ALSMY vs. REMX
ALSMY (Alstom PK) is a stock, while REMX (VanEck Rare Earth and Strategic Metals ETF) is Rare Earth & Strategic Metals fund tracking the MarketVector Global Rare Earth/Strategic Metals Index. Over the past 10 years, ALSMY returned 1.42%/yr vs 10.09%/yr for REMX. At a 0.32 correlation, their price movements are largely independent.
Performance
ALSMY vs. REMX - Performance Comparison
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Returns By Period
In the year-to-date period, ALSMY achieves a -38.49% return, which is significantly lower than REMX's 24.22% return. Over the past 10 years, ALSMY has underperformed REMX with an annualized return of 1.42%, while REMX has yielded a comparatively higher 10.09% annualized return.
ALSMY
- 1D
- 0.00%
- 1M
- -6.28%
- YTD
- -38.49%
- 6M
- -37.85%
- 1Y
- -13.94%
- 3Y*
- -12.57%
- 5Y*
- -17.46%
- 10Y*
- 1.42%
REMX
- 1D
- -5.62%
- 1M
- -5.16%
- YTD
- 24.22%
- 6M
- 22.61%
- 1Y
- 139.49%
- 3Y*
- 5.61%
- 5Y*
- 4.37%
- 10Y*
- 10.09%
ALSMY vs. REMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALSMY Alstom PK | -38.49% | 34.10% | 77.98% | -45.29% | -31.06% | -38.24% | 32.55% | 34.38% | -0.45% | 53.65% |
REMX VanEck Rare Earth and Strategic Metals ETF | 24.22% | 92.95% | -35.02% | -19.18% | -31.13% | 79.81% | 64.82% | 0.74% | -49.63% | 82.60% |
Correlation
The correlation between ALSMY and REMX is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2010 | 0.32 |
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Return for Risk
ALSMY vs. REMX — Risk / Return Rank
ALSMY
REMX
ALSMY vs. REMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alstom PK (ALSMY) and VanEck Rare Earth and Strategic Metals ETF (REMX). 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.
| ALSMY | REMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.14 | ||
| Sortino ratioReturn per unit of downside risk | -3.29 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.38 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 6.01 | -6.29 |
| Martin ratioReturn relative to average drawdown | -0.65 | 15.83 | -16.48 |
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Drawdowns
ALSMY vs. REMX - Drawdown Comparison
The maximum ALSMY drawdown since its inception was -80.51%, smaller than the maximum REMX drawdown of -90.20%. Use the drawdown chart below to compare losses from any high point for ALSMY and REMX.
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Drawdown Indicators
| ALSMY | REMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.51% | -90.20% | +9.69% |
Max Drawdown (1Y)Largest decline over 1 year | -48.91% | -23.35% | -25.56% |
Max Drawdown (3Y)Largest decline over 3 years | -62.55% | -62.11% | -0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -77.41% | -73.34% | -4.07% |
Max Drawdown (10Y)Largest decline over 10 years | -80.51% | -73.34% | -7.17% |
Current DrawdownCurrent decline from peak | -67.34% | -57.95% | -9.39% |
Average DrawdownAverage peak-to-trough decline | -47.23% | -66.82% | +19.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.48% | 8.85% | +12.63% |
Volatility
ALSMY vs. REMX - Volatility Comparison
The current volatility for Alstom PK (ALSMY) is 4.47%, while VanEck Rare Earth and Strategic Metals ETF (REMX) has a volatility of 16.71%. This indicates that ALSMY experiences smaller price fluctuations and is considered to be less risky than REMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALSMY | REMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 16.71% | -12.24% |
Volatility (6M)Calculated over the trailing 6-month period | 34.64% | 37.35% | -2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.88% | 49.97% | -8.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.74% | 40.71% | +7.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.94% | 37.16% | +2.78% |
Dividends
ALSMY vs. REMX - Dividend Comparison
ALSMY has not paid dividends to shareholders, while REMX's dividend yield for the trailing twelve months is around 1.42%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALSMY Alstom PK | 0.00% | 0.00% | 4.37% | 2.13% | 1.05% | 0.85% | 8.56% | 13.32% | 1.01% | 1.42% | 0.00% | 0.00% |
REMX VanEck Rare Earth and Strategic Metals ETF | 1.42% | 1.76% | 2.56% | 0.00% | 1.56% | 5.25% | 0.81% | 1.64% | 12.43% | 2.89% | 2.23% | 4.77% |
Frequently Asked Questions
ALSMY and REMX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
REMX has higher volatility (16.71%) compared to ALSMY (4.47%). In terms of maximum drawdown, ALSMY dropped -80.51% vs REMX's -90.20%.
REMX currently has the higher Sharpe Ratio (2.81 vs -0.33), 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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