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

Correlation

The correlation between LICY and VTRS is 0.22, 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.


-0.50.00.51.00.2

Performance

LICY vs. VTRS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Li-Cycle Holdings Corp. (LICY) and Viatris Inc. (VTRS). 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%60.00%JulyAugustSeptemberOctoberNovemberDecember
-66.84%
21.84%
LICY
VTRS

Key characteristics

Sharpe Ratio

LICY:

-0.46

VTRS:

0.88

Sortino Ratio

LICY:

-0.13

VTRS:

1.56

Omega Ratio

LICY:

0.99

VTRS:

1.19

Calmar Ratio

LICY:

-0.71

VTRS:

0.68

Martin Ratio

LICY:

-1.16

VTRS:

2.17

Ulcer Index

LICY:

60.94%

VTRS:

12.16%

Daily Std Dev

LICY:

154.21%

VTRS:

29.91%

Max Drawdown

LICY:

-98.89%

VTRS:

-52.28%

Current Drawdown

LICY:

-98.67%

VTRS:

-23.83%

Fundamentals

Market Cap

LICY:

$41.26M

VTRS:

$15.03B

EPS

LICY:

-$5.58

VTRS:

-$0.73

Total Revenue (TTM)

LICY:

$27.40M

VTRS:

$15.02B

Gross Profit (TTM)

LICY:

-$84.40M

VTRS:

$6.07B

EBITDA (TTM)

LICY:

-$99.80M

VTRS:

$3.75B

Returns By Period

In the year-to-date period, LICY achieves a -67.51% return, which is significantly lower than VTRS's 17.86% return.


LICY

YTD

-67.51%

1M

-30.91%

6M

-72.21%

1Y

-70.95%

5Y*

N/A

10Y*

N/A

VTRS

YTD

17.86%

1M

-4.83%

6M

24.38%

1Y

22.85%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

LICY vs. VTRS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Li-Cycle Holdings Corp. (LICY) and Viatris Inc. (VTRS). 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-4.00-2.000.002.00-0.460.88
The chart of Sortino ratio for LICY, currently valued at -0.13, compared to the broader market-4.00-2.000.002.004.00-0.131.56
The chart of Omega ratio for LICY, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.19
The chart of Calmar ratio for LICY, currently valued at -0.71, compared to the broader market0.002.004.006.00-0.710.68
The chart of Martin ratio for LICY, currently valued at -1.16, compared to the broader market0.0010.0020.00-1.162.17
LICY
VTRS

The current LICY Sharpe Ratio is -0.46, which is lower than the VTRS Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of LICY and VTRS, 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.46
0.88
LICY
VTRS

Dividends

LICY vs. VTRS - Dividend Comparison

LICY has not paid dividends to shareholders, while VTRS's dividend yield for the trailing twelve months is around 3.92%.


TTM202320222021
LICY
Li-Cycle Holdings Corp.
0.00%0.00%0.00%0.00%
VTRS
Viatris Inc.
3.92%4.43%4.31%2.44%

Drawdowns

LICY vs. VTRS - Drawdown Comparison

The maximum LICY drawdown since its inception was -98.89%, which is greater than VTRS's maximum drawdown of -52.28%. Use the drawdown chart below to compare losses from any high point for LICY and VTRS. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-98.67%
-23.83%
LICY
VTRS

Volatility

LICY vs. VTRS - Volatility Comparison

Li-Cycle Holdings Corp. (LICY) has a higher volatility of 25.73% compared to Viatris Inc. (VTRS) at 6.15%. This indicates that LICY's price experiences larger fluctuations and is considered to be riskier than VTRS 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%
6.15%
LICY
VTRS

Financials

LICY vs. VTRS - Financials Comparison

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