LICY vs. SQM
Compare and contrast key facts about Li-Cycle Holdings Corp. (LICY) and Sociedad Química y Minera de Chile S.A. (SQM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LICY or SQM.
Key characteristics
| LICY | SQM | |
|---|---|---|
| YTD Return | -29.46% | -38.82% |
| 1Y Return | -75.15% | -21.30% |
| 3Y Return (Ann) | -68.35% | -12.25% |
| Sharpe Ratio | -0.47 | -0.47 |
| Sortino Ratio | -0.12 | -0.44 |
| Omega Ratio | 0.99 | 0.95 |
| Calmar Ratio | -0.78 | -0.35 |
| Martin Ratio | -1.12 | -0.79 |
| Ulcer Index | 69.38% | 28.75% |
| Daily Std Dev | 164.47% | 47.99% |
| Max Drawdown | -98.89% | -77.80% |
| Current Drawdown | -97.11% | -62.98% |
Fundamentals
| LICY | SQM | |
|---|---|---|
| Market Cap | $76.63M | $10.35B |
| EPS | -$9.60 | $0.09 |
| Total Revenue (TTM) | $19.00M | $3.69B |
| Gross Profit (TTM) | -$72.80M | $1.15B |
| EBITDA (TTM) | -$65.10M | $1.23B |
Correlation
The correlation between LICY and SQM is 0.30, 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.
Performance
LICY vs. SQM - Performance Comparison
In the year-to-date period, LICY achieves a -29.46% return, which is significantly higher than SQM's -38.82% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
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 1.95%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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. | 1.95% | 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.
Volatility
LICY vs. SQM - Volatility Comparison
Li-Cycle Holdings Corp. (LICY) has a higher volatility of 48.01% compared to Sociedad Química y Minera de Chile S.A. (SQM) at 12.28%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities