MP vs. AA
Compare and contrast key facts about MP Materials Corp. (MP) and Alcoa Corporation (AA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MP or AA.
Key characteristics
| MP | AA | |
|---|---|---|
| YTD Return | -1.76% | 33.26% |
| 1Y Return | 27.62% | 84.33% |
| 3Y Return (Ann) | -22.95% | -0.75% |
| Sharpe Ratio | 0.43 | 1.51 |
| Sortino Ratio | 1.04 | 2.19 |
| Omega Ratio | 1.12 | 1.26 |
| Calmar Ratio | 0.30 | 1.04 |
| Martin Ratio | 0.97 | 4.92 |
| Ulcer Index | 25.11% | 15.74% |
| Daily Std Dev | 56.60% | 51.15% |
| Max Drawdown | -81.99% | -90.90% |
| Current Drawdown | -66.53% | -51.46% |
Fundamentals
| MP | AA | |
|---|---|---|
| Market Cap | $3.18B | $11.57B |
| EPS | -$0.52 | -$1.53 |
| Total Revenue (TTM) | $121.15M | $10.93B |
| Gross Profit (TTM) | $6.61M | -$10.37B |
| EBITDA (TTM) | -$30.16M | $886.00M |
Correlation
The correlation between MP and AA is 0.44, 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.
Performance
MP vs. AA - Performance Comparison
In the year-to-date period, MP achieves a -1.76% return, which is significantly lower than AA's 33.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MP vs. AA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MP Materials Corp. (MP) and Alcoa Corporation (AA). 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
MP vs. AA - Dividend Comparison
MP has not paid dividends to shareholders, while AA's dividend yield for the trailing twelve months is around 0.89%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
MP MP Materials Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AA Alcoa Corporation | 0.89% | 1.18% | 0.88% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.32% |
Drawdowns
MP vs. AA - Drawdown Comparison
The maximum MP drawdown since its inception was -81.99%, smaller than the maximum AA drawdown of -90.90%. Use the drawdown chart below to compare losses from any high point for MP and AA. For additional features, visit the drawdowns tool.
Volatility
MP vs. AA - Volatility Comparison
MP Materials Corp. (MP) has a higher volatility of 13.02% compared to Alcoa Corporation (AA) at 11.35%. This indicates that MP's price experiences larger fluctuations and is considered to be riskier than AA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MP vs. AA - Financials Comparison
This section allows you to compare key financial metrics between MP Materials Corp. and Alcoa Corporation. 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