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

Correlation

The correlation between WLK and IP is 0.50, 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.


-0.50.00.51.00.5

Performance

WLK vs. IP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Westlake Corporation (WLK) and International Paper Company (IP). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%JulyAugustSeptemberOctoberNovemberDecember
1,915.70%
96.62%
WLK
IP

Key characteristics

Sharpe Ratio

WLK:

-0.71

IP:

1.77

Sortino Ratio

WLK:

-0.89

IP:

2.69

Omega Ratio

WLK:

0.90

IP:

1.34

Calmar Ratio

WLK:

-0.62

IP:

1.61

Martin Ratio

WLK:

-1.64

IP:

9.79

Ulcer Index

WLK:

11.12%

IP:

5.64%

Daily Std Dev

WLK:

25.78%

IP:

31.19%

Max Drawdown

WLK:

-75.15%

IP:

-93.18%

Current Drawdown

WLK:

-29.38%

IP:

-8.59%

Fundamentals

Market Cap

WLK:

$15.13B

IP:

$19.19B

EPS

WLK:

$0.72

IP:

$1.17

PE Ratio

WLK:

163.25

IP:

47.21

PEG Ratio

WLK:

1.59

IP:

0.49

Total Revenue (TTM)

WLK:

$12.13B

IP:

$18.64B

Gross Profit (TTM)

WLK:

$1.74B

IP:

$4.02B

EBITDA (TTM)

WLK:

$1.46B

IP:

$1.99B

Returns By Period

In the year-to-date period, WLK achieves a -17.93% return, which is significantly lower than IP's 57.10% return. Over the past 10 years, WLK has outperformed IP with an annualized return of 7.70%, while IP has yielded a comparatively lower 3.96% annualized return.


WLK

YTD

-17.93%

1M

-11.98%

6M

-22.90%

1Y

-18.58%

5Y*

11.74%

10Y*

7.70%

IP

YTD

57.10%

1M

-7.46%

6M

20.33%

1Y

55.25%

5Y*

11.76%

10Y*

3.96%

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Risk-Adjusted Performance

WLK vs. IP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Westlake Corporation (WLK) and International Paper Company (IP). 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 WLK, currently valued at -0.71, compared to the broader market-4.00-2.000.002.00-0.711.77
The chart of Sortino ratio for WLK, currently valued at -0.89, compared to the broader market-4.00-2.000.002.004.00-0.892.69
The chart of Omega ratio for WLK, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.34
The chart of Calmar ratio for WLK, currently valued at -0.62, compared to the broader market0.002.004.006.00-0.621.61
The chart of Martin ratio for WLK, currently valued at -1.64, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.649.79
WLK
IP

The current WLK Sharpe Ratio is -0.71, which is lower than the IP Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of WLK and IP, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.71
1.77
WLK
IP

Dividends

WLK vs. IP - Dividend Comparison

WLK's dividend yield for the trailing twelve months is around 1.81%, less than IP's 3.38% yield.


TTM20232022202120202019201820172016201520142013
WLK
Westlake Corporation
1.81%1.22%1.28%1.17%1.31%1.46%1.39%0.75%1.33%1.28%0.95%0.68%
IP
International Paper Company
3.38%5.09%5.31%10.22%3.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WLK vs. IP - Drawdown Comparison

The maximum WLK drawdown since its inception was -75.15%, smaller than the maximum IP drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for WLK and IP. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-29.38%
-8.59%
WLK
IP

Volatility

WLK vs. IP - Volatility Comparison

Westlake Corporation (WLK) has a higher volatility of 5.64% compared to International Paper Company (IP) at 5.32%. This indicates that WLK's price experiences larger fluctuations and is considered to be riskier than IP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.64%
5.32%
WLK
IP

Financials

WLK vs. IP - Financials Comparison

This section allows you to compare key financial metrics between Westlake Corporation and International Paper Company. 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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