SQM Sociedad Quí...

Fundamental Data

Get detailed Fundamental insights of Sociedad Química y Minera de Chile S.A. and compare it to the S&P500.
YTD Return
SQM -36.20%
vs.
SPY +18.46%
1-Year Return
SQM -37.48%
vs.
SPY +27.00%
3-Year Return
SQM -7.83%
vs.
SPY +5.68%

Worst 10 Drawdowns of SQM

Started Recovered Drawdown Days
Jan 12, 2018 Nov 3, 2021 -75.16% 1392
Sep 15, 2022 Sep 17, 2024 -70.16% 734
Feb 20, 2015 Aug 31, 2016 -50.48% 559
Nov 23, 2021 Mar 2, 2022 -29.41% 100
May 31, 2022 Sep 13, 2022 -28.24% 106
Apr 5, 2022 May 16, 2022 -19.89% 42
Sep 20, 2017 Jan 4, 2018 -18.97% 107
Dec 9, 2016 Jan 18, 2017 -13.54% 41
May 30, 2017 Jul 17, 2017 -12.84% 49
Oct 31, 2016 Dec 5, 2016 -10.74% 36

SQM vs. S&P500

Comparison of company stats against the S&P500 Index.

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

Annual Return (%)

SQM
S&P500
Metric SQM S&P500
Cumulative Return +57.39% +174.09%
Compound Annual Growth Rate (CAGR) +3.28% +7.44%
Sharpe 0.33 0.67
Sortino 0.47 0.94
Max Drawdown -75.16% -34.1%
Longest Drawdown Days 1392 745
Volatility (ann.) 45.37% 17.83%
Correlation 46.81% -
R^2 0.22 -
Calmar 0.04 0.22
Skew -0.15 -0.55
Kurtosis 4.18 12.49
Expected Daily +0.02% +0.04%
Expected Monthly +0.39% +0.87%
Expected Yearly +4.64% +10.61%
Kelly Criterion 2.23% 6.07%
Risk of Ruin 0% 0%
Daily Value-at-Risk -4.64% -1.80%
Expected Shortfall (cVaR) -4.64% -1.80%
Max Consecutive Wins 10 10
Max Consecutive Losses 10 8
Gain/Pain Ratio 0.06 0.14
Gain/Pain (1M) 0.28 0.78
Payoff Ratio 1.04 0.94
Profit Factor 1.06 1.14
Outlier Win Ratio 2.43 7.11
Outlier Loss Ratio 2.73 7.28
MTD -0.98% -0.11%
3M -9.43% +3.74%
6M -23.65% +10.44%
Best Day +20.68% +9.06%
Worst Day -18.57% -10.94%
Best Month +43.86% +12.70%
Worst Month -30.14% -13.00%
Best Year +107.23% +28.79%
Worst Year -36.20% -19.48%
Avg. Drawdown -11.09% -1.83%
Avg. Drawdown Days 89 22
Recovery Factor 1.94 3.41
Ulcer Index 0.36 0.08
Avg. Up Month +10.26% +3.91%
Avg. Down Month -11.83% -5.05%
Win Days 50.16% 54.39%
Win Month 56.41% 66.67%
Win Quarter 46.15% 76.92%
Win Year 50.00% 70.00%