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SQM vs. MET
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SQM vs. MET - 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 MetLife, Inc. (MET). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SQM achieves a 23.66% return, which is significantly higher than MET's 14.21% return. Over the past 10 years, SQM has outperformed MET with an annualized return of 18.11%, while MET has yielded a comparatively lower 14.00% annualized return.


SQM

1D
4.57%
1M
-3.09%
YTD
23.66%
6M
29.46%
1Y
160.00%
3Y*
7.11%
5Y*
16.73%
10Y*
18.11%

MET

1D
1.44%
1M
12.20%
YTD
14.21%
6M
9.74%
1Y
18.30%
3Y*
20.82%
5Y*
10.04%
10Y*
14.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SQM vs. MET - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SQM
Sociedad Química y Minera de Chile S.A.
23.66%89.55%-39.35%-18.47%71.62%6.82%89.19%-27.30%-32.71%115.00%
MET
MetLife, Inc.
14.21%-0.80%27.68%-5.49%19.23%37.43%-3.42%28.84%-15.77%21.67%

Correlation

The correlation between SQM and MET is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2000

0.32

Over the past year, the correlation between SQM and MET has dropped to 0.11 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.

Fundamentals

EPS

SQM:

$2.86

MET:

$7.21

PE Ratio

SQM:

29.39

MET:

12.33

PEG Ratio

SQM:

0.17

MET:

0.41

PS Ratio

SQM:

4.52

MET:

0.58

Total Revenue (TTM)

SQM:

$5.31B

MET:

$76.95B

Gross Profit (TTM)

SQM:

$1.83B

MET:

$14.75B

EBITDA (TTM)

SQM:

$1.75B

MET:

$4.11B

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Return for Risk

SQM vs. MET — Risk / Return Rank

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

SQM
SQM Risk / Return Rank: 9494
Overall Rank
SQM Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SQM Sortino Ratio Rank: 9393
Sortino Ratio Rank
SQM Omega Ratio Rank: 9090
Omega Ratio Rank
SQM Calmar Ratio Rank: 9595
Calmar Ratio Rank
SQM Martin Ratio Rank: 9696
Martin Ratio Rank

MET
MET Risk / Return Rank: 6161
Overall Rank
MET Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
MET Sortino Ratio Rank: 5757
Sortino Ratio Rank
MET Omega Ratio Rank: 5757
Omega Ratio Rank
MET Calmar Ratio Rank: 6262
Calmar Ratio Rank
MET Martin Ratio Rank: 6666
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. MET - 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 MetLife, Inc. (MET). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SQMMETDifference
Sharpe ratioReturn per unit of total volatility

+2.36

Sortino ratioReturn per unit of downside risk

+2.37

Omega ratioGain probability vs. loss probability

1.40

1.13

+0.27

Calmar ratioReturn relative to maximum drawdown

6.77

0.91

+5.86

Martin ratioReturn relative to average drawdown

19.12

2.48

+16.64

SQM vs. MET - Sharpe Ratio Comparison

The current SQM Sharpe Ratio is 3.05, which is higher than the MET Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of SQM and MET, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SQM vs. MET - Drawdown Comparison

The maximum SQM drawdown since its inception was -78.34%, roughly equal to the maximum MET drawdown of -82.37%. Use the drawdown chart below to compare losses from any high point for SQM and MET.


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Drawdown Indicators


SQMMETDifference

Max Drawdown

Largest peak-to-trough decline

-78.34%

-82.37%

+4.03%

Max Drawdown (1Y)

Largest decline over 1 year

-23.11%

-17.46%

-5.65%

Max Drawdown (3Y)

Largest decline over 3 years

-61.32%

-21.97%

-39.35%

Max Drawdown (5Y)

Largest decline over 5 years

-69.76%

-35.09%

-34.67%

Max Drawdown (10Y)

Largest decline over 10 years

-72.98%

-55.16%

-17.82%

Current Drawdown

Current decline from peak

-14.19%

0.00%

-14.19%

Average Drawdown

Average peak-to-trough decline

-30.32%

-17.62%

-12.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.17%

6.42%

+1.75%

Volatility

SQM vs. MET - Volatility Comparison

Sociedad Química y Minera de Chile S.A. (SQM) has a higher volatility of 15.55% compared to MetLife, Inc. (MET) at 6.17%. This indicates that SQM's price experiences larger fluctuations and is considered to be riskier than MET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SQMMETDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.55%

6.17%

+9.38%

Volatility (6M)

Calculated over the trailing 6-month period

36.28%

17.44%

+18.84%

Volatility (1Y)

Calculated over the trailing 1-year period

51.44%

23.16%

+28.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.87%

25.72%

+24.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.13%

30.70%

+15.43%

Dividends

SQM vs. MET - Dividend Comparison

SQM's dividend yield for the trailing twelve months is around 1.37%, less than MET's 2.58% yield.


PositionTTM20252024202320222021202020192018201720162015
MET
MetLife, Inc.
2.58%2.85%2.63%3.12%2.74%3.04%3.88%3.41%4.04%14.52%2.92%3.06%
SQM
Sociedad Química y Minera de Chile S.A.
1.37%0.18%0.59%8.34%9.66%3.92%1.64%4.55%5.37%2.73%4.77%2.00%

Financials

SQM vs. MET - Financials Comparison

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


0.005.00B10.00B15.00B20.00B20222023202420252026
1.76B
19.07B
(SQM) Total Revenue
(MET) Total Revenue
Values in USD except per share items

SQM vs. MET - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
44.2%
0
Portfolio components
SQM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sociedad Química y Minera de Chile S.A. reported a gross profit of 778.60M and revenue of 1.76B. Therefore, the gross margin over that period was 44.2%.

MET - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MetLife, Inc. reported a gross profit of 0.00 and revenue of 19.07B. Therefore, the gross margin over that period was 0.0%.

SQM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sociedad Química y Minera de Chile S.A. reported an operating income of 729.70M and revenue of 1.76B, resulting in an operating margin of 41.5%.

MET - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MetLife, Inc. reported an operating income of 0.00 and revenue of 19.07B, resulting in an operating margin of 0.0%.

SQM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sociedad Química y Minera de Chile S.A. reported a net income of 364.70M and revenue of 1.76B, resulting in a net margin of 20.7%.

MET - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MetLife, Inc. reported a net income of 1.19B and revenue of 19.07B, resulting in a net margin of 6.2%.


Frequently Asked Questions


SQM and MET have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SQM has higher volatility (15.55%) compared to MET (6.17%). In terms of maximum drawdown, SQM dropped -78.34% vs MET's -82.37%.

SQM currently has the higher Sharpe Ratio (3.05 vs 0.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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