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

Performance

LTHM vs. SQM - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-20.32%
LTHM
SQM

Returns By Period


LTHM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

SQM

YTD

-35.37%

1M

-1.53%

6M

-18.46%

1Y

-23.40%

5Y (annualized)

16.43%

10Y (annualized)

8.05%

Fundamentals


LTHMSQM
Market Cap$2.97B$10.71B
EPS$1.80-$1.12
PEG Ratio0.220.70

Key characteristics


LTHMSQM

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Correlation

-0.50.00.51.00.6

The correlation between LTHM and SQM is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

LTHM vs. SQM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Livent Corporation (LTHM) 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 LTHM, currently valued at 0.61, compared to the broader market-4.00-2.000.002.004.000.61-0.54
The chart of Sortino ratio for LTHM, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.001.09-0.57
The chart of Omega ratio for LTHM, currently valued at 1.39, compared to the broader market0.501.001.502.001.390.94
The chart of Calmar ratio for LTHM, currently valued at 0.23, compared to the broader market0.002.004.006.000.23-0.38
The chart of Martin ratio for LTHM, currently valued at 1.37, compared to the broader market-10.000.0010.0020.0030.001.37-0.85
LTHM
SQM

Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.61
-0.54
LTHM
SQM

Dividends

LTHM vs. SQM - Dividend Comparison

LTHM has not paid dividends to shareholders, while SQM's dividend yield for the trailing twelve months is around 1.85%.


TTM20232022202120202019201820172016201520142013
LTHM
Livent Corporation
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.
1.85%8.51%9.79%3.90%1.65%4.59%5.41%2.39%5.31%2.41%5.83%3.96%

Drawdowns

LTHM vs. SQM - Drawdown Comparison


-65.00%-60.00%-55.00%-50.00%JuneJulyAugustSeptemberOctoberNovember
-52.90%
-60.89%
LTHM
SQM

Volatility

LTHM vs. SQM - Volatility Comparison

The current volatility for Livent Corporation (LTHM) is 0.00%, while Sociedad Química y Minera de Chile S.A. (SQM) has a volatility of 11.99%. This indicates that LTHM experiences smaller price fluctuations and is considered to be less risky than SQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember0
11.99%
LTHM
SQM

Financials

LTHM vs. SQM - Financials Comparison

This section allows you to compare key financial metrics between Livent Corporation 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