SQM vs. ALB
Compare and contrast key facts about Sociedad Química y Minera de Chile S.A. (SQM) and Albemarle Corporation (ALB).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SQM or ALB.
Key characteristics
| SQM | ALB | |
|---|---|---|
| YTD Return | -24.13% | -16.46% |
| 1Y Return | -23.72% | -31.45% |
| 3Y Return (Ann) | 1.90% | -9.87% |
| 5Y Return (Ann) | 10.62% | 10.93% |
| 10Y Return (Ann) | 8.93% | 7.37% |
| Sharpe Ratio | -0.56 | -0.66 |
| Daily Std Dev | 47.29% | 52.55% |
| Max Drawdown | -77.80% | -66.31% |
| Current Drawdown | -54.09% | -62.52% |
Fundamentals
| SQM | ALB | |
|---|---|---|
| Market Cap | $12.61B | $13.74B |
| EPS | $7.04 | $13.36 |
| PE Ratio | 6.27 | 8.75 |
| PEG Ratio | 3.90 | 1.51 |
| Revenue (TTM) | $7.47B | $9.62B |
| Gross Profit (TTM) | $5.74B | $3.08B |
| EBITDA (TTM) | $3.16B | $897.07M |
Correlation
The correlation between SQM and ALB is 0.40, 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.
Performance
SQM vs. ALB - Performance Comparison
In the year-to-date period, SQM achieves a -24.13% return, which is significantly lower than ALB's -16.46% return. Over the past 10 years, SQM has outperformed ALB with an annualized return of 8.93%, while ALB has yielded a comparatively lower 7.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SQM vs. ALB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sociedad Química y Minera de Chile S.A. (SQM) 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.
Dividends
SQM vs. ALB - Dividend Comparison
SQM's dividend yield for the trailing twelve months is around 11.20%, more than ALB's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SQM Sociedad Química y Minera de Chile S.A. | 11.20% | 8.50% | 9.79% | 3.91% | 1.65% | 4.59% | 5.41% | 2.38% | 5.31% | 2.37% | 5.80% | 3.94% |
ALB Albemarle Corporation | 1.33% | 1.11% | 0.73% | 0.67% | 1.04% | 2.01% | 1.74% | 1.00% | 1.42% | 2.07% | 1.83% | 1.51% |
Drawdowns
SQM vs. ALB - Drawdown Comparison
The maximum SQM drawdown since its inception was -77.80%, which is greater than ALB's maximum drawdown of -66.31%. Use the drawdown chart below to compare losses from any high point for SQM and ALB. For additional features, visit the drawdowns tool.
Volatility
SQM vs. ALB - Volatility Comparison
The current volatility for Sociedad Química y Minera de Chile S.A. (SQM) is 14.41%, while Albemarle Corporation (ALB) has a volatility of 16.31%. This indicates that SQM experiences smaller price fluctuations and is considered to be less risky than ALB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SQM vs. ALB - Financials Comparison
This section allows you to compare key financial metrics between Sociedad Química y Minera de Chile S.A. 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.
Total Revenue: Total amount of money received from sales and other business activities