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

Correlation

The correlation between LICY and SQM is 0.29, 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.


-0.50.00.51.00.3

Performance

LICY vs. SQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Li-Cycle Holdings Corp. (LICY) and Sociedad Química y Minera de Chile S.A. (SQM). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-98.04%
1.19%
LICY
SQM

Key characteristics

Sharpe Ratio

LICY:

-0.46

SQM:

-0.76

Sortino Ratio

LICY:

-0.13

SQM:

-0.99

Omega Ratio

LICY:

0.99

SQM:

0.89

Calmar Ratio

LICY:

-0.71

SQM:

-0.51

Martin Ratio

LICY:

-1.16

SQM:

-1.08

Ulcer Index

LICY:

60.94%

SQM:

31.23%

Daily Std Dev

LICY:

154.21%

SQM:

44.35%

Max Drawdown

LICY:

-98.89%

SQM:

-77.80%

Current Drawdown

LICY:

-98.67%

SQM:

-62.32%

Fundamentals

Market Cap

LICY:

$41.26M

SQM:

$10.49B

EPS

LICY:

-$5.58

SQM:

-$1.12

Total Revenue (TTM)

LICY:

$27.40M

SQM:

$4.77B

Gross Profit (TTM)

LICY:

-$84.40M

SQM:

$1.43B

EBITDA (TTM)

LICY:

-$99.80M

SQM:

$1.47B

Returns By Period

In the year-to-date period, LICY achieves a -67.51% return, which is significantly lower than SQM's -37.74% return.


LICY

YTD

-67.51%

1M

-30.91%

6M

-72.21%

1Y

-70.95%

5Y*

N/A

10Y*

N/A

SQM

YTD

-37.74%

1M

-3.67%

6M

-10.20%

1Y

-35.33%

5Y*

11.69%

10Y*

9.25%

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Risk-Adjusted Performance

LICY vs. SQM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Li-Cycle Holdings Corp. (LICY) and Sociedad Química y Minera de Chile S.A. (SQM). 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 LICY, currently valued at -0.46, compared to the broader market-4.00-2.000.002.00-0.46-0.76
The chart of Sortino ratio for LICY, currently valued at -0.13, compared to the broader market-4.00-2.000.002.004.00-0.13-0.99
The chart of Omega ratio for LICY, currently valued at 0.99, compared to the broader market0.501.001.502.000.990.89
The chart of Calmar ratio for LICY, currently valued at -0.71, compared to the broader market0.002.004.006.00-0.71-0.51
The chart of Martin ratio for LICY, currently valued at -1.16, compared to the broader market0.0010.0020.00-1.16-1.08
LICY
SQM

The current LICY Sharpe Ratio is -0.46, which is higher than the SQM Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of LICY and SQM, 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-1.00-0.80-0.60-0.40JulyAugustSeptemberOctoberNovemberDecember
-0.46
-0.76
LICY
SQM

Dividends

LICY vs. SQM - Dividend Comparison

LICY has not paid dividends to shareholders, while SQM's dividend yield for the trailing twelve months is around 0.57%.


TTM20232022202120202019201820172016201520142013
LICY
Li-Cycle Holdings 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%
SQM
Sociedad Química y Minera de Chile S.A.
0.57%8.51%9.79%3.90%1.65%4.59%5.41%2.39%5.31%2.41%5.83%3.96%

Drawdowns

LICY vs. SQM - Drawdown Comparison

The maximum LICY drawdown since its inception was -98.89%, which is greater than SQM's maximum drawdown of -77.80%. Use the drawdown chart below to compare losses from any high point for LICY and SQM. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-98.67%
-62.32%
LICY
SQM

Volatility

LICY vs. SQM - Volatility Comparison

Li-Cycle Holdings Corp. (LICY) has a higher volatility of 25.73% compared to Sociedad Química y Minera de Chile S.A. (SQM) at 11.27%. This indicates that LICY's price experiences larger fluctuations and is considered to be riskier than SQM 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%JulyAugustSeptemberOctoberNovemberDecember
25.73%
11.27%
LICY
SQM

Financials

LICY vs. SQM - Financials Comparison

This section allows you to compare key financial metrics between Li-Cycle Holdings Corp. and Sociedad Química y Minera de Chile S.A.. 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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