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SGML vs. ALB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SGML and ALB is 0.52, 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.


-0.50.00.51.00.5

Performance

SGML vs. ALB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sigma Lithium Resources Corp (SGML) and Albemarle Corporation (ALB). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
9.41%
-4.22%
SGML
ALB

Key characteristics

Sharpe Ratio

SGML:

-0.33

ALB:

-0.56

Sortino Ratio

SGML:

-0.08

ALB:

-0.54

Omega Ratio

SGML:

0.99

ALB:

0.94

Calmar Ratio

SGML:

-0.26

ALB:

-0.41

Martin Ratio

SGML:

-0.67

ALB:

-1.06

Ulcer Index

SGML:

31.15%

ALB:

29.75%

Daily Std Dev

SGML:

62.13%

ALB:

56.56%

Max Drawdown

SGML:

-79.50%

ALB:

-77.22%

Current Drawdown

SGML:

-72.33%

ALB:

-73.98%

Fundamentals

Market Cap

SGML:

$1.26B

ALB:

$9.84B

EPS

SGML:

-$0.44

ALB:

-$11.20

Total Revenue (TTM)

SGML:

$141.54M

ALB:

$5.38B

Gross Profit (TTM)

SGML:

$20.47M

ALB:

$59.64M

EBITDA (TTM)

SGML:

$140.00K

ALB:

-$1.01B

Returns By Period

In the year-to-date period, SGML achieves a 4.55% return, which is significantly higher than ALB's -4.15% return.


SGML

YTD

4.55%

1M

1.65%

6M

9.42%

1Y

-8.72%

5Y*

N/A

10Y*

N/A

ALB

YTD

-4.15%

1M

-12.27%

6M

-4.22%

1Y

-29.32%

5Y*

-1.16%

10Y*

5.51%

*Annualized

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Risk-Adjusted Performance

SGML vs. ALB — Risk-Adjusted Performance Rank

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

SGML
The Risk-Adjusted Performance Rank of SGML is 3030
Overall Rank
The Sharpe Ratio Rank of SGML is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of SGML is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SGML is 3030
Omega Ratio Rank
The Calmar Ratio Rank of SGML is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SGML is 3232
Martin Ratio Rank

ALB
The Risk-Adjusted Performance Rank of ALB is 2020
Overall Rank
The Sharpe Ratio Rank of ALB is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of ALB is 1919
Sortino Ratio Rank
The Omega Ratio Rank of ALB is 2020
Omega Ratio Rank
The Calmar Ratio Rank of ALB is 2222
Calmar Ratio Rank
The Martin Ratio Rank of ALB is 2020
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.

SGML vs. ALB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sigma Lithium Resources Corp (SGML) and Albemarle Corporation (ALB). 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 SGML, currently valued at -0.33, compared to the broader market-2.000.002.00-0.33-0.56
The chart of Sortino ratio for SGML, currently valued at -0.08, compared to the broader market-4.00-2.000.002.004.006.00-0.08-0.54
The chart of Omega ratio for SGML, currently valued at 0.99, compared to the broader market0.501.001.502.000.990.94
The chart of Calmar ratio for SGML, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.26-0.41
The chart of Martin ratio for SGML, currently valued at -0.67, compared to the broader market-10.000.0010.0020.0030.00-0.67-1.06
SGML
ALB

The current SGML Sharpe Ratio is -0.33, which is higher than the ALB Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of SGML and ALB, 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-1.00-0.80-0.60-0.40-0.200.00SeptemberOctoberNovemberDecember2025February
-0.33
-0.56
SGML
ALB

Dividends

SGML vs. ALB - Dividend Comparison

SGML has not paid dividends to shareholders, while ALB's dividend yield for the trailing twelve months is around 1.95%.


TTM20242023202220212020201920182017201620152014
SGML
Sigma Lithium Resources Corp
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ALB
Albemarle Corporation
1.95%1.87%1.11%0.73%0.67%1.04%2.02%1.74%1.00%1.42%2.07%1.83%

Drawdowns

SGML vs. ALB - Drawdown Comparison

The maximum SGML drawdown since its inception was -79.50%, roughly equal to the maximum ALB drawdown of -77.22%. Use the drawdown chart below to compare losses from any high point for SGML and ALB. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%SeptemberOctoberNovemberDecember2025February
-72.33%
-73.98%
SGML
ALB

Volatility

SGML vs. ALB - Volatility Comparison

Sigma Lithium Resources Corp (SGML) has a higher volatility of 13.26% compared to Albemarle Corporation (ALB) at 10.55%. This indicates that SGML's price experiences larger fluctuations and is considered to be riskier than ALB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
13.26%
10.55%
SGML
ALB

Financials

SGML vs. ALB - Financials Comparison

This section allows you to compare key financial metrics between Sigma Lithium Resources Corp and Albemarle 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.


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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