LyondellBasell (LYB): analysis and statistics
Return, volatility, Sharpe ratio and risk for LyondellBasell, a component of the S&P 500 in the Materials sector. Data as of 2026-09-13.
| Last close price | $63.69 |
| Sector (GICS) | Materials |
| Annualized return (3.0 yr) | -8.16% |
| Total return over period | -22.41% |
| Annualized volatility | 34.99% |
| Period volatility | 60.40% |
| Sharpe ratio | -0.34 |
| Sortino ratio | -0.49 |
| Max drawdown | -55.35% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.17% |
| Correlation with the S&P 500 | 0.28 |
| Period range | $40.28 – $90.21 |
| Trading days analyzed | 751 |
Over the last 3.0 years, LyondellBasell (LYB) has posted an annualized return of -8.16% with annual volatility of 34.99%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -55.35%. Its correlation with the S&P 500 is 0.28, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how LYB would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, LyondellBasell (LYB) is of the S&P 500.
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