PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SQM vs. LTHM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

SQM vs. LTHM - 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 Livent Corporation (LTHM). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%60.00%JuneJulyAugustSeptemberOctoberNovember
19.20%
-2.71%
SQM
LTHM

Returns By Period


SQM

YTD

-36.37%

1M

-2.63%

6M

-20.29%

1Y

-18.30%

5Y (annualized)

14.82%

10Y (annualized)

9.03%

LTHM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


SQMLTHM
Market Cap$10.33B$2.97B
EPS$0.09$1.80
PE Ratio411.449.17
PEG Ratio0.670.22

Key characteristics


SQMLTHM

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.6

The correlation between SQM and LTHM is 0.59, 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.

Risk-Adjusted Performance

SQM vs. LTHM - 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 Livent Corporation (LTHM). 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 SQM, currently valued at -0.52, compared to the broader market-4.00-2.000.002.00-0.520.54
The chart of Sortino ratio for SQM, currently valued at -0.53, compared to the broader market-4.00-2.000.002.004.00-0.530.95
The chart of Omega ratio for SQM, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.32
The chart of Calmar ratio for SQM, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.380.22
The chart of Martin ratio for SQM, currently valued at -0.85, compared to the broader market0.0010.0020.0030.00-0.851.32
SQM
LTHM

Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.52
0.54
SQM
LTHM

Dividends

SQM vs. LTHM - Dividend Comparison

SQM's dividend yield for the trailing twelve months is around 1.88%, while LTHM has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SQM
Sociedad Química y Minera de Chile S.A.
1.88%8.51%9.79%3.90%1.65%4.59%5.41%2.39%5.31%2.41%5.83%3.96%
LTHM
Livent Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SQM vs. LTHM - Drawdown Comparison


-65.00%-60.00%-55.00%-50.00%JuneJulyAugustSeptemberOctoberNovember
-61.50%
-52.90%
SQM
LTHM

Volatility

SQM vs. LTHM - Volatility Comparison

Sociedad Química y Minera de Chile S.A. (SQM) has a higher volatility of 12.36% compared to Livent Corporation (LTHM) at 0.00%. This indicates that SQM's price experiences larger fluctuations and is considered to be riskier than LTHM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.36%
0
SQM
LTHM

Financials

SQM vs. LTHM - Financials Comparison

This section allows you to compare key financial metrics between Sociedad Química y Minera de Chile S.A. and Livent 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


Values in USD except per share items