SQM vs. LIT
Compare and contrast key facts about Sociedad Química y Minera de Chile S.A. (SQM) and Global X Lithium & Battery Tech ETF (LIT).
LIT is a passively managed fund by Global X that tracks the performance of the Solactive Global Lithium Index. It was launched on Jul 22, 2010.
Performance
SQM vs. LIT - Performance Comparison
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SQM vs. LIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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Return for Risk
SQM vs. LIT — Risk / Return Rank
SQM
LIT
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.
| SQM | LIT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.05 | 2.74 | -0.69 |
Sortino ratioReturn per unit of downside risk | 2.62 | 3.31 | -0.69 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.44 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 4.25 | 5.29 | -1.04 |
Martin ratioReturn relative to average drawdown | 10.40 | 20.38 | -9.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SQM | LIT | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| SQM | LIT | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -17.47% | -19.76% | +2.29% |
Average DrawdownAverage peak-to-trough decline | -30.43% | -33.90% | +3.47% |
Ulcer IndexDepth 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
| SQM | LIT | Difference | |
|---|---|---|---|
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% |