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SLDP vs. LICY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

SLDP vs. LICY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Solid Power, Inc. (SLDP) and Li-Cycle Holdings Corp. (LICY). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-40.70%
-54.24%
SLDP
LICY

Returns By Period

In the year-to-date period, SLDP achieves a -29.66% return, which is significantly higher than LICY's -52.98% return.


SLDP

YTD

-29.66%

1M

-19.69%

6M

-40.70%

1Y

-30.85%

5Y (annualized)

N/A

10Y (annualized)

N/A

LICY

YTD

-52.98%

1M

-3.93%

6M

-54.23%

1Y

-56.13%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


SLDPLICY
Market Cap$191.21M$61.30M
EPS-$0.43-$9.60
Total Revenue (TTM)$29.05M$19.00M
Gross Profit (TTM)$11.95M-$72.80M
EBITDA (TTM)-$113.26M-$65.10M

Key characteristics


SLDPLICY
Sharpe Ratio-0.40-0.37
Sortino Ratio-0.140.30
Omega Ratio0.981.03
Calmar Ratio-0.34-0.58
Martin Ratio-1.22-0.98
Ulcer Index25.96%58.80%
Daily Std Dev79.74%155.92%
Max Drawdown-92.80%-98.89%
Current Drawdown-92.80%-98.07%

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Correlation

-0.50.00.51.00.4

The correlation between SLDP and LICY is 0.39, 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.

Risk-Adjusted Performance

SLDP vs. LICY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Solid Power, Inc. (SLDP) and Li-Cycle Holdings Corp. (LICY). 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 SLDP, currently valued at -0.40, compared to the broader market-4.00-2.000.002.004.00-0.40-0.37
The chart of Sortino ratio for SLDP, currently valued at -0.14, compared to the broader market-4.00-2.000.002.004.00-0.140.30
The chart of Omega ratio for SLDP, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.03
The chart of Calmar ratio for SLDP, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.34-0.58
The chart of Martin ratio for SLDP, currently valued at -1.22, compared to the broader market-10.000.0010.0020.0030.00-1.22-0.98
SLDP
LICY

The current SLDP Sharpe Ratio is -0.40, which is comparable to the LICY Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of SLDP and LICY, 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-0.60-0.50-0.40-0.30-0.20-0.100.00JuneJulyAugustSeptemberOctoberNovember
-0.40
-0.37
SLDP
LICY

Dividends

SLDP vs. LICY - Dividend Comparison

Neither SLDP nor LICY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SLDP vs. LICY - Drawdown Comparison

The maximum SLDP drawdown since its inception was -92.80%, smaller than the maximum LICY drawdown of -98.89%. Use the drawdown chart below to compare losses from any high point for SLDP and LICY. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%JuneJulyAugustSeptemberOctoberNovember
-92.80%
-98.04%
SLDP
LICY

Volatility

SLDP vs. LICY - Volatility Comparison

The current volatility for Solid Power, Inc. (SLDP) is 15.79%, while Li-Cycle Holdings Corp. (LICY) has a volatility of 54.15%. This indicates that SLDP experiences smaller price fluctuations and is considered to be less risky than LICY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%JuneJulyAugustSeptemberOctoberNovember
15.79%
54.15%
SLDP
LICY

Financials

SLDP vs. LICY - Financials Comparison

This section allows you to compare key financial metrics between Solid Power, Inc. and Li-Cycle Holdings Corp.. 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