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ILIT vs. ALB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ILIT and ALB is 0.42, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

ILIT vs. ALB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lithium Miners And Producers ETF (ILIT) and Albemarle Corporation (ALB). The values are adjusted to include any dividend payments, if applicable.

-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%December2025FebruaryMarchAprilMay
-66.86%
-72.35%
ILIT
ALB

Key characteristics

Sharpe Ratio

ILIT:

-1.06

ALB:

-0.89

Sortino Ratio

ILIT:

-1.76

ALB:

-1.36

Omega Ratio

ILIT:

0.82

ALB:

0.84

Calmar Ratio

ILIT:

-0.56

ALB:

-0.62

Martin Ratio

ILIT:

-1.42

ALB:

-1.52

Ulcer Index

ILIT:

28.94%

ALB:

34.16%

Daily Std Dev

ILIT:

38.73%

ALB:

58.09%

Max Drawdown

ILIT:

-73.69%

ALB:

-83.90%

Current Drawdown

ILIT:

-69.40%

ALB:

-81.19%

Returns By Period

In the year-to-date period, ILIT achieves a -15.11% return, which is significantly higher than ALB's -30.70% return.


ILIT

YTD

-15.11%

1M

-7.13%

6M

-30.45%

1Y

-39.67%

5Y*

N/A

10Y*

N/A

ALB

YTD

-30.70%

1M

-17.40%

6M

-36.78%

1Y

-49.25%

5Y*

1.78%

10Y*

1.28%

*Annualized

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Risk-Adjusted Performance

ILIT vs. ALB — Risk-Adjusted Performance Rank

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

ILIT
The Risk-Adjusted Performance Rank of ILIT is 11
Overall Rank
The Sharpe Ratio Rank of ILIT is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of ILIT is 00
Sortino Ratio Rank
The Omega Ratio Rank of ILIT is 00
Omega Ratio Rank
The Calmar Ratio Rank of ILIT is 11
Calmar Ratio Rank
The Martin Ratio Rank of ILIT is 22
Martin Ratio Rank

ALB
The Risk-Adjusted Performance Rank of ALB is 99
Overall Rank
The Sharpe Ratio Rank of ALB is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of ALB is 88
Sortino Ratio Rank
The Omega Ratio Rank of ALB is 1010
Omega Ratio Rank
The Calmar Ratio Rank of ALB is 1313
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.

ILIT vs. ALB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lithium Miners And Producers ETF (ILIT) 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.


The chart of Sharpe ratio for ILIT, currently valued at -1.06, compared to the broader market-1.000.001.002.003.004.00
ILIT: -1.06
ALB: -0.89
The chart of Sortino ratio for ILIT, currently valued at -1.76, compared to the broader market-2.000.002.004.006.008.00
ILIT: -1.76
ALB: -1.36
The chart of Omega ratio for ILIT, currently valued at 0.82, compared to the broader market0.501.001.502.002.50
ILIT: 0.82
ALB: 0.84
The chart of Calmar ratio for ILIT, currently valued at -0.56, compared to the broader market0.002.004.006.008.0010.00
ILIT: -0.56
ALB: -0.66
The chart of Martin ratio for ILIT, currently valued at -1.42, compared to the broader market0.0020.0040.0060.00
ILIT: -1.42
ALB: -1.52

The current ILIT Sharpe Ratio is -1.06, which is comparable to the ALB Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of ILIT 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-1.40-1.20-1.00-0.80-0.60-0.40-0.200.00December2025FebruaryMarchAprilMay
-1.06
-0.89
ILIT
ALB

Dividends

ILIT vs. ALB - Dividend Comparison

ILIT's dividend yield for the trailing twelve months is around 7.63%, more than ALB's 2.72% yield.


TTM20242023202220212020201920182017201620152014
ILIT
Ishares Lithium Miners And Producers ETF
7.63%6.48%0.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ALB
Albemarle Corporation
2.72%1.87%1.11%0.73%0.67%1.04%2.02%1.74%1.00%1.42%2.07%1.83%

Drawdowns

ILIT vs. ALB - Drawdown Comparison

The maximum ILIT drawdown since its inception was -73.69%, smaller than the maximum ALB drawdown of -83.90%. Use the drawdown chart below to compare losses from any high point for ILIT and ALB. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%December2025FebruaryMarchAprilMay
-69.40%
-74.99%
ILIT
ALB

Volatility

ILIT vs. ALB - Volatility Comparison

The current volatility for Ishares Lithium Miners And Producers ETF (ILIT) is 18.31%, while Albemarle Corporation (ALB) has a volatility of 30.83%. This indicates that ILIT 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.


10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
18.31%
30.83%
ILIT
ALB