ALB vs. PKW
ALB (Albemarle Corporation) is a stock, while PKW (Invesco BuyBack Achievers™ ETF) is Mid Cap Value Equities fund tracking the NASDAQ US BuyBack Achievers Index. Over the past 10 years, ALB returned 4.39%/yr vs 13.46%/yr for PKW. Their 0.56 correlation means they have sometimes moved together and sometimes differently.
Performance
ALB vs. PKW - Performance Comparison
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Returns By Period
In the year-to-date period, ALB achieves a -19.59% return, which is significantly lower than PKW's 10.69% return. Over the past 10 years, ALB has underperformed PKW with an annualized return of 4.39%, while PKW has yielded a comparatively higher 13.46% annualized return.
ALB
- 1D
- -2.60%
- 1M
- -15.36%
- 6M
- -41.43%
- YTD
- -19.59%
- 1Y
- 53.39%
- 3Y*
- -17.11%
- 5Y*
- -9.95%
- 10Y*
- 4.39%
- ALL TIME*
- 10.50%
PKW
- 1D
- 1.30%
- 1M
- 4.74%
- 6M
- 8.96%
- YTD
- 10.69%
- 1Y
- 17.52%
- 3Y*
- 17.75%
- 5Y*
- 11.41%
- 10Y*
- 13.46%
- ALL TIME*
- 10.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $258.27M | $272.97M | $356.85M | |
| $4.41M | $3.58M | $3.64M |
ALB vs. PKW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALB Albemarle Corporation | -19.59% | 67.72% | -39.50% | -32.80% | -6.63% | 59.76% | 105.39% | -3.28% | -38.89% | 50.22% |
PKW Invesco BuyBack Achievers™ ETF | 10.69% | 17.92% | 17.33% | 17.24% | -10.21% | 32.62% | 8.41% | 34.09% | -10.53% | 17.75% |
Correlation
The correlation between ALB and PKW is 0.22, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.22 |
Correlation (3Y) Balances recent behavior with more history. | 0.38 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.48 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.50 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2006 | 0.56 |
Over the past year, the correlation between ALB and PKW has dropped to 0.22 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
ALB vs. PKW — Risk / Return Rank
ALB
PKW
ALB vs. PKW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Albemarle Corporation (ALB) and Invesco BuyBack Achievers™ ETF (PKW). 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 | PKW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | 2.24 | -1.11 |
| Martin ratioReturn relative to average drawdown | 3.24 | 7.13 | -3.90 |
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Drawdowns
ALB vs. PKW - Drawdown Comparison
The maximum ALB drawdown since its inception was -83.90%, which is greater than PKW's maximum drawdown of -54.59%. Use the drawdown chart below to compare losses from any high point for ALB and PKW.
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Drawdown Indicators
| ALB | PKW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.90% | -54.59% | -29.31% |
Max Drawdown (1Y)Largest decline over 1 year | -47.38% | -7.86% | -39.52% |
Max Drawdown (3Y)Largest decline over 3 years | -75.46% | -20.91% | -54.55% |
Max Drawdown (5Y)Largest decline over 5 years | -83.90% | -23.51% | -60.39% |
Max Drawdown (10Y)Largest decline over 10 years | -83.90% | -40.93% | -42.97% |
Current DrawdownCurrent decline from peak | -63.39% | 0.00% | -63.39% |
Average DrawdownAverage peak-to-trough decline | -20.82% | -7.90% | -12.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.60% | 2.48% | +14.12% |
Volatility
ALB vs. PKW - Volatility Comparison
Albemarle Corporation (ALB) has a higher volatility of 9.42% compared to Invesco BuyBack Achievers™ ETF (PKW) at 3.35%. This indicates that ALB's price experiences larger fluctuations and is considered to be riskier than PKW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALB | PKW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.42% | 3.35% | +6.07% |
Volatility (6M)Calculated over the trailing 6-month period | 41.16% | 9.57% | +31.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.56% | 13.23% | +47.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.71% | 17.39% | +37.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.44% | 19.71% | +28.73% |
Dividends
ALB vs. PKW - Dividend Comparison
ALB's dividend yield for the trailing twelve months is around 1.43%, more than PKW's 0.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALB Albemarle Corporation | 1.43% | 1.15% | 1.87% | 1.11% | 0.73% | 0.67% | 1.04% | 2.01% | 1.74% | 1.00% | 1.42% | 2.07% |
PKW Invesco BuyBack Achievers™ ETF | 0.76% | 0.99% | 0.86% | 1.17% | 1.22% | 0.72% | 1.48% | 1.30% | 1.30% | 0.65% | 1.59% | 1.14% |
Frequently Asked Questions
ALB and PKW have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALB has higher volatility (9.42%) compared to PKW (3.35%). In terms of maximum drawdown, ALB dropped -83.90% vs PKW's -54.59%.
PKW currently has the higher Sharpe Ratio (1.33 vs 0.90), 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.
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