Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
LYB Sortino Ratio Rank: 5555
Sortino Ratio Rank
LYB Omega Ratio Rank: 5454
Omega Ratio Rank
LYB Calmar Ratio Rank: 5757
Calmar Ratio Rank
LYB Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PSX vs. LYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Phillips 66 (PSX) and LyondellBasell Industries N.V. (LYB). 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.


PSXLYBDifference
Sharpe ratioReturn per unit of total volatility

+1.80

Sortino ratioReturn per unit of downside risk

+1.96

Omega ratioGain probability vs. loss probability

1.38

1.13

+0.25

Calmar ratioReturn relative to maximum drawdown

4.00

0.71

+3.29

Martin ratioReturn relative to average drawdown

11.57

1.26

+10.32

PSX vs. LYB - Sharpe Ratio Comparison

The current PSX Sharpe Ratio is 2.34, which is higher than the LYB Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of PSX and LYB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PSXLYBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

0.54

+1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

-0.15

+0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.14

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.40

+0.10

Drawdowns

PSX vs. LYB - Drawdown Comparison

The maximum PSX drawdown since its inception was -64.21%, roughly equal to the maximum LYB drawdown of -63.26%. Use the drawdown chart below to compare losses from any high point for PSX and LYB.


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Drawdown Indicators


PSXLYBDifference

Max Drawdown

Largest peak-to-trough decline

-64.21%

-63.26%

-0.95%

Max Drawdown (1Y)

Largest decline over 1 year

-17.28%

-35.45%

+18.17%

Max Drawdown (3Y)

Largest decline over 3 years

-44.37%

-55.35%

+10.98%

Max Drawdown (5Y)

Largest decline over 5 years

-44.37%

-55.35%

+10.98%

Max Drawdown (10Y)

Largest decline over 10 years

-64.21%

-63.26%

-0.95%

Current Drawdown

Current decline from peak

-2.06%

-28.50%

+26.44%

Average Drawdown

Average peak-to-trough decline

-14.74%

-15.11%

+0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.96%

19.88%

-13.92%

Volatility

PSX vs. LYB - Volatility Comparison

Phillips 66 (PSX) has a higher volatility of 8.15% compared to LyondellBasell Industries N.V. (LYB) at 7.40%. This indicates that PSX's price experiences larger fluctuations and is considered to be riskier than LYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSXLYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.15%

7.40%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

23.59%

34.97%

-11.38%

Volatility (1Y)

Calculated over the trailing 1-year period

29.47%

46.09%

-16.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.19%

32.84%

+0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.31%

36.75%

-1.44%

Dividends

PSX vs. LYB - Dividend Comparison

PSX's dividend yield for the trailing twelve months is around 2.70%, less than LYB's 6.39% yield.


PositionTTM20252024202320222021202020192018201720162015
LYB
LyondellBasell Industries N.V.
6.39%12.59%7.10%5.20%11.92%4.81%4.58%20.27%4.81%3.22%3.88%3.50%
PSX
Phillips 66
2.70%3.68%3.95%3.15%3.68%5.00%5.15%3.14%3.60%2.70%2.84%2.67%

Financials

PSX vs. LYB - Financials Comparison

This section allows you to compare key financial metrics between Phillips 66 and LyondellBasell Industries N.V.. 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


0.0010.00B20.00B30.00B40.00B50.00B20222023202420252026
33.00B
0
(PSX) Total Revenue
(LYB) Total Revenue
Values in USD except per share items

Frequently Asked Questions


PSX and LYB have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PSX has higher volatility (8.15%) compared to LYB (7.40%). In terms of maximum drawdown, PSX dropped -64.21% vs LYB's -63.26%.

PSX currently has the higher Sharpe Ratio (2.34 vs 0.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PSX and LYB

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