JMAT.L vs. ALB

In the year-to-date period, JMAT.L achieves a 7.84% return, which is significantly higher than ALB's -2.80% return. Over the past 10 years, JMAT.L has underperformed ALB with an annualized return of -8.92%, while ALB has yielded a comparatively higher 5.68% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Johnson Matthey plc (JMAT.L) 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 current JMAT.L Sharpe Ratio is -0.36, which is comparable to the ALB Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of JMAT.L 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.

JMAT.L's dividend yield for the trailing twelve months is around 532.87%, more than ALB's 1.92% yield.

The maximum JMAT.L drawdown since its inception was -68.06%, smaller than the maximum ALB drawdown of -77.22%. Use the drawdown chart below to compare losses from any high point for JMAT.L and ALB. For additional features, visit the drawdowns tool.

The current volatility for Johnson Matthey plc (JMAT.L) is 5.24%, while Albemarle Corporation (ALB) has a volatility of 10.53%. This indicates that JMAT.L 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.

This section allows you to compare key financial metrics between Johnson Matthey 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.