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IOSP vs. MP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IOSP and MP is 0.52, 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: 0.5

Performance

IOSP vs. MP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innospec Inc. (IOSP) and MP Materials Corp. (MP). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
28.13%
144.10%
IOSP
MP

Key characteristics

Sharpe Ratio

IOSP:

-0.82

MP:

0.79

Sortino Ratio

IOSP:

-1.09

MP:

1.62

Omega Ratio

IOSP:

0.86

MP:

1.19

Calmar Ratio

IOSP:

-0.72

MP:

0.66

Martin Ratio

IOSP:

-1.63

MP:

3.03

Ulcer Index

IOSP:

16.00%

MP:

17.76%

Daily Std Dev

IOSP:

31.76%

MP:

68.31%

Max Drawdown

IOSP:

-91.17%

MP:

-81.99%

Current Drawdown

IOSP:

-31.21%

MP:

-58.10%

Fundamentals

Market Cap

IOSP:

$2.26B

MP:

$4.25B

EPS

IOSP:

$1.42

MP:

-$0.57

PS Ratio

IOSP:

1.22

MP:

20.85

PB Ratio

IOSP:

1.86

MP:

4.03

Total Revenue (TTM)

IOSP:

$1.35B

MP:

$155.17M

Gross Profit (TTM)

IOSP:

$387.20M

MP:

$14.23M

EBITDA (TTM)

IOSP:

$159.00M

MP:

-$50.45M

Returns By Period

In the year-to-date period, IOSP achieves a -18.42% return, which is significantly lower than MP's 56.47% return.


IOSP

YTD

-18.42%

1M

-8.60%

6M

-17.22%

1Y

-24.30%

5Y*

6.76%

10Y*

8.52%

MP

YTD

56.47%

1M

-6.33%

6M

30.95%

1Y

52.28%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

IOSP vs. MP — Risk-Adjusted Performance Rank

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

IOSP
The Risk-Adjusted Performance Rank of IOSP is 99
Overall Rank
The Sharpe Ratio Rank of IOSP is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of IOSP is 1111
Sortino Ratio Rank
The Omega Ratio Rank of IOSP is 1212
Omega Ratio Rank
The Calmar Ratio Rank of IOSP is 88
Calmar Ratio Rank
The Martin Ratio Rank of IOSP is 55
Martin Ratio Rank

MP
The Risk-Adjusted Performance Rank of MP is 7979
Overall Rank
The Sharpe Ratio Rank of MP is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of MP is 8080
Sortino Ratio Rank
The Omega Ratio Rank of MP is 7676
Omega Ratio Rank
The Calmar Ratio Rank of MP is 7878
Calmar Ratio Rank
The Martin Ratio Rank of MP is 8080
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.

IOSP vs. MP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innospec Inc. (IOSP) and MP Materials Corp. (MP). 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 IOSP, currently valued at -0.82, compared to the broader market-2.00-1.000.001.002.003.00
IOSP: -0.82
MP: 0.79
The chart of Sortino ratio for IOSP, currently valued at -1.09, compared to the broader market-6.00-4.00-2.000.002.004.00
IOSP: -1.09
MP: 1.62
The chart of Omega ratio for IOSP, currently valued at 0.86, compared to the broader market0.501.001.502.00
IOSP: 0.86
MP: 1.19
The chart of Calmar ratio for IOSP, currently valued at -0.72, compared to the broader market0.001.002.003.004.005.00
IOSP: -0.72
MP: 0.66
The chart of Martin ratio for IOSP, currently valued at -1.63, compared to the broader market-5.000.005.0010.0015.0020.00
IOSP: -1.63
MP: 3.03

The current IOSP Sharpe Ratio is -0.82, which is lower than the MP Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of IOSP and MP, 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-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.82
0.79
IOSP
MP

Dividends

IOSP vs. MP - Dividend Comparison

IOSP's dividend yield for the trailing twelve months is around 1.73%, while MP has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
IOSP
Innospec Inc.
1.73%1.41%1.14%1.24%1.28%1.15%0.99%1.44%1.09%0.98%1.12%1.29%
MP
MP Materials Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IOSP vs. MP - Drawdown Comparison

The maximum IOSP drawdown since its inception was -91.17%, which is greater than MP's maximum drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for IOSP and MP. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-31.21%
-58.10%
IOSP
MP

Volatility

IOSP vs. MP - Volatility Comparison

The current volatility for Innospec Inc. (IOSP) is 13.18%, while MP Materials Corp. (MP) has a volatility of 36.03%. This indicates that IOSP experiences smaller price fluctuations and is considered to be less risky than MP 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%NovemberDecember2025FebruaryMarchApril
13.18%
36.03%
IOSP
MP

Financials

IOSP vs. MP - Financials Comparison

This section allows you to compare key financial metrics between Innospec Inc. and MP Materials Corp.. 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