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

Correlation

The correlation between IOSP and MP is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

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.

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-9.90%
18.36%
IOSP
MP

Key characteristics

Sharpe Ratio

IOSP:

-0.36

MP:

-0.21

Sortino Ratio

IOSP:

-0.34

MP:

0.09

Omega Ratio

IOSP:

0.96

MP:

1.01

Calmar Ratio

IOSP:

-0.49

MP:

-0.15

Martin Ratio

IOSP:

-1.05

MP:

-0.47

Ulcer Index

IOSP:

9.46%

MP:

25.46%

Daily Std Dev

IOSP:

27.96%

MP:

57.37%

Max Drawdown

IOSP:

-91.17%

MP:

-81.99%

Current Drawdown

IOSP:

-16.36%

MP:

-72.23%

Fundamentals

Market Cap

IOSP:

$2.83B

MP:

$3.00B

EPS

IOSP:

$5.73

MP:

-$0.52

Total Revenue (TTM)

IOSP:

$1.87B

MP:

$184.07M

Gross Profit (TTM)

IOSP:

$562.40M

MP:

$68.88M

EBITDA (TTM)

IOSP:

$230.00M

MP:

$12.57M

Returns By Period

In the year-to-date period, IOSP achieves a -10.30% return, which is significantly higher than MP's -18.49% return.


IOSP

YTD

-10.30%

1M

-6.44%

6M

-9.90%

1Y

-9.06%

5Y*

2.62%

10Y*

11.28%

MP

YTD

-18.49%

1M

-10.21%

6M

18.36%

1Y

-10.90%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for IOSP, currently valued at -0.36, compared to the broader market-4.00-2.000.002.00-0.36-0.21
The chart of Sortino ratio for IOSP, currently valued at -0.34, compared to the broader market-4.00-2.000.002.004.00-0.340.09
The chart of Omega ratio for IOSP, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.01
The chart of Calmar ratio for IOSP, currently valued at -0.49, compared to the broader market0.002.004.006.00-0.49-0.15
The chart of Martin ratio for IOSP, currently valued at -1.05, compared to the broader market0.0010.0020.00-1.05-0.47
IOSP
MP

The current IOSP Sharpe Ratio is -0.36, which is lower than the MP Sharpe Ratio of -0.21. 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.36
-0.21
IOSP
MP

Dividends

IOSP vs. MP - Dividend Comparison

IOSP's dividend yield for the trailing twelve months is around 1.42%, while MP has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
IOSP
Innospec Inc.
1.42%1.14%1.24%1.28%1.15%0.99%1.44%1.09%0.98%1.12%1.29%1.08%
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%JulyAugustSeptemberOctoberNovemberDecember
-16.36%
-72.23%
IOSP
MP

Volatility

IOSP vs. MP - Volatility Comparison

The current volatility for Innospec Inc. (IOSP) is 5.74%, while MP Materials Corp. (MP) has a volatility of 21.90%. 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.74%
21.90%
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
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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.

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