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.
Performance
ALB vs. SQM - Performance Comparison
Returns By Period
In the year-to-date period, ALB achieves a -27.52% return, which is significantly higher than SQM's -36.37% return. Over the past 10 years, ALB has underperformed SQM with an annualized return of 6.85%, while SQM has yielded a comparatively higher 9.03% annualized return.
ALB
-27.52%
8.82%
-20.38%
-17.56%
10.56%
6.85%
SQM
-36.37%
-2.63%
-20.29%
-18.30%
14.82%
9.03%
Fundamentals
| ALB | SQM | |
|---|---|---|
| Market Cap | $12.08B | $10.33B |
| EPS | -$16.76 | $0.09 |
| PEG Ratio | 1.22 | 0.67 |
| Total Revenue (TTM) | $6.50B | $3.69B |
| Gross Profit (TTM) | $689.47M | $1.15B |
| EBITDA (TTM) | -$1.93B | $1.23B |
Key characteristics
| ALB | SQM | |
|---|---|---|
| Sharpe Ratio | -0.30 | -0.52 |
| Sortino Ratio | -0.05 | -0.53 |
| Omega Ratio | 0.99 | 0.94 |
| Calmar Ratio | -0.23 | -0.38 |
| Martin Ratio | -0.62 | -0.85 |
| Ulcer Index | 28.77% | 29.25% |
| Daily Std Dev | 59.09% | 47.65% |
| Max Drawdown | -77.22% | -77.80% |
| Current Drawdown | -67.48% | -61.50% |
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Correlation
The correlation between ALB and SQM is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
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.
Dividends
ALB vs. SQM - Dividend Comparison
ALB's dividend yield for the trailing twelve months is around 1.55%, less than SQM's 1.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALB Albemarle Corporation | 1.55% | 1.11% | 0.73% | 0.67% | 1.04% | 2.02% | 1.74% | 1.00% | 1.42% | 2.07% | 1.83% | 1.51% |
SQM Sociedad Química y Minera de Chile S.A. | 1.88% | 8.51% | 9.79% | 3.90% | 1.65% | 4.59% | 5.41% | 2.39% | 5.31% | 2.41% | 5.83% | 3.96% |
Drawdowns
ALB vs. SQM - Drawdown Comparison
The maximum ALB drawdown since its inception was -77.22%, roughly equal to the maximum SQM drawdown of -77.80%. Use the drawdown chart below to compare losses from any high point for ALB and SQM. For additional features, visit the drawdowns tool.
Volatility
ALB vs. SQM - Volatility Comparison
Albemarle Corporation (ALB) has a higher volatility of 17.29% compared to Sociedad Química y Minera de Chile S.A. (SQM) at 12.36%. This indicates that ALB's price experiences larger fluctuations and is considered to be riskier than SQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ALB vs. SQM - Financials Comparison
This section allows you to compare key financial metrics between Albemarle Corporation and Sociedad Química y Minera de Chile S.A.. 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