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SGML vs. RMBS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SGML vs. RMBS - Performance Comparison

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

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Returns By Period

In the year-to-date period, SGML achieves a 11.68% return, which is significantly lower than RMBS's 84.30% return.


SGML

1D
-2.84%
1M
-34.62%
YTD
11.68%
6M
47.60%
1Y
196.98%
3Y*
-28.84%
5Y*
10Y*

RMBS

1D
-0.77%
1M
43.52%
YTD
84.30%
6M
71.39%
1Y
196.33%
3Y*
38.88%
5Y*
53.94%
10Y*
29.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGML vs. RMBS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SGML
Sigma Lithium Resources Corp
11.68%17.56%-64.41%11.73%171.09%28.52%
RMBS
Rambus Inc.
84.30%73.84%-22.55%90.54%21.88%23.96%

Correlation

The correlation between SGML and RMBS is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2021

0.25

The correlation between SGML and RMBS shifts across timeframes, from 0.06 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SGML:

$1.64B

RMBS:

$18.58B

EPS

SGML:

-$0.39

RMBS:

$2.11

PS Ratio

SGML:

15.75

RMBS:

25.66

PB Ratio

SGML:

22.59

RMBS:

13.34

Total Revenue (TTM)

SGML:

$104.10M

RMBS:

$721.16M

Gross Profit (TTM)

SGML:

$28.12M

RMBS:

$555.52M

EBITDA (TTM)

SGML:

$5.88M

RMBS:

$298.07M

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Return for Risk

SGML vs. RMBS — Risk / Return Rank

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

SGML
SGML Risk / Return Rank: 8484
Overall Rank
SGML Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SGML Sortino Ratio Rank: 9191
Sortino Ratio Rank
SGML Omega Ratio Rank: 9494
Omega Ratio Rank
SGML Calmar Ratio Rank: 8383
Calmar Ratio Rank
SGML Martin Ratio Rank: 8686
Martin Ratio Rank

RMBS
RMBS Risk / Return Rank: 9090
Overall Rank
RMBS Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
RMBS Sortino Ratio Rank: 8787
Sortino Ratio Rank
RMBS Omega Ratio Rank: 8888
Omega Ratio Rank
RMBS Calmar Ratio Rank: 9292
Calmar Ratio Rank
RMBS Martin Ratio Rank: 9292
Martin Ratio Rank
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.

SGML vs. RMBS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sigma Lithium Resources Corp (SGML) and Rambus Inc. (RMBS). 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.


SGMLRMBSDifference
Sharpe ratioReturn per unit of total volatility

-1.97

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.52

1.39

+0.13

Calmar ratioReturn relative to maximum drawdown

3.07

5.39

-2.32

Martin ratioReturn relative to average drawdown

9.44

13.66

-4.22

SGML vs. RMBS - Sharpe Ratio Comparison

The current SGML Sharpe Ratio is 0.70, which is lower than the RMBS Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of SGML and RMBS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SGMLRMBSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

2.67

-1.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.16

-0.07

Drawdowns

SGML vs. RMBS - Drawdown Comparison

The maximum SGML drawdown since its inception was -89.91%, smaller than the maximum RMBS drawdown of -97.16%. Use the drawdown chart below to compare losses from any high point for SGML and RMBS.


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Drawdown Indicators


SGMLRMBSDifference

Max Drawdown

Largest peak-to-trough decline

-89.91%

-97.16%

+7.25%

Max Drawdown (1Y)

Largest decline over 1 year

-64.56%

-36.69%

-27.87%

Max Drawdown (3Y)

Largest decline over 3 years

-89.75%

-48.83%

-40.92%

Max Drawdown (5Y)

Largest decline over 5 years

-48.83%

Max Drawdown (10Y)

Largest decline over 10 years

-52.95%

Current Drawdown

Current decline from peak

-65.26%

-0.77%

-64.49%

Average Drawdown

Average peak-to-trough decline

-42.99%

-74.94%

+31.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.97%

14.44%

+6.53%

Volatility

SGML vs. RMBS - Volatility Comparison

Sigma Lithium Resources Corp (SGML) has a higher volatility of 24.58% compared to Rambus Inc. (RMBS) at 23.16%. This indicates that SGML's price experiences larger fluctuations and is considered to be riskier than RMBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGMLRMBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.58%

23.16%

+1.42%

Volatility (6M)

Calculated over the trailing 6-month period

221.74%

59.52%

+162.22%

Volatility (1Y)

Calculated over the trailing 1-year period

283.15%

74.04%

+209.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

143.51%

54.88%

+88.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

143.51%

45.98%

+97.53%

Dividends

SGML vs. RMBS - Dividend Comparison

Neither SGML nor RMBS has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SGML vs. RMBS - Financials Comparison

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


0.0050.00M100.00M150.00M200.00M20222023202420252026
41.76M
180.19M
(SGML) Total Revenue
(RMBS) Total Revenue
Values in USD except per share items

SGML vs. RMBS - Profitability Comparison

The chart below illustrates the profitability comparison between Sigma Lithium Resources Corp and Rambus Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-40.0%-20.0%0.0%20.0%40.0%60.0%80.0%20222023202420252026
55.5%
79.7%
Portfolio components
SGML - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sigma Lithium Resources Corp reported a gross profit of 23.15M and revenue of 41.76M. Therefore, the gross margin over that period was 55.5%.

RMBS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rambus Inc. reported a gross profit of 143.66M and revenue of 180.19M. Therefore, the gross margin over that period was 79.7%.

SGML - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sigma Lithium Resources Corp reported an operating income of 19.48M and revenue of 41.76M, resulting in an operating margin of 46.7%.

RMBS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rambus Inc. reported an operating income of 61.76M and revenue of 180.19M, resulting in an operating margin of 34.3%.

SGML - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sigma Lithium Resources Corp reported a net income of 10.98M and revenue of 41.76M, resulting in a net margin of 26.3%.

RMBS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rambus Inc. reported a net income of 59.86M and revenue of 180.19M, resulting in a net margin of 33.2%.


Frequently Asked Questions


SGML and RMBS have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SGML has higher volatility (24.58%) compared to RMBS (23.16%). In terms of maximum drawdown, SGML dropped -89.91% vs RMBS's -97.16%.

RMBS currently has the higher Sharpe Ratio (2.67 vs 0.70), 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.

Portfolio Optimizer

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