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MP vs. LAC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MP and LAC is 0.56, 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.


-0.50.00.51.00.6

Performance

MP vs. LAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MP Materials Corp. (MP) and Lithium Americas Corp. (LAC). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-14.52%
-70.68%
MP
LAC

Key characteristics

Sharpe Ratio

MP:

-0.22

LAC:

-0.64

Sortino Ratio

MP:

0.07

LAC:

-0.71

Omega Ratio

MP:

1.01

LAC:

0.92

Calmar Ratio

MP:

-0.16

LAC:

-0.63

Martin Ratio

MP:

-0.50

LAC:

-1.06

Ulcer Index

MP:

25.54%

LAC:

48.90%

Daily Std Dev

MP:

57.40%

LAC:

81.19%

Max Drawdown

MP:

-81.99%

LAC:

-81.83%

Current Drawdown

MP:

-72.81%

LAC:

-74.66%

Fundamentals

Market Cap

MP:

$3.00B

LAC:

$893.17M

EPS

MP:

-$0.52

LAC:

-$0.12

Total Revenue (TTM)

MP:

$184.07M

LAC:

$53.31K

Gross Profit (TTM)

MP:

$68.88M

LAC:

-$149.97K

EBITDA (TTM)

MP:

$12.57M

LAC:

-$34.01M

Returns By Period

In the year-to-date period, MP achieves a -20.20% return, which is significantly higher than LAC's -53.59% return.


MP

YTD

-20.20%

1M

-13.11%

6M

15.79%

1Y

-20.56%

5Y*

N/A

10Y*

N/A

LAC

YTD

-53.59%

1M

-18.63%

6M

4.21%

1Y

-54.17%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

MP vs. LAC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MP Materials Corp. (MP) and Lithium Americas Corp. (LAC). 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 MP, currently valued at -0.22, compared to the broader market-4.00-2.000.002.00-0.22-0.64
The chart of Sortino ratio for MP, currently valued at 0.07, compared to the broader market-4.00-2.000.002.004.000.07-0.71
The chart of Omega ratio for MP, currently valued at 1.01, compared to the broader market0.501.001.502.001.010.92
The chart of Calmar ratio for MP, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.26-0.63
The chart of Martin ratio for MP, currently valued at -0.50, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.50-1.06
MP
LAC

The current MP Sharpe Ratio is -0.22, which is higher than the LAC Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of MP and LAC, 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-1.00-0.500.000.50Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
-0.22
-0.64
MP
LAC

Dividends

MP vs. LAC - Dividend Comparison

Neither MP nor LAC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MP vs. LAC - Drawdown Comparison

The maximum MP drawdown since its inception was -81.99%, roughly equal to the maximum LAC drawdown of -81.83%. Use the drawdown chart below to compare losses from any high point for MP and LAC. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-31.46%
-74.66%
MP
LAC

Volatility

MP vs. LAC - Volatility Comparison

MP Materials Corp. (MP) has a higher volatility of 21.89% compared to Lithium Americas Corp. (LAC) at 14.84%. This indicates that MP's price experiences larger fluctuations and is considered to be riskier than LAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
21.89%
14.84%
MP
LAC

Financials

MP vs. LAC - Financials Comparison

This section allows you to compare key financial metrics between MP Materials Corp. and Lithium Americas Corp.. 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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