AA vs. VALE
Compare and contrast key facts about Alcoa Corporation (AA) and Vale S.A. (VALE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AA or VALE.
Key characteristics
| AA | VALE | |
|---|---|---|
| YTD Return | 8.54% | -16.92% |
| 1Y Return | 8.42% | 4.83% |
| 3Y Return (Ann) | -1.18% | -4.67% |
| 5Y Return (Ann) | 7.17% | 9.10% |
| 10Y Return (Ann) | 1.97% | 5.59% |
| Sharpe Ratio | 0.13 | 0.05 |
| Daily Std Dev | 51.15% | 30.40% |
| Max Drawdown | -94.43% | -93.21% |
| Current Drawdown | -61.70% | -31.81% |
Fundamentals
| AA | VALE | |
|---|---|---|
| Market Cap | $6.60B | $53.97B |
| EPS | -$3.76 | $1.81 |
| PE Ratio | 15.79 | 6.97 |
| PEG Ratio | -0.29 | 10.64 |
| Revenue (TTM) | $10.48B | $206.12B |
| Gross Profit (TTM) | $2.31B | $102.31B |
| EBITDA (TTM) | $516.00M | $84.44B |
Correlation
The correlation between AA and VALE is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AA vs. VALE - Performance Comparison
In the year-to-date period, AA achieves a 8.54% return, which is significantly higher than VALE's -16.92% return. Over the past 10 years, AA has underperformed VALE with an annualized return of 1.97%, while VALE has yielded a comparatively higher 5.59% 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
AA vs. VALE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alcoa Corporation (AA) 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
AA vs. VALE - Dividend Comparison
AA's dividend yield for the trailing twelve months is around 1.09%, less than VALE's 11.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AA Alcoa Corporation | 1.09% | 1.18% | 0.88% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% | 1.09% | 1.22% | 0.76% | 1.13% |
VALE Vale S.A. | 11.25% | 7.75% | 8.59% | 19.70% | 2.73% | 2.63% | 4.16% | 3.32% | 0.56% | 8.84% | 6.69% | 5.73% |
Drawdowns
AA vs. VALE - Drawdown Comparison
The maximum AA drawdown since its inception was -94.43%, roughly equal to the maximum VALE drawdown of -93.21%. Use the drawdown chart below to compare losses from any high point for AA and VALE. For additional features, visit the drawdowns tool.
Volatility
AA vs. VALE - Volatility Comparison
Alcoa Corporation (AA) has a higher volatility of 11.83% compared to Vale S.A. (VALE) at 9.66%. This indicates that AA'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
AA vs. VALE - Financials Comparison
This section allows you to compare key financial metrics between Alcoa Corporation 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