0857.HK vs. VALE
Compare and contrast key facts about PetroChina Co Ltd Class H (0857.HK) and Vale S.A. (VALE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 0857.HK or VALE.
Key characteristics
| 0857.HK | VALE | |
|---|---|---|
| YTD Return | 27.52% | -27.37% |
| 1Y Return | 16.67% | -6.98% |
| 3Y Return (Ann) | 24.99% | -1.21% |
| 5Y Return (Ann) | 18.54% | 9.17% |
| 10Y Return (Ann) | 0.89% | 6.35% |
| Sharpe Ratio | 0.51 | -0.29 |
| Sortino Ratio | 0.93 | -0.25 |
| Omega Ratio | 1.12 | 0.97 |
| Calmar Ratio | 0.33 | -0.18 |
| Martin Ratio | 1.29 | -0.39 |
| Ulcer Index | 12.95% | 20.52% |
| Daily Std Dev | 33.05% | 27.34% |
| Max Drawdown | -83.89% | -93.21% |
| Current Drawdown | -32.73% | -40.36% |
Fundamentals
| 0857.HK | VALE | |
|---|---|---|
| Market Cap | HK$1.58T | $46.03B |
| EPS | HK$0.91 | $2.25 |
| PE Ratio | 6.20 | 4.77 |
| PEG Ratio | 0.17 | 10.64 |
| Total Revenue (TTM) | HK$2.28T | $31.40B |
| Gross Profit (TTM) | HK$538.95B | $12.62B |
| EBITDA (TTM) | HK$214.67B | $13.84B |
Correlation
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 27.52% return, which is significantly higher than VALE's -27.37% return. Over the past 10 years, 0857.HK has underperformed VALE with an annualized return of 0.89%, while VALE has yielded a comparatively higher 6.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
0857.HK vs. VALE - Dividend Comparison
0857.HK's dividend yield for the trailing twelve months is around 8.09%, less than VALE's 13.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
0857.HK PetroChina Co Ltd Class H | 8.09% | 9.14% | 9.71% | 7.57% | 9.66% | 2.78% | 2.19% | 1.05% | 0.94% | 3.89% | 4.75% | 4.31% |
VALE Vale S.A. | 13.10% | 7.75% | 8.58% | 19.70% | 2.73% | 2.63% | 4.16% | 3.39% | 0.54% | 8.84% | 6.69% | 5.73% |
Drawdowns
0857.HK vs. VALE - Drawdown Comparison
The maximum 0857.HK drawdown since its inception was -83.89%, 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.
Volatility
0857.HK vs. VALE - Volatility Comparison
PetroChina Co Ltd Class H (0857.HK) has a higher volatility of 13.91% compared to Vale S.A. (VALE) at 11.58%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities