Albemarle Corporation (ALB): analysis and statistics
Return, volatility, Sharpe ratio and risk for Albemarle Corporation, a component of the S&P 500 in the Materials. Data as of 2026-10-29.
| Last close price | $96.96 |
| Sector (GICS) | Materials |
| Annualized return (3.0 yr) | -9.05% |
| Total return over period | -24.65% |
| Annualized volatility | 58.22% |
| Period volatility | 100.57% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.37 |
| Sortino ratio | -0.53 |
| Max drawdown | -65.98% |
| CVaR 95% (avg. loss, worst 5% of days) | -7.93% |
| Correlation with the S&P 500 | 0.43 |
| Period range | $49.76 – $215.07 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Albemarle Corporation (ALB) has posted an annualized return of -9.05% with annual volatility of 58.22%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -65.98%. Its correlation with the S&P 500 is 0.43, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how ALB would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Albemarle Corporation (ALB) is of the S&P 500.
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