TTDKY vs. SQM
TTDKY (TDK Corp ADR) and SQM (Sociedad Química y Minera de Chile S.A.) are both stocks. TTDKY operates in Electronic Components (Technology), while SQM operates in Chemicals (Basic Materials). Over the past 10 years, TTDKY returned 20.08%/yr vs 17.26%/yr for SQM. At a 0.26 correlation, their price movements are largely independent.
Performance
TTDKY vs. SQM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TTDKY achieves a 72.91% return, which is significantly higher than SQM's 17.15% return. Over the past 10 years, TTDKY has outperformed SQM with an annualized return of 20.08%, while SQM has yielded a comparatively lower 17.26% annualized return.
TTDKY
- 1D
- 2.44%
- 1M
- 27.31%
- YTD
- 72.91%
- 6M
- 70.85%
- 1Y
- 129.78%
- 3Y*
- 45.53%
- 5Y*
- 25.24%
- 10Y*
- 20.08%
SQM
- 1D
- -3.98%
- 1M
- -2.08%
- YTD
- 17.15%
- 6M
- 17.42%
- 1Y
- 143.85%
- 3Y*
- 5.11%
- 5Y*
- 18.26%
- 10Y*
- 17.26%
TTDKY vs. SQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTDKY TDK Corp ADR | 72.91% | 9.92% | 37.95% | 45.42% | -16.86% | -22.54% | 34.55% | 59.89% | -11.84% | 16.59% |
SQM Sociedad Química y Minera de Chile S.A. | 17.15% | 89.55% | -39.35% | -18.47% | 71.62% | 6.82% | 89.19% | -27.30% | -32.71% | 115.00% |
Correlation
The correlation between TTDKY and SQM is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2009 | 0.26 |
The correlation between TTDKY and SQM shifts across timeframes, from 0.12 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
TTDKY:
$46.31B
SQM:
$22.71B
TTDKY:
¥104.42
SQM:
$2.86
TTDKY:
37.65
SQM:
27.84
TTDKY:
2.82
SQM:
0.16
TTDKY:
2.94
SQM:
4.28
TTDKY:
3.40
SQM:
3.88
TTDKY:
¥2.54T
SQM:
$5.31B
TTDKY:
¥794.41B
SQM:
$1.83B
TTDKY:
¥492.99B
SQM:
$1.75B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TTDKY vs. SQM — Risk / Return Rank
TTDKY
SQM
TTDKY vs. SQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TDK Corp ADR (TTDKY) and Sociedad Química y Minera de Chile S.A. (SQM). 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.
| TTDKY | SQM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.38 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.01 | 6.26 | -2.25 |
| Martin ratioReturn relative to average drawdown | 8.73 | 17.34 | -8.60 |
Loading charts...
Drawdowns
TTDKY vs. SQM - Drawdown Comparison
The maximum TTDKY drawdown since its inception was -54.04%, smaller than the maximum SQM drawdown of -78.34%. Use the drawdown chart below to compare losses from any high point for TTDKY and SQM.
Loading charts...
Drawdown Indicators
| TTDKY | SQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.04% | -78.34% | +24.30% |
Max Drawdown (1Y)Largest decline over 1 year | -32.56% | -23.11% | -9.45% |
Max Drawdown (3Y)Largest decline over 3 years | -39.71% | -61.32% | +21.61% |
Max Drawdown (5Y)Largest decline over 5 years | -39.71% | -69.76% | +30.05% |
Max Drawdown (10Y)Largest decline over 10 years | -51.75% | -72.98% | +21.23% |
Current DrawdownCurrent decline from peak | -5.91% | -18.71% | +12.80% |
Average DrawdownAverage peak-to-trough decline | -23.47% | -30.31% | +6.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.92% | 8.33% | +6.59% |
Volatility
TTDKY vs. SQM - Volatility Comparison
TDK Corp ADR (TTDKY) has a higher volatility of 21.24% compared to Sociedad Química y Minera de Chile S.A. (SQM) at 14.57%. This indicates that TTDKY's price experiences larger fluctuations and is considered to be riskier than SQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TTDKY | SQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.24% | 14.57% | +6.67% |
Volatility (6M)Calculated over the trailing 6-month period | 40.72% | 36.45% | +4.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.73% | 51.44% | -0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.84% | 49.85% | -11.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.21% | 46.14% | -9.93% |
Dividends
TTDKY vs. SQM - Dividend Comparison
TTDKY has not paid dividends to shareholders, while SQM's dividend yield for the trailing twelve months is around 1.45%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SQM Sociedad Química y Minera de Chile S.A. | 1.45% | 0.18% | 0.59% | 8.34% | 9.66% | 3.92% | 1.64% | 4.55% | 5.37% | 2.73% | 4.77% | 2.00% |
TTDKY TDK Corp ADR | 0.00% | 0.77% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.85% | 0.00% |
Financials
TTDKY vs. SQM - Financials Comparison
This section allows you to compare key financial metrics between TDK Corp ADR and Sociedad Química y Minera de Chile S.A.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
TTDKY vs. SQM - Profitability Comparison
TTDKY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TDK Corp ADR reported a gross profit of 187.24B and revenue of 658.13B. Therefore, the gross margin over that period was 28.5%.
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%.
TTDKY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TDK Corp ADR reported an operating income of 31.48B and revenue of 658.13B, resulting in an operating margin of 4.8%.
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%.
TTDKY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TDK Corp ADR reported a net income of 14.72B and revenue of 658.13B, resulting in a net margin of 2.2%.
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%.
Frequently Asked Questions
TTDKY and SQM have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TTDKY has higher volatility (21.24%) compared to SQM (14.57%). In terms of maximum drawdown, TTDKY dropped -54.04% vs SQM's -78.34%.
SQM currently has the higher Sharpe Ratio (2.82 vs 2.57), 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.
Find the right allocation for TTDKY and SQM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer