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LITP vs. SQM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LITP and SQM is 0.36, 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

LITP vs. SQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Lithium Miners ETF (LITP) and Sociedad Química y Minera de Chile S.A. (SQM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LITP:

-1.03

SQM:

-0.70

Sortino Ratio

LITP:

-1.64

SQM:

-0.82

Omega Ratio

LITP:

0.83

SQM:

0.91

Calmar Ratio

LITP:

-0.61

SQM:

-0.41

Martin Ratio

LITP:

-1.33

SQM:

-1.31

Ulcer Index

LITP:

34.37%

SQM:

21.89%

Daily Std Dev

LITP:

44.97%

SQM:

43.42%

Max Drawdown

LITP:

-74.72%

SQM:

-80.37%

Current Drawdown

LITP:

-70.05%

SQM:

-67.13%

Returns By Period

In the year-to-date period, LITP achieves a -16.47% return, which is significantly lower than SQM's -5.86% return.


LITP

YTD

-16.47%

1M

5.78%

6M

-29.64%

1Y

-46.32%

3Y*

N/A

5Y*

N/A

10Y*

N/A

SQM

YTD

-5.86%

1M

-1.98%

6M

-12.54%

1Y

-30.00%

3Y*

-26.44%

5Y*

10.56%

10Y*

8.53%

*Annualized

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Sprott Lithium Miners ETF

Risk-Adjusted Performance

LITP vs. SQM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LITP
The Risk-Adjusted Performance Rank of LITP is 11
Overall Rank
The Sharpe Ratio Rank of LITP is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of LITP is 00
Sortino Ratio Rank
The Omega Ratio Rank of LITP is 00
Omega Ratio Rank
The Calmar Ratio Rank of LITP is 11
Calmar Ratio Rank
The Martin Ratio Rank of LITP is 22
Martin Ratio Rank

SQM
The Risk-Adjusted Performance Rank of SQM is 1717
Overall Rank
The Sharpe Ratio Rank of SQM is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of SQM is 1515
Sortino Ratio Rank
The Omega Ratio Rank of SQM is 1818
Omega Ratio Rank
The Calmar Ratio Rank of SQM is 2525
Calmar Ratio Rank
The Martin Ratio Rank of SQM is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LITP vs. SQM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Lithium Miners ETF (LITP) 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.


The current LITP Sharpe Ratio is -1.03, which is lower than the SQM Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of LITP 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.


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Dividends

LITP vs. SQM - Dividend Comparison

LITP's dividend yield for the trailing twelve months is around 7.85%, while SQM has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
LITP
Sprott Lithium Miners ETF
7.85%6.56%2.79%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.
0.00%0.39%5.41%6.26%2.55%1.08%2.96%3.76%1.95%4.09%0.07%0.16%

Drawdowns

LITP vs. SQM - Drawdown Comparison

The maximum LITP drawdown since its inception was -74.72%, smaller than the maximum SQM drawdown of -80.37%. Use the drawdown chart below to compare losses from any high point for LITP and SQM. For additional features, visit the drawdowns tool.


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Volatility

LITP vs. SQM - Volatility Comparison

Sprott Lithium Miners ETF (LITP) has a higher volatility of 9.51% compared to Sociedad Química y Minera de Chile S.A. (SQM) at 7.77%. This indicates that LITP'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.


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