Albemarle Corporation

10-Year Study

ALB-PA.US · Basic Materials · US · Common Stock

Executive Summary: Albemarle Corporation has compounded at 29.1% annually over the last 10 years, with a maximum drawdown of 45.1% and an annualized volatility of 85.2%.

1Y CAGR
+243.0%
3Y CAGR
+29.1%
5Y CAGR
+29.1%
10Y CAGR
+29.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
45.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.87
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.72
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
38.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +60.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 45.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202616.83.91.118.3————————45.1%
2025-0.4-5.0-5.2-14.1-2.510.75.819.0-4.116.825.39.160.4%
2024———-7.01.8-15.3-4.2-2.05.2-0.610.1-15.8-26.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 85.2%. The dominant macroeconomic risk driver is HYG.US, accounting for 37.8% of variance. Idiosyncratic stock-specific factors contribute 3.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-03-0110000
2024-04-019300.015418162597
2024-05-019471.95796648452
2024-06-018025.453984794088
2024-07-017691.780917921312
2024-08-017536.698230515547
2024-09-017931.50331090024
2024-10-017887.451417770133
2024-11-018685.091037241871
2024-12-017310.651947994737
2025-01-017280.095953032673
2025-02-016916.427551655852
2025-03-016557.745023637846
2025-04-015634.317225691865
2025-05-015494.512535767134
2025-06-016079.761959588395
2025-07-016432.036939514749
2025-08-017654.39687952408
2025-09-017344.191457536979
2025-10-018575.321728996758
2025-11-0110747.260272601125
2025-12-0111726.613951234554
2026-01-0113691.26831407398
2026-02-0114230.763839803287
2026-03-0114386.947824537305
2026-04-0117016.044900893252
Annual Return Matrix
YearAnnual Return
20250.6040448970424703
20260.4510620859230927
Total Factor Risk
0.8515376053536744
VTI.US Exposure
0.15066510855736612
VEA.US Exposure
0.024293090559792736
VWO.US Exposure
0.017725887584834586
QQQ.US Exposure
0.01359279342244822
VTV.US Exposure
0.005816599754410547
IJR.US Exposure
0.011859433657130243
QUAL.US Exposure
-0.0010233594219515839
SHV.US Exposure
0.031500016992033586
TLT.US Exposure
0.0023106593032509413
LQD.US Exposure
0.07237724351924123
HYG.US Exposure
0.3784073795282658
GLD.US Exposure
0.004139303334289202
USO.US Exposure
-0.00008148053997174352
VNQ.US Exposure
0.003818170914212618
BTC-USD.CC Exposure
-0.00013060193829541895
CPER.US Exposure
0.010342528745572196
VIX.INDX Exposure
-0.0019281311053819805
UUP.US Exposure
0.005270468002299922
TIP.US Exposure
0.236522386874169
Idiosyncratic Exposure
0.03452250225628382
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
27.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
85.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.27%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$181
Avg Yield on Cost
1.81%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$181.451.81%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+22.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+63.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.43
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Albemarle Corporation a high-risk investment?

Albemarle Corporation (ALB-PA.US) has an annualized volatility of 85.2% and experienced a maximum drawdown of 45.1% over the last 10 years. Its primary macro risk driver is HYG.US.

What is the 10-year return of ALB-PA.US?

Over the past 10 years, ALB-PA.US has generated a Compound Annual Growth Rate (CAGR) of 29.1%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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