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

Correlation

The correlation between SQM and ALB 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.


Performance

SQM vs. ALB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sociedad Química y Minera de Chile S.A. (SQM) and Albemarle Corporation (ALB). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SQM:

-0.63

ALB:

-0.91

Sortino Ratio

SQM:

-0.86

ALB:

-1.51

Omega Ratio

SQM:

0.90

ALB:

0.82

Calmar Ratio

SQM:

-0.43

ALB:

-0.65

Martin Ratio

SQM:

-1.37

ALB:

-1.60

Ulcer Index

SQM:

21.72%

ALB:

34.18%

Daily Std Dev

SQM:

43.40%

ALB:

57.86%

Max Drawdown

SQM:

-80.37%

ALB:

-83.90%

Current Drawdown

SQM:

-66.55%

ALB:

-80.91%

Fundamentals

Market Cap

SQM:

$9.86B

ALB:

$7.10B

EPS

SQM:

-$1.42

ALB:

-$11.12

PEG Ratio

SQM:

0.69

ALB:

0.99

PS Ratio

SQM:

2.18

ALB:

1.39

PB Ratio

SQM:

1.94

ALB:

0.91

Total Revenue (TTM)

SQM:

$4.52B

ALB:

$5.09B

Gross Profit (TTM)

SQM:

$1.25B

ALB:

$179.90M

EBITDA (TTM)

SQM:

$1.15B

ALB:

-$811.95M

Returns By Period

In the year-to-date period, SQM achieves a -4.21% return, which is significantly higher than ALB's -29.66% return. Over the past 10 years, SQM has outperformed ALB with an annualized return of 8.33%, while ALB has yielded a comparatively lower 1.00% annualized return.


SQM

YTD

-4.21%

1M

0.72%

6M

-8.68%

1Y

-27.39%

5Y*

12.93%

10Y*

8.33%

ALB

YTD

-29.66%

1M

14.53%

6M

-41.29%

1Y

-52.56%

5Y*

0.74%

10Y*

1.00%

*Annualized

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Risk-Adjusted Performance

SQM vs. ALB — Risk-Adjusted Performance Rank

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

SQM
The Risk-Adjusted Performance Rank of SQM is 1616
Overall Rank
The Sharpe Ratio Rank of SQM is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of SQM is 1414
Sortino Ratio Rank
The Omega Ratio Rank of SQM is 1717
Omega Ratio Rank
The Calmar Ratio Rank of SQM is 2323
Calmar Ratio Rank
The Martin Ratio Rank of SQM is 1010
Martin Ratio Rank

ALB
The Risk-Adjusted Performance Rank of ALB is 77
Overall Rank
The Sharpe Ratio Rank of ALB is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of ALB is 66
Sortino Ratio Rank
The Omega Ratio Rank of ALB is 88
Omega Ratio Rank
The Calmar Ratio Rank of ALB is 1111
Calmar Ratio Rank
The Martin Ratio Rank of ALB is 44
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.

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.


The current SQM Sharpe Ratio is -0.63, which is higher than the ALB Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of SQM 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.


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Dividends

SQM vs. ALB - Dividend Comparison

SQM has not paid dividends to shareholders, while ALB's dividend yield for the trailing twelve months is around 2.68%.


TTM20242023202220212020201920182017201620152014
SQM
Sociedad Química y Minera de Chile S.A.
0.00%0.39%5.41%6.26%2.54%1.08%2.96%3.76%1.95%4.09%0.08%0.19%
ALB
Albemarle Corporation
2.68%1.87%1.11%0.73%0.67%1.04%2.02%1.74%1.00%1.42%2.07%1.83%

Drawdowns

SQM vs. ALB - Drawdown Comparison

The maximum SQM drawdown since its inception was -80.37%, roughly equal to the maximum ALB drawdown of -83.90%. Use the drawdown chart below to compare losses from any high point for SQM and ALB. For additional features, visit the drawdowns tool.


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Volatility

SQM vs. ALB - Volatility Comparison

The current volatility for Sociedad Química y Minera de Chile S.A. (SQM) is 7.95%, while Albemarle Corporation (ALB) has a volatility of 10.56%. 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.


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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


500.00M1.00B1.50B2.00B2.50B3.00B20212022202320242025
1.07B
1.08B
(SQM) Total Revenue
(ALB) Total Revenue
Values in USD except per share items

SQM vs. ALB - Profitability Comparison

The chart below illustrates the profitability comparison between Sociedad Química y Minera de Chile S.A. and Albemarle Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%20212022202320242025
27.4%
14.5%
(SQM) Gross Margin
(ALB) Gross Margin
SQM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Sociedad Química y Minera de Chile S.A. reported a gross profit of 293.76M and revenue of 1.07B. Therefore, the gross margin over that period was 27.4%.

ALB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Albemarle Corporation reported a gross profit of 156.30M and revenue of 1.08B. Therefore, the gross margin over that period was 14.5%.

SQM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Sociedad Química y Minera de Chile S.A. reported an operating income of 210.47M and revenue of 1.07B, resulting in an operating margin of 19.6%.

ALB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Albemarle Corporation reported an operating income of 19.76M and revenue of 1.08B, resulting in an operating margin of 1.8%.

SQM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Sociedad Química y Minera de Chile S.A. reported a net income of 120.13M and revenue of 1.07B, resulting in a net margin of 11.2%.

ALB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Albemarle Corporation reported a net income of 41.35M and revenue of 1.08B, resulting in a net margin of 3.8%.