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ICHR vs. LITP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICHR vs. LITP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ichor Holdings, Ltd. (ICHR) and Sprott Lithium Miners ETF (LITP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ICHR achieves a 293.11% return, which is significantly higher than LITP's 28.96% return.


ICHR

1D
-3.34%
1M
3.92%
YTD
293.11%
6M
312.82%
1Y
316.38%
3Y*
31.96%
5Y*
5.26%
10Y*

LITP

1D
-4.66%
1M
-7.17%
YTD
28.96%
6M
41.58%
1Y
218.79%
3Y*
-0.12%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICHR vs. LITP - Yearly Performance Comparison


2026 (YTD)202520242023
ICHR
Ichor Holdings, Ltd.
293.11%-42.80%-4.19%-9.43%
LITP
Sprott Lithium Miners ETF
28.96%94.65%-43.85%-36.14%

Correlation

The correlation between ICHR and LITP is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2023

0.38

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Return for Risk

ICHR vs. LITP — Risk / Return Rank

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

ICHR
ICHR Risk / Return Rank: 9393
Overall Rank
ICHR Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ICHR Sortino Ratio Rank: 8888
Sortino Ratio Rank
ICHR Omega Ratio Rank: 9191
Omega Ratio Rank
ICHR Calmar Ratio Rank: 9696
Calmar Ratio Rank
ICHR Martin Ratio Rank: 9494
Martin Ratio Rank

LITP
LITP Risk / Return Rank: 8787
Overall Rank
LITP Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
LITP Sortino Ratio Rank: 8181
Sortino Ratio Rank
LITP Omega Ratio Rank: 7474
Omega Ratio Rank
LITP Calmar Ratio Rank: 9494
Calmar Ratio Rank
LITP Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ICHR vs. LITP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ichor Holdings, Ltd. (ICHR) and Sprott Lithium Miners ETF (LITP). 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.


ICHRLITPDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.46

1.45

+0.01

Calmar ratioReturn relative to maximum drawdown

7.81

7.08

+0.74

Martin ratioReturn relative to average drawdown

17.66

21.48

-3.83

ICHR vs. LITP - Sharpe Ratio Comparison

The current ICHR Sharpe Ratio is 3.46, which is comparable to the LITP Sharpe Ratio of 3.78. The chart below compares the historical Sharpe Ratios of ICHR and LITP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ICHRLITPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.46

3.78

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

-0.07

+0.42

Drawdowns

ICHR vs. LITP - Drawdown Comparison

The maximum ICHR drawdown since its inception was -77.39%, roughly equal to the maximum LITP drawdown of -74.72%. Use the drawdown chart below to compare losses from any high point for ICHR and LITP.


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Drawdown Indicators


ICHRLITPDifference

Max Drawdown

Largest peak-to-trough decline

-77.39%

-74.72%

-2.67%

Max Drawdown (1Y)

Largest decline over 1 year

-40.80%

-31.12%

-9.68%

Max Drawdown (3Y)

Largest decline over 3 years

-69.09%

-74.31%

+5.22%

Max Drawdown (5Y)

Largest decline over 5 years

-74.93%

Current Drawdown

Current decline from peak

-5.85%

-14.47%

+8.62%

Average Drawdown

Average peak-to-trough decline

-36.38%

-42.29%

+5.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.02%

10.23%

+7.79%

Volatility

ICHR vs. LITP - Volatility Comparison

Ichor Holdings, Ltd. (ICHR) has a higher volatility of 19.72% compared to Sprott Lithium Miners ETF (LITP) at 13.36%. This indicates that ICHR's price experiences larger fluctuations and is considered to be riskier than LITP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICHRLITPDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.72%

13.36%

+6.36%

Volatility (6M)

Calculated over the trailing 6-month period

60.25%

39.69%

+20.56%

Volatility (1Y)

Calculated over the trailing 1-year period

92.42%

58.34%

+34.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.68%

47.34%

+19.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.88%

47.34%

+18.54%

Dividends

ICHR vs. LITP - Dividend Comparison

ICHR has not paid dividends to shareholders, while LITP's dividend yield for the trailing twelve months is around 5.74%.


PositionTTM202520242023
ICHR
Ichor Holdings, Ltd.
0.00%0.00%0.00%0.00%
LITP
Sprott Lithium Miners ETF
5.74%7.41%6.55%2.80%

Frequently Asked Questions


ICHR and LITP have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ICHR has higher volatility (19.72%) compared to LITP (13.36%). In terms of maximum drawdown, ICHR dropped -77.39% vs LITP's -74.72%.

LITP currently has the higher Sharpe Ratio (3.78 vs 3.46), 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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