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ALB vs. 006400.KS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ALB vs. 006400.KS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Albemarle Corporation (ALB) and Samsung SDI (006400.KS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ALB is traded in USD, while 006400.KS is traded in KRW. To make them comparable, the 006400.KS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ALB achieves a 13.94% return, which is significantly lower than 006400.KS's 93.72% return. Over the past 10 years, ALB has underperformed 006400.KS with an annualized return of 8.24%, while 006400.KS has yielded a comparatively higher 14.96% annualized return.


ALB

1D
-3.73%
1M
-5.55%
YTD
13.94%
6M
10.47%
1Y
173.60%
3Y*
-9.72%
5Y*
1.50%
10Y*
8.24%

006400.KS

1D
6.98%
1M
-4.68%
YTD
93.72%
6M
92.61%
1Y
198.35%
3Y*
-11.70%
5Y*
-8.73%
10Y*
14.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALB vs. 006400.KS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALB
Albemarle Corporation
13.94%67.72%-39.50%-32.80%-6.63%59.76%105.39%-3.28%-38.89%50.22%
006400.KS
Samsung SDI
93.72%14.40%-53.84%-21.78%-14.70%-4.76%184.26%4.38%3.20%112.61%

Correlation

The correlation between ALB and 006400.KS is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

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

0.07

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

0.11

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

0.14

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2007

0.14

The correlation between ALB and 006400.KS shifts across timeframes, from 0.03 (1 year) to 0.14 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

ALB vs. 006400.KS — Risk / Return Rank

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

ALB
ALB Risk / Return Rank: 9292
Overall Rank
ALB Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ALB Sortino Ratio Rank: 8989
Sortino Ratio Rank
ALB Omega Ratio Rank: 8888
Omega Ratio Rank
ALB Calmar Ratio Rank: 9393
Calmar Ratio Rank
ALB Martin Ratio Rank: 9494
Martin Ratio Rank

006400.KS
006400.KS Risk / Return Rank: 9696
Overall Rank
006400.KS Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
006400.KS Sortino Ratio Rank: 9494
Sortino Ratio Rank
006400.KS Omega Ratio Rank: 9494
Omega Ratio Rank
006400.KS Calmar Ratio Rank: 9696
Calmar Ratio Rank
006400.KS Martin Ratio Rank: 9797
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.

ALB vs. 006400.KS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Albemarle Corporation (ALB) and Samsung SDI (006400.KS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ALB006400.KSDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.37

1.45

-0.07

Calmar ratioReturn relative to maximum drawdown

5.51

6.44

-0.93

Martin ratioReturn relative to average drawdown

16.11

17.94

-1.83

ALB vs. 006400.KS - Sharpe Ratio Comparison

The current ALB Sharpe Ratio is 2.79, which is comparable to the 006400.KS Sharpe Ratio of 3.21. The chart below compares the historical Sharpe Ratios of ALB and 006400.KS, 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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Drawdowns

ALB vs. 006400.KS - Drawdown Comparison

The maximum ALB drawdown since its inception was -83.90%, roughly equal to the maximum 006400.KS drawdown of -83.64%. Use the drawdown chart below to compare losses from any high point for ALB and 006400.KS.


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Drawdown Indicators


ALB006400.KSDifference

Max Drawdown

Largest peak-to-trough decline

-83.90%

-83.64%

-0.26%

Max Drawdown (1Y)

Largest decline over 1 year

-31.72%

-32.49%

+0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-78.60%

-78.86%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-83.90%

-82.99%

-0.91%

Max Drawdown (10Y)

Largest decline over 10 years

-83.90%

-83.64%

-0.26%

Current Drawdown

Current decline from peak

-48.13%

-48.55%

+0.42%

Average Drawdown

Average peak-to-trough decline

-20.70%

-29.56%

+8.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.83%

11.49%

-0.66%

Volatility

ALB vs. 006400.KS - Volatility Comparison

The current volatility for Albemarle Corporation (ALB) is 15.31%, while Samsung SDI (006400.KS) has a volatility of 24.49%. This indicates that ALB experiences smaller price fluctuations and is considered to be less risky than 006400.KS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALB006400.KSDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.31%

24.49%

-9.18%

Volatility (6M)

Calculated over the trailing 6-month period

42.85%

53.84%

-10.99%

Volatility (1Y)

Calculated over the trailing 1-year period

62.59%

65.20%

-2.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.66%

48.47%

+6.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.35%

45.79%

+2.56%

Dividends

ALB vs. 006400.KS - Dividend Comparison

ALB's dividend yield for the trailing twelve months is around 1.01%, more than 006400.KS's 0.21% yield.


PositionTTM20252024202320222021202020192018201720162015
006400.KS
Samsung SDI
0.21%0.44%0.40%0.22%0.18%0.16%0.16%0.43%0.47%0.50%0.94%0.90%
ALB
Albemarle Corporation
1.01%1.15%1.87%1.11%0.73%0.67%1.04%2.01%1.74%1.00%1.42%2.07%

Financials

ALB vs. 006400.KS - Financials Comparison

This section allows you to compare key financial metrics between Albemarle Corporation and Samsung SDI. 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


Please note, different currencies. ALB values in USD, 006400.KS values in KRW

Frequently Asked Questions


ALB and 006400.KS have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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