ALB vs. SQM
Compare and contrast key facts about Albemarle Corporation (ALB) and Sociedad Química y Minera de Chile S.A. (SQM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ALB or SQM.
Key characteristics
| ALB | SQM | |
|---|---|---|
| YTD Return | -3.74% | -10.39% |
| 1Y Return | -16.56% | -27.39% |
| 5Y Return (Ann) | 18.72% | 11.78% |
| 10Y Return (Ann) | 13.87% | 9.12% |
| Sharpe Ratio | -0.26 | -0.42 |
| Daily Std Dev | 48.96% | 55.14% |
| Max Drawdown | -66.31% | -77.80% |
Fundamentals
| ALB | SQM | |
|---|---|---|
| Market Cap | $22.94B | $18.93B |
| EPS | $31.21 | $13.51 |
| PE Ratio | 6.27 | 4.90 |
| PEG Ratio | 0.32 | 0.14 |
| Revenue (TTM) | $8.77B | $10.95B |
| Gross Profit (TTM) | $3.08B | $5.74B |
| EBITDA (TTM) | $3.67B | $5.71B |
Correlation
The correlation between ALB and SQM is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
ALB vs. SQM - Performance Comparison
In the year-to-date period, ALB achieves a -3.74% return, which is significantly lower than SQM's -10.39% return. Over the past 10 years, ALB has outperformed SQM with an annualized return of 13.87%, while SQM has yielded a comparatively lower 9.12% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ALB vs. SQM - Dividend Comparison
ALB's dividend yield for the trailing twelve months is around 0.95%, less than SQM's 18.22% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALB Albemarle Corporation | 0.95% | 0.73% | 0.67% | 1.06% | 2.08% | 1.83% | 1.07% | 1.53% | 2.28% | 2.06% | 1.73% | 1.50% |
SQM Sociedad Química y Minera de Chile S.A. | 18.22% | 10.26% | 4.45% | 1.95% | 5.58% | 6.86% | 3.16% | 7.27% | 3.44% | 8.63% | 6.16% | 3.44% |
ALB vs. SQM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Albemarle Corporation (ALB) and Sociedad Química y Minera de Chile S.A. (SQM). 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
ALB Albemarle Corporation | -0.26 | ||||
SQM Sociedad Química y Minera de Chile S.A. | -0.42 |
ALB vs. SQM - Drawdown Comparison
The maximum ALB drawdown for the period was -46.67%, roughly equal to the maximum SQM drawdown of -41.11%. The drawdown chart below compares losses from any high point along the way for ALB and SQM
ALB vs. SQM - Volatility Comparison
Albemarle Corporation (ALB) and Sociedad Química y Minera de Chile S.A. (SQM) have volatilities of 13.18% and 12.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.