ALB vs. SGML
ALB (Albemarle Corporation) and SGML (Sigma Lithium Resources Corp) are both stocks. Both are in the Basic Materials sector — ALB in Specialty Chemicals, SGML in Other Industrial Metals & Mining. Over the past 3 years, ALB returned -5.62%/yr vs -28.84%/yr for SGML. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
ALB vs. SGML - Performance Comparison
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Returns By Period
In the year-to-date period, ALB achieves a 17.41% return, which is significantly higher than SGML's 11.68% return.
ALB
- 1D
- -1.60%
- 1M
- -14.97%
- YTD
- 17.41%
- 6M
- 39.80%
- 1Y
- 182.34%
- 3Y*
- -5.62%
- 5Y*
- 0.25%
- 10Y*
- 8.88%
SGML
- 1D
- -2.84%
- 1M
- -34.62%
- YTD
- 11.68%
- 6M
- 47.60%
- 1Y
- 196.98%
- 3Y*
- -28.84%
- 5Y*
- —
- 10Y*
- —
ALB vs. SGML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ALB Albemarle Corporation | 17.41% | 67.72% | -39.50% | -32.80% | -6.63% | 2.36% |
SGML Sigma Lithium Resources Corp | 11.68% | 17.56% | -64.41% | 11.73% | 171.09% | 28.52% |
Correlation
The correlation between ALB and SGML is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2021 | 0.53 |
The correlation between ALB and SGML has been stable across timeframes, ranging from 0.52 to 0.56 - a consistent structural relationship.
Fundamentals
ALB:
$19.65B
SGML:
$1.64B
ALB:
-$2.33
SGML:
-$0.39
ALB:
3.55
SGML:
15.75
ALB:
2.58
SGML:
22.59
ALB:
$5.49B
SGML:
$104.10M
ALB:
$1.02B
SGML:
$28.12M
ALB:
$801.97M
SGML:
$5.88M
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Return for Risk
ALB vs. SGML — Risk / Return Rank
ALB
SGML
ALB vs. SGML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Albemarle Corporation (ALB) and Sigma Lithium Resources Corp (SGML). 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.
| ALB | SGML | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.52 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 7.92 | 3.07 | +4.85 |
| Martin ratioReturn relative to average drawdown | 19.06 | 9.44 | +9.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ALB | SGML | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.99 | 0.70 | +2.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.09 | +0.20 |
Drawdowns
ALB vs. SGML - Drawdown Comparison
The maximum ALB drawdown since its inception was -83.90%, smaller than the maximum SGML drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for ALB and SGML.
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Drawdown Indicators
| ALB | SGML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.90% | -89.91% | +6.01% |
Max Drawdown (1Y)Largest decline over 1 year | -23.18% | -64.56% | +41.38% |
Max Drawdown (3Y)Largest decline over 3 years | -78.60% | -89.75% | +11.15% |
Max Drawdown (5Y)Largest decline over 5 years | -83.90% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -83.90% | — | — |
Current DrawdownCurrent decline from peak | -46.55% | -65.26% | +18.71% |
Average DrawdownAverage peak-to-trough decline | -20.66% | -42.99% | +22.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.61% | 20.97% | -11.36% |
Volatility
ALB vs. SGML - Volatility Comparison
The current volatility for Albemarle Corporation (ALB) is 11.59%, while Sigma Lithium Resources Corp (SGML) has a volatility of 24.58%. This indicates that ALB experiences smaller price fluctuations and is considered to be less risky than SGML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALB | SGML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 24.58% | -12.99% |
Volatility (6M)Calculated over the trailing 6-month period | 41.38% | 221.74% | -180.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.54% | 283.15% | -221.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.37% | 143.51% | -89.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.16% | 143.51% | -95.35% |
Dividends
ALB vs. SGML - Dividend Comparison
ALB's dividend yield for the trailing twelve months is around 0.98%, while SGML has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALB Albemarle Corporation | 0.98% | 1.15% | 1.87% | 1.11% | 0.73% | 0.67% | 1.04% | 2.01% | 1.74% | 1.00% | 1.42% | 2.07% |
SGML Sigma Lithium Resources 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
ALB vs. SGML - Financials Comparison
This section allows you to compare key financial metrics between Albemarle Corporation and Sigma Lithium Resources Corp. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
ALB vs. SGML - Profitability Comparison
ALB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Albemarle Corporation reported a gross profit of 500.97M and revenue of 1.43B. Therefore, the gross margin over that period was 35.1%.
SGML - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sigma Lithium Resources Corp reported a gross profit of 23.15M and revenue of 41.76M. Therefore, the gross margin over that period was 55.5%.
ALB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Albemarle Corporation reported an operating income of 233.51M and revenue of 1.43B, resulting in an operating margin of 16.3%.
SGML - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sigma Lithium Resources Corp reported an operating income of 19.48M and revenue of 41.76M, resulting in an operating margin of 46.7%.
ALB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Albemarle Corporation reported a net income of 277.40M and revenue of 1.43B, resulting in a net margin of 19.4%.
SGML - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sigma Lithium Resources Corp reported a net income of 10.98M and revenue of 41.76M, resulting in a net margin of 26.3%.
Frequently Asked Questions
ALB and SGML have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGML has higher volatility (24.58%) compared to ALB (11.59%). In terms of maximum drawdown, ALB dropped -83.90% vs SGML's -89.91%.
ALB currently has the higher Sharpe Ratio (2.99 vs 0.70), 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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