PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
0857.HK vs. VALE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


0857.HKVALE
YTD Return49.63%-26.19%
1Y Return38.88%-11.32%
3Y Return (Ann)43.26%-11.46%
5Y Return (Ann)21.57%4.52%
10Y Return (Ann)1.98%3.78%
Sharpe Ratio1.60-0.41
Daily Std Dev29.28%27.92%
Max Drawdown-83.74%-93.21%
Current Drawdown-20.33%-39.63%

Fundamentals


0857.HKVALE
Market CapHK$1.94T$49.39B
EPSHK$0.89$1.81
PE Ratio7.746.36
PEG Ratio0.1710.64
Total Revenue (TTM)HK$2.34T$35.70B
Gross Profit (TTM)HK$640.28B$15.95B
EBITDA (TTM)HK$0.00$16.22B

Correlation

-0.50.00.51.00.2

The correlation between 0857.HK and VALE is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

0857.HK vs. VALE - Performance Comparison

In the year-to-date period, 0857.HK achieves a 49.63% return, which is significantly higher than VALE's -26.19% return. Over the past 10 years, 0857.HK has underperformed VALE with an annualized return of 1.98%, while VALE has yielded a comparatively higher 3.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%400.00%600.00%800.00%FebruaryMarchAprilMayJuneJuly
288.27%
722.15%
0857.HK
VALE

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PetroChina Co Ltd Class H

Vale S.A.

Risk-Adjusted Performance

0857.HK vs. VALE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PetroChina Co Ltd Class H (0857.HK) and Vale S.A. (VALE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


0857.HK
Sharpe ratio
The chart of Sharpe ratio for 0857.HK, currently valued at 1.41, compared to the broader market-2.00-1.000.001.002.003.001.41
Sortino ratio
The chart of Sortino ratio for 0857.HK, currently valued at 2.17, compared to the broader market-4.00-2.000.002.004.002.17
Omega ratio
The chart of Omega ratio for 0857.HK, currently valued at 1.27, compared to the broader market0.501.001.502.001.27
Calmar ratio
The chart of Calmar ratio for 0857.HK, currently valued at 0.80, compared to the broader market0.002.004.006.000.80
Martin ratio
The chart of Martin ratio for 0857.HK, currently valued at 5.45, compared to the broader market-5.000.005.0010.0015.0020.0025.005.45
VALE
Sharpe ratio
The chart of Sharpe ratio for VALE, currently valued at -0.64, compared to the broader market-2.00-1.000.001.002.003.00-0.64
Sortino ratio
The chart of Sortino ratio for VALE, currently valued at -0.84, compared to the broader market-4.00-2.000.002.004.00-0.84
Omega ratio
The chart of Omega ratio for VALE, currently valued at 0.91, compared to the broader market0.501.001.502.000.91
Calmar ratio
The chart of Calmar ratio for VALE, currently valued at -0.44, compared to the broader market0.002.004.006.00-0.44
Martin ratio
The chart of Martin ratio for VALE, currently valued at -1.14, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.14

0857.HK vs. VALE - Sharpe Ratio Comparison

The current 0857.HK Sharpe Ratio is 1.60, which is higher than the VALE Sharpe Ratio of -0.41. The chart below compares the 12-month rolling Sharpe Ratio of 0857.HK and VALE.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50FebruaryMarchAprilMayJuneJuly
1.41
-0.64
0857.HK
VALE

Dividends

0857.HK vs. VALE - Dividend Comparison

0857.HK's dividend yield for the trailing twelve months is around 6.46%, less than VALE's 12.65% yield.


TTM20232022202120202019201820172016201520142013
0857.HK
PetroChina Co Ltd Class H
6.46%9.14%9.71%7.57%9.66%3.81%2.19%1.05%0.94%3.89%4.75%4.31%
VALE
Vale S.A.
12.65%7.75%8.59%19.70%2.73%2.63%4.16%3.32%0.56%8.84%6.69%5.73%

Drawdowns

0857.HK vs. VALE - Drawdown Comparison

The maximum 0857.HK drawdown since its inception was -83.74%, smaller than the maximum VALE drawdown of -93.21%. Use the drawdown chart below to compare losses from any high point for 0857.HK and VALE. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%FebruaryMarchAprilMayJuneJuly
-20.82%
-39.63%
0857.HK
VALE

Volatility

0857.HK vs. VALE - Volatility Comparison

PetroChina Co Ltd Class H (0857.HK) has a higher volatility of 11.48% compared to Vale S.A. (VALE) at 5.88%. This indicates that 0857.HK's price experiences larger fluctuations and is considered to be riskier than VALE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%FebruaryMarchAprilMayJuneJuly
11.48%
5.88%
0857.HK
VALE

Financials

0857.HK vs. VALE - Financials Comparison

This section allows you to compare key financial metrics between PetroChina Co Ltd Class H and Vale S.A.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Please note, different currencies. 0857.HK values in HKD, VALE values in USD