WLK vs. IEX

In the year-to-date period, WLK achieves a -18.15% return, which is significantly lower than IEX's -17.08% return. Over the past 10 years, WLK has underperformed IEX with an annualized return of 3.24%, while IEX has yielded a comparatively higher 10.11% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Westlake Corporation (WLK) and IDEX Corporation (IEX). 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 -1.17, which is comparable to the IEX Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of WLK and IEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WLK's dividend yield for the trailing twelve months is around 2.22%, more than IEX's 1.60% yield.

The maximum WLK drawdown since its inception was -75.15%, which is greater than IEX's maximum drawdown of -58.67%. Use the drawdown chart below to compare losses from any high point for WLK and IEX. For additional features, visit the drawdowns tool.

Westlake Corporation (WLK) has a higher volatility of 19.80% compared to IDEX Corporation (IEX) at 14.18%. This indicates that WLK's price experiences larger fluctuations and is considered to be riskier than IEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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