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SQM vs. LIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SQM vs. LIT - 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 Global X Lithium & Battery Tech ETF (LIT). The values are adjusted to include any dividend payments, if applicable.

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SQM vs. LIT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SQM
Sociedad Química y Minera de Chile S.A.
18.92%89.55%-39.35%-18.47%71.62%6.82%89.19%-27.30%-32.71%115.00%
LIT
Global X Lithium & Battery Tech ETF
14.77%60.05%-19.19%-12.18%-29.91%36.74%127.88%3.27%-28.63%64.19%

Returns By Period

In the year-to-date period, SQM achieves a 18.92% return, which is significantly higher than LIT's 14.77% return. Over the past 10 years, SQM has outperformed LIT with an annualized return of 19.58%, while LIT has yielded a comparatively lower 14.89% annualized return.


SQM

1D
1.09%
1M
8.18%
YTD
18.92%
6M
88.38%
1Y
104.66%
3Y*
3.16%
5Y*
13.07%
10Y*
19.58%

LIT

1D
0.12%
1M
-1.04%
YTD
14.77%
6M
29.65%
1Y
94.01%
3Y*
6.33%
5Y*
5.28%
10Y*
14.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SQM vs. LIT — Risk / Return Rank

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

SQM
SQM Risk / Return Rank: 8888
Overall Rank
SQM Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SQM Sortino Ratio Rank: 8787
Sortino Ratio Rank
SQM Omega Ratio Rank: 8383
Omega Ratio Rank
SQM Calmar Ratio Rank: 9191
Calmar Ratio Rank
SQM Martin Ratio Rank: 8989
Martin Ratio Rank

LIT
LIT Risk / Return Rank: 9696
Overall Rank
LIT Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
LIT Sortino Ratio Rank: 9696
Sortino Ratio Rank
LIT Omega Ratio Rank: 9494
Omega Ratio Rank
LIT Calmar Ratio Rank: 9797
Calmar Ratio Rank
LIT Martin Ratio Rank: 9797
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.

SQM vs. LIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sociedad Química y Minera de Chile S.A. (SQM) and Global X Lithium & Battery Tech ETF (LIT). 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.


SQMLITDifference

Sharpe ratio

Return per unit of total volatility

2.05

2.74

-0.69

Sortino ratio

Return per unit of downside risk

2.62

3.31

-0.69

Omega ratio

Gain probability vs. loss probability

1.32

1.44

-0.13

Calmar ratio

Return relative to maximum drawdown

4.25

5.29

-1.04

Martin ratio

Return relative to average drawdown

10.40

20.38

-9.98

SQM vs. LIT - Sharpe Ratio Comparison

The current SQM Sharpe Ratio is 2.05, which is comparable to the LIT Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of SQM and LIT, 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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Sharpe Ratios by Period


SQMLITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

2.74

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.17

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.49

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.24

+0.18

Correlation

The correlation between SQM and LIT is 0.67, 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.


Dividends

SQM vs. LIT - Dividend Comparison

SQM's dividend yield for the trailing twelve months is around 0.15%, less than LIT's 0.42% yield.


TTM20252024202320222021202020192018201720162015
SQM
Sociedad Química y Minera de Chile S.A.
0.15%0.18%0.59%8.34%9.66%3.92%1.64%4.55%5.37%2.73%4.77%2.00%
LIT
Global X Lithium & Battery Tech ETF
0.42%0.49%0.93%1.11%0.99%0.22%0.40%1.85%2.52%3.26%2.15%0.24%

Drawdowns

SQM vs. LIT - Drawdown Comparison

The maximum SQM drawdown since its inception was -78.34%, which is greater than LIT's maximum drawdown of -65.91%. Use the drawdown chart below to compare losses from any high point for SQM and LIT.


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Drawdown Indicators


SQMLITDifference

Max Drawdown

Largest peak-to-trough decline

-78.34%

-65.91%

-12.43%

Max Drawdown (1Y)

Largest decline over 1 year

-24.49%

-17.61%

-6.88%

Max Drawdown (5Y)

Largest decline over 5 years

-69.76%

-65.91%

-3.85%

Max Drawdown (10Y)

Largest decline over 10 years

-72.98%

-65.91%

-7.07%

Current Drawdown

Current decline from peak

-17.47%

-19.76%

+2.29%

Average Drawdown

Average peak-to-trough decline

-30.43%

-33.90%

+3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.22%

4.57%

+5.65%

Volatility

SQM vs. LIT - Volatility Comparison

Sociedad Química y Minera de Chile S.A. (SQM) has a higher volatility of 14.77% compared to Global X Lithium & Battery Tech ETF (LIT) at 9.75%. This indicates that SQM's price experiences larger fluctuations and is considered to be riskier than LIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SQMLITDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.77%

9.75%

+5.02%

Volatility (6M)

Calculated over the trailing 6-month period

36.43%

24.73%

+11.70%

Volatility (1Y)

Calculated over the trailing 1-year period

51.39%

34.53%

+16.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.54%

31.66%

+17.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.98%

30.50%

+15.48%