SGML vs. TMC
SGML (Sigma Lithium Resources Corp) and TMC (TMC the metals company Inc.) are both stocks. Both operate in the Other Industrial Metals & Mining industry within the Basic Materials sector. Over the past 3 years, SGML returned -33.36%/yr vs 52.67%/yr for TMC. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
SGML vs. TMC - Performance Comparison
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Returns By Period
In the year-to-date period, SGML achieves a -15.85% return, which is significantly higher than TMC's -35.98% return.
SGML
- 1D
- 6.12%
- 1M
- -9.68%
- 6M
- -7.65%
- YTD
- -15.85%
- 1Y
- 118.50%
- 3Y*
- -33.36%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 6.79%
TMC
- 1D
- 7.63%
- 1M
- -6.62%
- 6M
- -44.52%
- YTD
- -35.98%
- 1Y
- -30.03%
- 3Y*
- 52.67%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -18.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $17.01M | $16.50M | $37.36M | |
| $13.61M | $15.71M | $26.06M |
SGML vs. TMC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SGML Sigma Lithium Resources Corp | -15.85% | 17.56% | -64.41% | 11.73% | 171.09% | 29.32% |
TMC TMC the metals company Inc. | -35.98% | 450.89% | 1.82% | 42.86% | -62.98% | -77.90% |
Correlation
The correlation between SGML and TMC is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2021 | 0.19 |
The correlation between SGML and TMC shifts across timeframes, from 0.19 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
SGML:
$1.24B
TMC:
$1.71B
SGML:
-$0.39
TMC:
-$0.00
SGML:
$104.10M
TMC:
$0.00
SGML:
$28.12M
TMC:
-$136.00K
SGML:
$5.88M
TMC:
-$296.72M
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Return for Risk
SGML vs. TMC — Risk / Return Rank
SGML
TMC
SGML vs. TMC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sigma Lithium Resources Corp (SGML) and TMC the metals company Inc. (TMC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SGML | TMC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +3.00 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.01 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | -0.44 | +2.29 |
| Martin ratioReturn relative to average drawdown | 4.25 | -0.72 | +4.97 |
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Drawdowns
SGML vs. TMC - Drawdown Comparison
The maximum SGML drawdown since its inception was -89.91%, smaller than the maximum TMC drawdown of -95.58%. Use the drawdown chart below to compare losses from any high point for SGML and TMC.
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Drawdown Indicators
| SGML | TMC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.91% | -95.58% | +5.67% |
Max Drawdown (1Y)Largest decline over 1 year | -64.56% | -67.73% | +3.17% |
Max Drawdown (3Y)Largest decline over 3 years | -88.93% | -67.73% | -21.20% |
Current DrawdownCurrent decline from peak | -73.82% | -68.27% | -5.55% |
Average DrawdownAverage peak-to-trough decline | -43.92% | -79.06% | +35.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.97% | 42.04% | -14.07% |
Volatility
SGML vs. TMC - Volatility Comparison
The current volatility for Sigma Lithium Resources Corp (SGML) is 19.10%, while TMC the metals company Inc. (TMC) has a volatility of 20.39%. This indicates that SGML experiences smaller price fluctuations and is considered to be less risky than TMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGML | TMC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.10% | 20.39% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 176.60% | 56.69% | +119.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 283.19% | 93.13% | +190.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 141.77% | 112.07% | +29.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 141.77% | 112.07% | +29.70% |
Dividends
SGML vs. TMC - Dividend Comparison
Neither SGML nor TMC has paid dividends to shareholders.
Financials
SGML vs. TMC - Financials Comparison
This section allows you to compare key financial metrics between Sigma Lithium Resources Corp and TMC the metals company 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SGML and TMC have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMC has higher volatility (20.39%) compared to SGML (19.10%). In terms of maximum drawdown, SGML dropped -89.91% vs TMC's -95.58%.
SGML currently has the higher Sharpe Ratio (0.42 vs -0.32), 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.
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