PRM vs. LAC

Last updated Jun 3, 2026

PRM (Perimeter Solutions, SA) and LAC (Lithium Americas Corp.) are both stocks. Both are in the Basic Materials sector — PRM in Specialty Chemicals, LAC in Other Industrial Metals & Mining. Over the past year, PRM returned 153.50% vs 116.98% for LAC. At a 0.29 correlation, their price movements are largely independent.

Performance

PRM vs. LAC - Performance Comparison

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

Returns By Period

In the year-to-date period, PRM achieves a 11.70% return, which is significantly lower than LAC's 31.88% return.

PRM

• 1D: -2.97%
• 1M: 0.92%
• YTD: 11.70%
• 6M: 11.86%
• 1Y: 153.50%
• 3Y*: 71.93%
• 5Y*: —
• 10Y*: —

LAC

• 1D: 4.36%
• 1M: 0.70%
• YTD: 31.88%
• 6M: 6.48%
• 1Y: 116.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRM vs. LAC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
PRM Perimeter Solutions, SA	11.70%	115.41%	177.83%	6.98%
LAC Lithium Americas Corp.	31.88%	46.80%	-53.59%	-36.82%

Correlation

The correlation between PRM and LAC is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.21
Correlation (All Time) Calculated using the full available price history since Oct 3, 2023	0.29

Fundamentals

Market Cap PRM : $5.08B LAC : $2.03B
EPS PRM : -$1.25 LAC : -$0.28
PB Ratio PRM : 4.67 LAC : 1.51
Total Revenue (TTM) PRM : $705.90M LAC : $0.00
Gross Profit (TTM) PRM : $397.78M LAC : -$580.22K
EBITDA (TTM) PRM : -$257.38M LAC : -$52.10M

Return for Risk

PRM vs. LAC — Risk / Return Rank

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

PRM

PRM Risk / Return Rank: 93
PRM Sharpe Ratio Rank: 95
PRM Sortino Ratio Rank: 94
PRM Omega Ratio Rank: 93
PRM Calmar Ratio Rank: 91
PRM Martin Ratio Rank: 94

LAC

LAC Risk / Return Rank: 74
LAC Sharpe Ratio Rank: 68
LAC Sortino Ratio Rank: 84
LAC Omega Ratio Rank: 80
LAC Calmar Ratio Rank: 72
LAC Martin Ratio Rank: 65

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRM vs. LAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Perimeter Solutions, SA (PRM) 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.

	PRM	LAC	Difference
Sharpe ratio Return per unit of total volatility	3.19	0.90	+2.29
Sortino ratio Return per unit of downside risk	3.84	2.69	+1.14
Omega ratio Gain probability vs. loss probability	1.51	1.31	+0.20
Calmar ratio Return relative to maximum drawdown	5.13	1.84	+3.28
Martin ratio Return relative to average drawdown	17.03	2.88	+14.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRM vs. LAC - Sharpe Ratio Comparison

The current PRM Sharpe Ratio is 3.19, which is higher than the LAC Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of PRM and LAC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PRM	LAC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.19	0.90	+2.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	-0.19	+0.65

Drawdowns

PRM vs. LAC - Drawdown Comparison

The maximum PRM drawdown since its inception was -79.51%, roughly equal to the maximum LAC drawdown of -81.83%. Use the drawdown chart below to compare losses from any high point for PRM and LAC.

Drawdown Indicators

	PRM	LAC	Difference
Max Drawdown Largest peak-to-trough decline	-79.51%	-81.83%	+2.32%
Max Drawdown (1Y) Largest decline over 1 year	-30.20%	-63.08%	+32.88%
Max Drawdown (3Y) Largest decline over 3 years	-58.29%	—	—
Current Drawdown Current decline from peak	-9.56%	-50.94%	+41.38%
Average Drawdown Average peak-to-trough decline	-29.71%	-63.25%	+33.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.09%	40.34%	-31.25%

Volatility

PRM vs. LAC - Volatility Comparison

Perimeter Solutions, SA (PRM) and Lithium Americas Corp. (LAC) have volatilities of 18.12% and 18.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRM	LAC	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.12%	18.25%	-0.13%
Volatility (6M) Calculated over the trailing 6-month period	33.20%	50.92%	-17.72%
Volatility (1Y) Calculated over the trailing 1-year period	48.43%	130.93%	-82.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.84%	101.22%	-51.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.84%	101.22%	-51.38%

Dividends

PRM vs. LAC - Dividend Comparison

Neither PRM nor LAC has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both PRM and LAC in my portfolio?

PRM and LAC have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PRM or LAC?

LAC has higher volatility (18.25%) compared to PRM (18.12%). In terms of maximum drawdown, PRM dropped -79.51% vs LAC's -81.83%.

Which has better risk-adjusted returns?

PRM currently has the higher Sharpe Ratio (3.19 vs 0.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.