ALB Albemarle

Fundamental Data

Get detailed Fundamental insights of Albemarle and compare it to the S&P500.
YTD Return
ALB -37.83%
vs.
SPY +18.46%
1-Year Return
ALB -51.14%
vs.
SPY +27.00%
3-Year Return
ALB -19.85%
vs.
SPY +5.68%

Worst 10 Drawdowns of ALB

Started Recovered Drawdown Days
Nov 14, 2022 Sep 17, 2024 -77.61% 674
Nov 9, 2017 Dec 21, 2020 -64.79% 1139
Nov 23, 2021 Aug 12, 2022 -39.36% 263
May 18, 2015 Mar 31, 2016 -35.10% 319
Jan 20, 2021 Jul 9, 2021 -24.05% 171
Sep 15, 2022 Nov 9, 2022 -22.66% 56
Jan 14, 2015 May 6, 2015 -21.68% 113
Aug 26, 2022 Sep 8, 2022 -13.10% 14
Jul 21, 2016 Nov 29, 2016 -12.58% 132
Sep 3, 2021 Oct 27, 2021 -12.24% 55

ALB vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - September 17, 2024

Annual Return (%)

ALB
S&P500
Metric ALB S&P500
Cumulative Return +48.93% +174.09%
Compound Annual Growth Rate (CAGR) +2.87% +7.44%
Sharpe 0.32 0.67
Sortino 0.44 0.94
Max Drawdown -77.61% -34.1%
Longest Drawdown Days 1139 745
Volatility (ann.) 43.91% 17.83%
Correlation 54.09% -
R^2 0.29 -
Calmar 0.04 0.22
Skew -0.38 -0.55
Kurtosis 4.66 12.49
Expected Daily +0.02% +0.04%
Expected Monthly +0.34% +0.87%
Expected Yearly +4.06% +10.61%
Kelly Criterion 0.92% 5.04%
Risk of Ruin 0% 0%
Daily Value-at-Risk -4.49% -1.80%
Expected Shortfall (cVaR) -4.49% -1.80%
Max Consecutive Wins 11 10
Max Consecutive Losses 10 8
Gain/Pain Ratio 0.06 0.14
Gain/Pain (1M) 0.27 0.78
Payoff Ratio 0.92 0.92
Profit Factor 1.06 1.14
Outlier Win Ratio 2.66 6.97
Outlier Loss Ratio 2.67 7.04
MTD -0.48% -0.11%
3M -13.23% +3.74%
6M -26.46% +10.44%
Best Day +13.74% +9.06%
Worst Day -19.91% -10.94%
Best Month +45.87% +12.70%
Worst Month -31.13% -13.00%
Best Year +101.97% +28.79%
Worst Year -39.74% -19.48%
Avg. Drawdown -7.81% -1.83%
Avg. Drawdown Days 56 22
Recovery Factor 1.73 3.41
Ulcer Index 0.34 0.08
Avg. Up Month +11.09% +3.75%
Avg. Down Month -11.06% -4.77%
Win Days 52.65% 54.39%
Win Month 52.99% 66.67%
Win Quarter 53.85% 76.92%
Win Year 40.00% 70.00%

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