Albemarle Corp

10-Year Study

ALB.US · Basic Materials · US · Common Stock

Executive Summary: Albemarle Corp has compounded at 12.2% annually over the last 10 years, with a maximum drawdown of 79.6% and an annualized volatility of 83.3%.

1Y CAGR
+344.1%
3Y CAGR
+5.3%
5Y CAGR
+6.5%
10Y CAGR
+12.2%

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 →
79.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
45.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +105.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -39.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202620.64.70.520.1————————52.4%
2025-2.2-8.5-6.0-18.7-4.813.18.325.2-4.021.232.39.167.7%
2024-20.620.1-4.1-8.71.9-21.8-1.9-3.75.40.013.7-19.8-39.5%
202329.8-9.6-12.9-16.14.415.5-4.8-6.4-14.2-25.4-4.319.5-32.8%
2022-5.6-11.313.1-12.835.1-19.616.99.7-1.25.8-0.7-21.9-6.6%
202110.3-3.4-6.815.1-0.61.122.314.9-7.414.46.4-12.159.8%
20209.92.0-30.79.024.61.46.810.4-1.54.445.98.8105.4%
20194.713.1-9.8-8.4-15.711.83.6-15.413.2-12.67.612.3-3.3%
2018-12.7-10.0-7.44.6-3.61.3-0.11.44.8-0.6-2.9-19.7-38.9%
20177.69.64.43.14.3-6.89.70.417.53.4-4.7-4.650.2%
2016———3.518.71.46.1-5.07.3-2.35.1-1.636.2%

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 83.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 64.9% of variance. Idiosyncratic stock-specific factors contribute 9.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110348.809593960204
2016-05-0112279.047675168164
2016-06-0112453.327476389193
2016-07-0113216.444442063574
2016-08-0112556.966817197273
2016-09-0113476.792751674499
2016-10-0113170.96384229821
2016-11-0113837.798360412771
2016-12-0113615.270196189771
2017-01-0114652.877848787273
2017-02-0116055.848105153576
2017-03-0116761.127747451425
2017-04-0117279.967286824198
2017-05-0118024.084897119563
2017-06-0116793.590931736246
2017-07-0118426.178397518655
2017-08-0118499.372342724084
2017-09-0121745.137218558655
2017-10-0122475.773143411203
2017-11-0121427.683703588627
2017-12-0120452.234656324163
2018-01-0117845.519527016048
2018-02-0116060.812222442453
2018-03-0114879.352307689562
2018-04-0115556.418621511055
2018-05-0114996.473333940454
2018-06-0115188.484676412765
2018-07-0115167.55681503663
2018-08-0115380.085318533836
2018-09-0116120.310203760944
2018-10-0116029.831130729493
2018-11-0115561.311312651891
2018-12-0112498.468801951361
2019-01-0113092.020092175444
2019-02-0114804.533417616189
2019-03-0113351.725566453995
2019-04-0112224.692376508654
2019-05-0110309.40021677836
2019-06-0111526.144648663705
2019-07-0111943.576914354691
2019-08-0110105.21071606499
2019-09-0111441.236815179485
2019-10-019996.267983764837
2019-11-0110759.902789012516
2019-12-0112088.28629028658
2020-01-0113286.531349829203
2020-02-0113546.361819866826
2020-03-019380.913861851115
2020-04-0110222.974577648258
2020-05-0112734.21080356202
2020-06-0112908.29418287594
2020-07-0113786.014403082754
2020-08-0115215.430190761386
2020-09-0114985.188002549914
2020-10-0115644.826336249307
2020-11-0122821.868543745837
2020-12-0124827.532637285527
2021-01-0127375.589042514628
2021-02-0126458.352305903907
2021-03-0124653.359975286552
2021-04-0128375.59082816833
2021-05-0128191.668496961713
2021-06-0128488.229863629625
2021-07-0134843.38924215071
2021-08-0140035.05238215132
2021-09-0137091.79509980912
2021-10-0142427.64977616831
2021-11-0145141.30770563142
2021-12-0139663.314994669825
2022-01-0137452.53286049223
2022-02-0133236.28305468208
2022-03-0137599.76000814258
2022-04-0132784.81622944936
2022-05-0144276.40847899803
2022-06-0135586.04261641123
2022-07-0141602.19563979079
2022-08-0145629.41614480937
2022-09-0145088.023799192524
2022-10-0147718.898823075644
2022-11-0147398.35612720283
2022-12-0137034.47561600589
2023-01-0148064.88708418822
2023-02-0143430.026481244386
2023-03-0137818.877573796606
2023-04-0131731.298402375633
2023-05-0133112.037270164044
2023-06-0138237.059814042026
2023-07-0136384.247677310945
2023-08-0134058.38016210164
2023-09-0129207.72330938772
2023-10-0121776.9575675111
2023-11-0120830.507536351444
2023-12-0124888.36985887979
2024-01-0119765.29367753594
2024-02-0123746.26575169771
2024-03-0122766.13829173653
2024-04-0120790.919593799495
2024-05-0121184.924082932903
2024-06-0116568.15215198056
2024-07-0116247.270181904541
2024-08-0115654.058165883658
2024-09-0116503.190070336903
2024-10-0116506.672095053917
2024-11-0118766.68470176905
2024-12-0115058.453373903387
2025-01-0114727.82173461972
2025-02-0113475.274946028618
2025-03-0112669.730848417645
2025-04-0110300.096960995967
2025-05-019809.274328192436
2025-06-0111096.802072786815
2025-07-0112014.020952860528
2025-08-0115036.561259528697
2025-09-0114434.510257687685
2025-10-0117487.692381865618
2025-11-0123141.857686971336
2025-12-0125256.28594744107
2026-01-0130468.609100762653
2026-02-0131904.274676394907
2026-03-0132057.84089468393
2026-04-0138502.265101719764
Annual Return Matrix
YearAnnual Return
20170.5021541520378869
2018-0.38889470945481097
2019-0.032818621077866705
20201.0538504831106983
20210.5975536342706966
2022-0.06627886194124755
2023-0.32796753714197824
2024-0.394960238083622
20250.6772164657501107
20260.5244626696832579
Total Factor Risk
0.8326320766317069
VTI.US Exposure
0.03534442192799187
VEA.US Exposure
0.04131309557441231
VWO.US Exposure
-0.009681096856118577
QQQ.US Exposure
-0.006901030350237638
VTV.US Exposure
-0.002010277427201436
IJR.US Exposure
0.09744060478566227
QUAL.US Exposure
0.002626068663252356
SHV.US Exposure
0.6494888339106276
TLT.US Exposure
0.007955939748400056
LQD.US Exposure
0.019265433940700655
HYG.US Exposure
0.041371959856659445
GLD.US Exposure
-0.0010765636207486886
USO.US Exposure
0.000003809782675758546
VNQ.US Exposure
-0.0024187350048376004
BTC-USD.CC Exposure
0.0021059250215019094
CPER.US Exposure
0.02947098271317959
VIX.INDX Exposure
-0.017698442236462563
UUP.US Exposure
0.01233162040653657
TIP.US Exposure
0.004582330868605073
Idiosyncratic Exposure
0.09648511829540103
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
10.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
83.3%

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 →0.91%
Market Cap$21.0B
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
$72
Avg Yield on Cost
0.72%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$72.320.72%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 →
+24.8%
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 →
+75.6%
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 Corp a high-risk investment?

Albemarle Corp (ALB.US) has an annualized volatility of 83.3% and experienced a maximum drawdown of 79.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALB.US has generated a Compound Annual Growth Rate (CAGR) of 12.2%. It has had a positive return in 50% 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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