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AAL.L vs. NGLB.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AAL.L and NGLB.DE is 0.26, 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

AAL.L vs. NGLB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Anglo American plc (AAL.L) and Anglo American plc (NGLB.DE). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%December2025FebruaryMarchAprilMay
322.54%
259.57%
AAL.L
NGLB.DE

Key characteristics

Sharpe Ratio

AAL.L:

-0.60

NGLB.DE:

-0.51

Sortino Ratio

AAL.L:

-0.78

NGLB.DE:

-0.60

Omega Ratio

AAL.L:

0.90

NGLB.DE:

0.93

Calmar Ratio

AAL.L:

-0.45

NGLB.DE:

-0.41

Martin Ratio

AAL.L:

-1.48

NGLB.DE:

-1.58

Ulcer Index

AAL.L:

15.95%

NGLB.DE:

14.28%

Daily Std Dev

AAL.L:

35.48%

NGLB.DE:

39.62%

Max Drawdown

AAL.L:

-92.64%

NGLB.DE:

-92.75%

Current Drawdown

AAL.L:

-44.63%

NGLB.DE:

-46.85%

Fundamentals

Market Cap

AAL.L:

£25.90B

NGLB.DE:

€30.60B

EPS

AAL.L:

-£1.90

NGLB.DE:

-€2.24

PEG Ratio

AAL.L:

3.32

NGLB.DE:

3.31

PS Ratio

AAL.L:

0.91

NGLB.DE:

1.06

PB Ratio

AAL.L:

1.67

NGLB.DE:

1.67

Total Revenue (TTM)

AAL.L:

£14.46B

NGLB.DE:

€28.80B

Gross Profit (TTM)

AAL.L:

£8.65B

NGLB.DE:

€10.07B

EBITDA (TTM)

AAL.L:

£4.81B

NGLB.DE:

€6.21B

Returns By Period

The year-to-date returns for both stocks are quite close, with AAL.L having a -12.85% return and NGLB.DE slightly lower at -13.36%. Over the past 10 years, AAL.L has outperformed NGLB.DE with an annualized return of 10.23%, while NGLB.DE has yielded a comparatively lower 8.37% annualized return.


AAL.L

YTD

-12.85%

1M

10.14%

6M

-16.90%

1Y

-21.23%

5Y*

11.32%

10Y*

10.23%

NGLB.DE

YTD

-13.36%

1M

10.49%

6M

-17.81%

1Y

-20.18%

5Y*

11.19%

10Y*

8.37%

*Annualized

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Risk-Adjusted Performance

AAL.L vs. NGLB.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AAL.L
The Risk-Adjusted Performance Rank of AAL.L is 1717
Overall Rank
The Sharpe Ratio Rank of AAL.L is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of AAL.L is 1818
Sortino Ratio Rank
The Omega Ratio Rank of AAL.L is 1919
Omega Ratio Rank
The Calmar Ratio Rank of AAL.L is 2323
Calmar Ratio Rank
The Martin Ratio Rank of AAL.L is 88
Martin Ratio Rank

NGLB.DE
The Risk-Adjusted Performance Rank of NGLB.DE is 2020
Overall Rank
The Sharpe Ratio Rank of NGLB.DE is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of NGLB.DE is 2121
Sortino Ratio Rank
The Omega Ratio Rank of NGLB.DE is 2222
Omega Ratio Rank
The Calmar Ratio Rank of NGLB.DE is 2626
Calmar Ratio Rank
The Martin Ratio Rank of NGLB.DE is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AAL.L vs. NGLB.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Anglo American plc (AAL.L) and Anglo American plc (NGLB.DE). 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.


The current AAL.L Sharpe Ratio is -0.60, which is comparable to the NGLB.DE Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of AAL.L and NGLB.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2025FebruaryMarchAprilMay
-0.43
-0.40
AAL.L
NGLB.DE

Dividends

AAL.L vs. NGLB.DE - Dividend Comparison

AAL.L's dividend yield for the trailing twelve months is around 2.38%, less than NGLB.DE's 2.79% yield.


TTM20242023202220212020201920182017201620152014
AAL.L
Anglo American plc
2.38%2.74%5.23%6.12%5.82%2.45%4.18%4.40%2.39%0.00%19.18%4.26%
NGLB.DE
Anglo American plc
2.79%3.09%5.48%4.97%4.37%2.77%4.43%5.31%2.68%0.00%23.44%9.53%

Drawdowns

AAL.L vs. NGLB.DE - Drawdown Comparison

The maximum AAL.L drawdown since its inception was -92.64%, roughly equal to the maximum NGLB.DE drawdown of -92.75%. Use the drawdown chart below to compare losses from any high point for AAL.L and NGLB.DE. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%-35.00%December2025FebruaryMarchAprilMay
-43.84%
-44.90%
AAL.L
NGLB.DE

Volatility

AAL.L vs. NGLB.DE - Volatility Comparison

The current volatility for Anglo American plc (AAL.L) is 13.77%, while Anglo American plc (NGLB.DE) has a volatility of 17.78%. This indicates that AAL.L experiences smaller price fluctuations and is considered to be less risky than NGLB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%December2025FebruaryMarchAprilMay
13.77%
17.78%
AAL.L
NGLB.DE

Financials

AAL.L vs. NGLB.DE - Financials Comparison

This section allows you to compare key financial metrics between Anglo American plc and Anglo American plc. 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


10.00B15.00B20.00B20212022202320242025
14.46B
14.34B
(AAL.L) Total Revenue
(NGLB.DE) Total Revenue
Please note, different currencies. AAL.L values in GBp, NGLB.DE values in EUR