ALB vs. APXCF

Last updated Jun 13, 2026

ALB (Albemarle Corporation) and APXCF (Apex Critical Metals Corp) are both stocks. Both are in the Basic Materials sector — ALB in Specialty Chemicals, APXCF in Other Industrial Metals & Mining. Over the past year, ALB returned 184.47% vs 110.49% for APXCF. At a 0.04 correlation, their price movements are largely independent.

Performance

ALB vs. APXCF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Albemarle Corporation (ALB) and Apex Critical Metals Corp (APXCF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ALB achieves a 21.10% return, which is significantly higher than APXCF's -26.88% return.

ALB

• 1D: 7.42%
• 1M: -5.28%
• YTD: 21.10%
• 6M: 29.03%
• 1Y: 184.47%
• 3Y*: -7.90%
• 5Y*: 1.22%
• 10Y*: 9.53%

APXCF

• 1D: 12.50%
• 1M: -25.43%
• YTD: -26.88%
• 6M: -16.43%
• 1Y: 110.49%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ALB vs. APXCF - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ALB Albemarle Corporation	21.10%	67.72%	-11.73%
APXCF Apex Critical Metals Corp	-26.88%	213.05%	26.64%

Correlation

The correlation between ALB and APXCF is 0.06, 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	0.06
Correlation (All Time) Calculated using the full available price history since Jul 8, 2024	0.04

Return for Risk

ALB vs. APXCF — Risk / Return Rank

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

ALB

ALB Risk / Return Rank: 92
ALB Sharpe Ratio Rank: 95
ALB Sortino Ratio Rank: 90
ALB Omega Ratio Rank: 89
ALB Calmar Ratio Rank: 94
ALB Martin Ratio Rank: 95

APXCF

APXCF Risk / Return Rank: 71
APXCF Sharpe Ratio Rank: 70
APXCF Sortino Ratio Rank: 77
APXCF Omega Ratio Rank: 73
APXCF Calmar Ratio Rank: 70
APXCF Martin Ratio Rank: 66

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. APXCF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Albemarle Corporation (ALB) and Apex Critical Metals Corp (APXCF). 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.

	ALB	APXCF	Difference
Sharpe ratio: Return per unit of total volatility	2.87	0.91	+1.96
Sortino ratio: Return per unit of downside risk	3.04	2.00	+1.03
Omega ratio: Gain probability vs. loss probability	1.38	1.24	+0.14
Calmar ratio: Return relative to maximum drawdown	5.66	1.44	+4.22
Martin ratio: Return relative to average drawdown	17.15	2.51	+14.64

ALB vs. APXCF - Sharpe Ratio Comparison

The current ALB Sharpe Ratio is 2.87, which is higher than the APXCF Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of ALB and APXCF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ALB vs. APXCF - Drawdown Comparison

The maximum ALB drawdown since its inception was -83.90%, which is greater than APXCF's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for ALB and APXCF.

Drawdown Indicators

	ALB	APXCF	Difference
Max Drawdown Largest peak-to-trough decline	-83.90%	-73.63%	-10.27%
Max Drawdown (1Y) Largest decline over 1 year	-31.72%	-73.63%	+41.91%
Max Drawdown (3Y) Largest decline over 3 years	-78.60%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-83.90%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-83.90%	—	—
Current Drawdown Current decline from peak	-44.87%	-66.58%	+21.71%
Average Drawdown Average peak-to-trough decline	-20.68%	-31.12%	+10.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.46%	42.16%	-31.70%

Volatility

ALB vs. APXCF - Volatility Comparison

The current volatility for Albemarle Corporation (ALB) is 16.97%, while Apex Critical Metals Corp (APXCF) has a volatility of 31.67%. This indicates that ALB experiences smaller price fluctuations and is considered to be less risky than APXCF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ALB	APXCF	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.97%	31.67%	-14.70%
Volatility (6M) Calculated over the trailing 6-month period	42.66%	65.19%	-22.53%
Volatility (1Y) Calculated over the trailing 1-year period	62.67%	116.18%	-53.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	54.64%	128.47%	-73.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.35%	128.47%	-80.12%

Dividends

ALB vs. APXCF - Dividend Comparison

ALB's dividend yield for the trailing twelve months is around 1.19%, while APXCF has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ALB Albemarle Corporation	0.95%	1.15%	1.87%	1.11%	0.73%	0.67%	1.04%	2.01%	1.74%	1.00%	1.42%	2.07%
APXCF Apex Critical Metals Corp	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both ALB and APXCF in my portfolio?

ALB and APXCF have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ALB or APXCF?

APXCF has higher volatility (31.67%) compared to ALB (16.97%). In terms of maximum drawdown, ALB dropped -83.90% vs APXCF's -73.63%.

Which has better risk-adjusted returns?

ALB currently has the higher Sharpe Ratio (2.87 vs 0.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.