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LAC vs. LICY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

LAC vs. LICY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lithium Americas Corp. (LAC) and Li-Cycle Holdings Corp. (LICY). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
2.11%
-59.01%
LAC
LICY

Returns By Period

In the year-to-date period, LAC achieves a -39.38% return, which is significantly higher than LICY's -55.54% return.


LAC

YTD

-39.38%

1M

16.52%

6M

2.11%

1Y

-44.49%

5Y (annualized)

N/A

10Y (annualized)

N/A

LICY

YTD

-55.54%

1M

-15.10%

6M

-58.98%

1Y

-64.70%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


LACLICY
Market Cap$893.17M$48.99M
EPS-$0.12-$5.58
Total Revenue (TTM)$53.31K$19.00M
Gross Profit (TTM)-$149.97K-$72.80M
EBITDA (TTM)-$34.01M-$65.10M

Key characteristics


LACLICY
Sharpe Ratio-0.55-0.42
Sortino Ratio-0.450.09
Omega Ratio0.951.01
Calmar Ratio-0.55-0.65
Martin Ratio-0.96-1.08
Ulcer Index47.11%59.45%
Daily Std Dev82.41%154.85%
Max Drawdown-81.83%-98.89%
Current Drawdown-66.89%-98.18%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.2

The correlation between LAC and LICY is 0.24, 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.

Risk-Adjusted Performance

LAC vs. LICY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lithium Americas Corp. (LAC) and Li-Cycle Holdings Corp. (LICY). 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 LAC, currently valued at -0.55, compared to the broader market-4.00-2.000.002.004.00-0.55-0.42
The chart of Sortino ratio for LAC, currently valued at -0.45, compared to the broader market-4.00-2.000.002.004.00-0.450.09
The chart of Omega ratio for LAC, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.01
The chart of Calmar ratio for LAC, currently valued at -0.55, compared to the broader market0.002.004.006.00-0.55-0.67
The chart of Martin ratio for LAC, currently valued at -0.96, compared to the broader market0.0010.0020.0030.00-0.96-1.08
LAC
LICY

The current LAC Sharpe Ratio is -0.55, which is lower than the LICY Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of LAC and LICY, 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-1.00-0.90-0.80-0.70-0.60-0.50-0.40-0.30Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17
-0.55
-0.42
LAC
LICY

Dividends

LAC vs. LICY - Dividend Comparison

Neither LAC nor LICY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LAC vs. LICY - Drawdown Comparison

The maximum LAC drawdown since its inception was -81.83%, smaller than the maximum LICY drawdown of -98.89%. Use the drawdown chart below to compare losses from any high point for LAC and LICY. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%JuneJulyAugustSeptemberOctoberNovember
-66.89%
-92.38%
LAC
LICY

Volatility

LAC vs. LICY - Volatility Comparison

The current volatility for Lithium Americas Corp. (LAC) is 27.13%, while Li-Cycle Holdings Corp. (LICY) has a volatility of 54.15%. This indicates that LAC experiences smaller price fluctuations and is considered to be less risky than LICY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%JuneJulyAugustSeptemberOctoberNovember
27.13%
54.15%
LAC
LICY

Financials

LAC vs. LICY - Financials Comparison

This section allows you to compare key financial metrics between Lithium Americas Corp. and Li-Cycle Holdings 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