PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ALTM vs. ALB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ALTM and ALB is 0.59, 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.


-0.50.00.51.00.6

Performance

ALTM vs. ALB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arcadium Lithium plc (ALTM) and Albemarle Corporation (ALB). The values are adjusted to include any dividend payments, if applicable.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%OctoberNovemberDecember2025FebruaryMarch
-14.89%
-47.35%
ALTM
ALB

Key characteristics

Sharpe Ratio

ALTM:

0.08

ALB:

-0.74

Sortino Ratio

ALTM:

0.80

ALB:

-0.93

Omega Ratio

ALTM:

1.10

ALB:

0.89

Calmar Ratio

ALTM:

0.08

ALB:

-0.53

Martin Ratio

ALTM:

0.20

ALB:

-1.50

Ulcer Index

ALTM:

28.42%

ALB:

27.79%

Daily Std Dev

ALTM:

71.61%

ALB:

53.65%

Max Drawdown

ALTM:

-68.21%

ALB:

-77.94%

Current Drawdown

ALTM:

-17.86%

ALB:

-75.88%

Fundamentals

Market Cap

ALTM:

$6.29B

ALB:

$8.99B

EPS

ALTM:

$0.09

ALB:

-$11.20

PEG Ratio

ALTM:

1.09

ALB:

0.99

Total Revenue (TTM)

ALTM:

$1.03B

ALB:

$5.38B

Gross Profit (TTM)

ALTM:

$284.81M

ALB:

$59.64M

EBITDA (TTM)

ALTM:

$161.60M

ALB:

-$1.01B

Returns By Period

In the year-to-date period, ALTM achieves a 13.84% return, which is significantly higher than ALB's -11.15% return.


ALTM

YTD

13.84%

1M

1.57%

6M

144.35%

1Y

17.98%

5Y*

N/A

10Y*

N/A

ALB

YTD

-11.15%

1M

-7.27%

6M

-6.62%

1Y

-35.06%

5Y*

-0.43%

10Y*

4.84%

*Annualized

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

ALTM vs. ALB — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ALTM
The Risk-Adjusted Performance Rank of ALTM is 5454
Overall Rank
The Sharpe Ratio Rank of ALTM is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of ALTM is 5858
Sortino Ratio Rank
The Omega Ratio Rank of ALTM is 5656
Omega Ratio Rank
The Calmar Ratio Rank of ALTM is 5353
Calmar Ratio Rank
The Martin Ratio Rank of ALTM is 5252
Martin Ratio Rank

ALB
The Risk-Adjusted Performance Rank of ALB is 1313
Overall Rank
The Sharpe Ratio Rank of ALB is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of ALB is 1414
Sortino Ratio Rank
The Omega Ratio Rank of ALB is 1616
Omega Ratio Rank
The Calmar Ratio Rank of ALB is 1717
Calmar Ratio Rank
The Martin Ratio Rank of ALB is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ALTM vs. ALB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arcadium Lithium plc (ALTM) and Albemarle Corporation (ALB). 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 ALTM, currently valued at 0.22, compared to the broader market-3.00-2.00-1.000.001.002.003.000.22-0.75
The chart of Sortino ratio for ALTM, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.001.09-1.00
The chart of Omega ratio for ALTM, currently valued at 1.13, compared to the broader market0.501.001.502.001.130.89
The chart of Calmar ratio for ALTM, currently valued at 0.23, compared to the broader market0.001.002.003.004.005.000.23-0.79
The chart of Martin ratio for ALTM, currently valued at 0.65, compared to the broader market0.005.0010.0015.0020.000.65-1.41
ALTM
ALB

The current ALTM Sharpe Ratio is 0.08, which is higher than the ALB Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of ALTM and ALB, 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-0.80-0.60-0.40-0.200.000.200.40Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09
0.22
-0.75
ALTM
ALB

Dividends

ALTM vs. ALB - Dividend Comparison

ALTM has not paid dividends to shareholders, while ALB's dividend yield for the trailing twelve months is around 2.11%.


TTM20242023202220212020201920182017201620152014
ALTM
Arcadium Lithium plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ALB
Albemarle Corporation
2.22%1.87%1.11%0.73%0.67%1.04%2.02%1.74%1.00%1.42%2.07%1.83%

Drawdowns

ALTM vs. ALB - Drawdown Comparison

The maximum ALTM drawdown since its inception was -68.21%, smaller than the maximum ALB drawdown of -77.94%. Use the drawdown chart below to compare losses from any high point for ALTM and ALB. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%OctoberNovemberDecember2025FebruaryMarch
-17.86%
-48.32%
ALTM
ALB

Volatility

ALTM vs. ALB - Volatility Comparison

The current volatility for Arcadium Lithium plc (ALTM) is 1.32%, while Albemarle Corporation (ALB) has a volatility of 14.78%. This indicates that ALTM experiences smaller price fluctuations and is considered to be less risky than ALB 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%OctoberNovemberDecember2025FebruaryMarch
1.32%
14.78%
ALTM
ALB

Financials

ALTM vs. ALB - Financials Comparison

This section allows you to compare key financial metrics between Arcadium Lithium plc and Albemarle Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab