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ALBA.L vs. YALL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ALBA.L and YALL is 0.24, 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.


-0.50.00.51.00.2

Performance

ALBA.L vs. YALL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alba Mineral Resources (ALBA.L) and God Bless America ETF (YALL). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-62.09%
13.68%
ALBA.L
YALL

Key characteristics

Sharpe Ratio

ALBA.L:

-0.94

YALL:

2.34

Sortino Ratio

ALBA.L:

-1.72

YALL:

3.16

Omega Ratio

ALBA.L:

0.67

YALL:

1.40

Calmar Ratio

ALBA.L:

-0.78

YALL:

4.16

Martin Ratio

ALBA.L:

-1.63

YALL:

14.68

Ulcer Index

ALBA.L:

47.97%

YALL:

2.47%

Daily Std Dev

ALBA.L:

83.15%

YALL:

15.46%

Max Drawdown

ALBA.L:

-99.82%

YALL:

-12.03%

Current Drawdown

ALBA.L:

-99.82%

YALL:

-4.41%

Returns By Period

In the year-to-date period, ALBA.L achieves a -78.00% return, which is significantly lower than YALL's 32.89% return.


ALBA.L

YTD

-78.00%

1M

-24.14%

6M

-61.74%

1Y

-78.54%

5Y*

-33.15%

10Y*

-22.29%

YALL

YTD

32.89%

1M

-1.52%

6M

13.52%

1Y

33.77%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ALBA.L vs. YALL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alba Mineral Resources (ALBA.L) and God Bless America ETF (YALL). 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
The chart of Sharpe ratio for ALBA.L, currently valued at -0.93, compared to the broader market-4.00-2.000.002.00-0.932.14
The chart of Sortino ratio for ALBA.L, currently valued at -1.70, compared to the broader market-4.00-2.000.002.004.00-1.702.92
The chart of Omega ratio for ALBA.L, currently valued at 0.69, compared to the broader market0.501.001.502.000.691.37
The chart of Calmar ratio for ALBA.L, currently valued at -0.90, compared to the broader market0.002.004.006.00-0.903.78
The chart of Martin ratio for ALBA.L, currently valued at -1.64, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.6413.48
ALBA.L
YALL

The current ALBA.L Sharpe Ratio is -0.94, which is lower than the YALL Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of ALBA.L and YALL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.93
2.14
ALBA.L
YALL

Dividends

ALBA.L vs. YALL - Dividend Comparison

Neither ALBA.L nor YALL has paid dividends to shareholders.


TTM20232022
ALBA.L
Alba Mineral Resources
0.00%0.00%0.00%
YALL
God Bless America ETF
0.00%3.51%0.19%

Drawdowns

ALBA.L vs. YALL - Drawdown Comparison

The maximum ALBA.L drawdown since its inception was -99.82%, which is greater than YALL's maximum drawdown of -12.03%. Use the drawdown chart below to compare losses from any high point for ALBA.L and YALL. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-87.21%
-4.41%
ALBA.L
YALL

Volatility

ALBA.L vs. YALL - Volatility Comparison

Alba Mineral Resources (ALBA.L) has a higher volatility of 13.30% compared to God Bless America ETF (YALL) at 5.47%. This indicates that ALBA.L's price experiences larger fluctuations and is considered to be riskier than YALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
13.30%
5.47%
ALBA.L
YALL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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