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

Correlation

The correlation between WLK and DD is 0.53, 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

WLK vs. DD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

WLK:

-1.33

DD:

-0.35

Sortino Ratio

WLK:

-2.11

DD:

-0.32

Omega Ratio

WLK:

0.74

DD:

0.95

Calmar Ratio

WLK:

-0.90

DD:

-0.31

Martin Ratio

WLK:

-1.89

DD:

-0.95

Ulcer Index

WLK:

24.50%

DD:

12.59%

Daily Std Dev

WLK:

34.86%

DD:

32.36%

Max Drawdown

WLK:

-75.16%

DD:

-62.03%

Current Drawdown

WLK:

-48.12%

DD:

-23.12%

Fundamentals

Market Cap

WLK:

$10.59B

DD:

$28.55B

EPS

WLK:

$2.99

DD:

$0.03

PE Ratio

WLK:

27.62

DD:

2.27K

PEG Ratio

WLK:

1.59

DD:

0.66

PS Ratio

WLK:

0.88

DD:

2.28

PB Ratio

WLK:

1.07

DD:

1.29

Total Revenue (TTM)

WLK:

$12.01B

DD:

$12.52B

Gross Profit (TTM)

WLK:

$1.69B

DD:

$4.34B

EBITDA (TTM)

WLK:

$1.90B

DD:

$1.45B

Returns By Period

In the year-to-date period, WLK achieves a -27.46% return, which is significantly lower than DD's -10.13% return.


WLK

YTD

-27.46%

1M

-8.08%

6M

-34.09%

1Y

-46.17%

5Y*

18.27%

10Y*

2.99%

DD

YTD

-10.13%

1M

12.77%

6M

-17.15%

1Y

-11.18%

5Y*

10.58%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

WLK vs. DD — Risk-Adjusted Performance Rank

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

WLK
The Risk-Adjusted Performance Rank of WLK is 22
Overall Rank
The Sharpe Ratio Rank of WLK is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of WLK is 22
Sortino Ratio Rank
The Omega Ratio Rank of WLK is 33
Omega Ratio Rank
The Calmar Ratio Rank of WLK is 22
Calmar Ratio Rank
The Martin Ratio Rank of WLK is 11
Martin Ratio Rank

DD
The Risk-Adjusted Performance Rank of DD is 2828
Overall Rank
The Sharpe Ratio Rank of DD is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of DD is 2626
Sortino Ratio Rank
The Omega Ratio Rank of DD is 2525
Omega Ratio Rank
The Calmar Ratio Rank of DD is 3030
Calmar Ratio Rank
The Martin Ratio Rank of DD is 2727
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.

WLK vs. DD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Westlake Corporation (WLK) 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.


The current WLK Sharpe Ratio is -1.33, which is lower than the DD Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of WLK 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.


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Dividends

WLK vs. DD - Dividend Comparison

WLK's dividend yield for the trailing twelve months is around 2.51%, more than DD's 2.27% yield.


TTM20242023202220212020201920182017201620152014
WLK
Westlake Corporation
2.51%1.79%1.22%1.28%1.17%1.31%1.46%1.39%0.75%1.33%1.28%0.95%
DD
DuPont de Nemours, Inc.
2.27%1.99%1.87%1.92%1.49%1.69%0.93%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WLK vs. DD - Drawdown Comparison

The maximum WLK drawdown since its inception was -75.16%, which is greater than DD's maximum drawdown of -62.03%. Use the drawdown chart below to compare losses from any high point for WLK and DD. For additional features, visit the drawdowns tool.


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Volatility

WLK vs. DD - Volatility Comparison

Westlake Corporation (WLK) has a higher volatility of 18.16% compared to DuPont de Nemours, Inc. (DD) at 10.66%. This indicates that WLK'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.


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Financials

WLK vs. DD - Financials Comparison

This section allows you to compare key financial metrics between Westlake Corporation 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


2.00B3.00B4.00B5.00B20212022202320242025
2.85B
3.07B
(WLK) Total Revenue
(DD) Total Revenue
Values in USD except per share items

WLK vs. DD - Profitability Comparison

The chart below illustrates the profitability comparison between Westlake Corporation and DuPont de Nemours, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%20212022202320242025
8.2%
37.4%
(WLK) Gross Margin
(DD) Gross Margin
WLK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Westlake Corporation reported a gross profit of 232.00M and revenue of 2.85B. Therefore, the gross margin over that period was 8.2%.

DD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, DuPont de Nemours, Inc. reported a gross profit of 1.15B and revenue of 3.07B. Therefore, the gross margin over that period was 37.4%.

WLK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Westlake Corporation reported an operating income of -32.00M and revenue of 2.85B, resulting in an operating margin of -1.1%.

DD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, DuPont de Nemours, Inc. reported an operating income of -548.00M and revenue of 3.07B, resulting in an operating margin of -17.9%.

WLK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Westlake Corporation reported a net income of -40.00M and revenue of 2.85B, resulting in a net margin of -1.4%.

DD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, DuPont de Nemours, Inc. reported a net income of -589.00M and revenue of 3.07B, resulting in a net margin of -19.2%.