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

Correlation

The correlation between SANM and SQM is 0.26, 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.


-0.50.00.51.00.3

Performance

SANM vs. SQM - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
14.05%
1.08%
SANM
SQM

Key characteristics

Sharpe Ratio

SANM:

1.59

SQM:

-0.39

Sortino Ratio

SANM:

2.71

SQM:

-0.31

Omega Ratio

SANM:

1.36

SQM:

0.97

Calmar Ratio

SANM:

0.79

SQM:

-0.26

Martin Ratio

SANM:

9.50

SQM:

-0.86

Ulcer Index

SANM:

7.16%

SQM:

19.89%

Daily Std Dev

SANM:

42.91%

SQM:

43.59%

Max Drawdown

SANM:

-99.66%

SQM:

-77.79%

Current Drawdown

SANM:

-76.56%

SQM:

-59.46%

Fundamentals

Market Cap

SANM:

$4.47B

SQM:

$11.01B

EPS

SANM:

$3.93

SQM:

-$1.13

PEG Ratio

SANM:

0.90

SQM:

1.61

Total Revenue (TTM)

SANM:

$5.69B

SQM:

$3.46B

Gross Profit (TTM)

SANM:

$479.59M

SQM:

$1.03B

EBITDA (TTM)

SANM:

$346.91M

SQM:

$1.07B

Returns By Period

In the year-to-date period, SANM achieves a 9.65% return, which is significantly lower than SQM's 10.45% return. Over the past 10 years, SANM has outperformed SQM with an annualized return of 13.66%, while SQM has yielded a comparatively lower 10.55% annualized return.


SANM

YTD

9.65%

1M

5.91%

6M

17.62%

1Y

64.82%

5Y*

19.35%

10Y*

13.66%

SQM

YTD

10.45%

1M

7.61%

6M

1.29%

1Y

-15.87%

5Y*

10.74%

10Y*

10.55%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SANM vs. SQM — Risk-Adjusted Performance Rank

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

SANM
The Risk-Adjusted Performance Rank of SANM is 8686
Overall Rank
The Sharpe Ratio Rank of SANM is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of SANM is 8989
Sortino Ratio Rank
The Omega Ratio Rank of SANM is 8989
Omega Ratio Rank
The Calmar Ratio Rank of SANM is 7575
Calmar Ratio Rank
The Martin Ratio Rank of SANM is 9191
Martin Ratio Rank

SQM
The Risk-Adjusted Performance Rank of SQM is 2727
Overall Rank
The Sharpe Ratio Rank of SQM is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of SQM is 2424
Sortino Ratio Rank
The Omega Ratio Rank of SQM is 2525
Omega Ratio Rank
The Calmar Ratio Rank of SQM is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SQM is 2727
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.

SANM vs. SQM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sanmina Corporation (SANM) 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 SANM, currently valued at 1.59, compared to the broader market-2.000.002.004.001.59-0.39
The chart of Sortino ratio for SANM, currently valued at 2.71, compared to the broader market-4.00-2.000.002.004.006.002.71-0.31
The chart of Omega ratio for SANM, currently valued at 1.36, compared to the broader market0.501.001.502.001.360.97
The chart of Calmar ratio for SANM, currently valued at 0.79, compared to the broader market0.002.004.006.000.79-0.26
The chart of Martin ratio for SANM, currently valued at 9.50, compared to the broader market-10.000.0010.0020.0030.009.50-0.86
SANM
SQM

The current SANM Sharpe Ratio is 1.59, which is higher than the SQM Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of SANM 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.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.59
-0.39
SANM
SQM

Dividends

SANM vs. SQM - Dividend Comparison

SANM has not paid dividends to shareholders, while SQM's dividend yield for the trailing twelve months is around 0.53%.


TTM20242023202220212020201920182017201620152014
SANM
Sanmina 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.
0.53%0.59%8.51%9.79%3.90%1.65%4.59%5.41%2.39%5.31%2.41%5.83%

Drawdowns

SANM vs. SQM - Drawdown Comparison

The maximum SANM drawdown since its inception was -99.66%, which is greater than SQM's maximum drawdown of -77.79%. Use the drawdown chart below to compare losses from any high point for SANM and SQM. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%AugustSeptemberOctoberNovemberDecember2025
-76.56%
-59.46%
SANM
SQM

Volatility

SANM vs. SQM - Volatility Comparison

The current volatility for Sanmina Corporation (SANM) is 5.92%, while Sociedad Química y Minera de Chile S.A. (SQM) has a volatility of 7.64%. This indicates that SANM 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
5.92%
7.64%
SANM
SQM

Financials

SANM vs. SQM - Financials Comparison

This section allows you to compare key financial metrics between Sanmina 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
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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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