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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 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

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.

50.00%100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
87.26%
258.83%
AAL.L
NGLB.DE

Key characteristics

Sharpe Ratio

AAL.L:

-0.16

NGLB.DE:

-0.06

Sortino Ratio

AAL.L:

0.04

NGLB.DE:

0.21

Omega Ratio

AAL.L:

1.01

NGLB.DE:

1.03

Calmar Ratio

AAL.L:

-0.11

NGLB.DE:

-0.05

Martin Ratio

AAL.L:

-0.39

NGLB.DE:

-0.20

Ulcer Index

AAL.L:

16.05%

NGLB.DE:

13.42%

Daily Std Dev

AAL.L:

39.02%

NGLB.DE:

41.60%

Max Drawdown

AAL.L:

-93.98%

NGLB.DE:

-92.75%

Current Drawdown

AAL.L:

-51.40%

NGLB.DE:

-47.60%

Fundamentals

Market Cap

AAL.L:

£24.57B

NGLB.DE:

€28.84B

EPS

AAL.L:

-£1.91

NGLB.DE:

-€2.22

PEG Ratio

AAL.L:

3.11

NGLB.DE:

3.15

PS Ratio

AAL.L:

0.90

NGLB.DE:

1.06

PB Ratio

AAL.L:

1.56

NGLB.DE:

1.58

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 -14.35% return and NGLB.DE slightly lower at -14.58%. Over the past 10 years, AAL.L has underperformed NGLB.DE with an annualized return of 6.74%, while NGLB.DE has yielded a comparatively higher 8.89% annualized return.


AAL.L

YTD

-14.35%

1M

-10.22%

6M

-14.91%

1Y

-7.07%

5Y*

8.91%

10Y*

6.74%

NGLB.DE

YTD

-14.58%

1M

-11.89%

6M

-16.46%

1Y

-5.10%

5Y*

13.75%

10Y*

8.89%

*Annualized

Compare stocks, funds, or ETFs

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


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 4444
Overall Rank
The Sharpe Ratio Rank of AAL.L is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of AAL.L is 4040
Sortino Ratio Rank
The Omega Ratio Rank of AAL.L is 4141
Omega Ratio Rank
The Calmar Ratio Rank of AAL.L is 4747
Calmar Ratio Rank
The Martin Ratio Rank of AAL.L is 4747
Martin Ratio Rank

NGLB.DE
The Risk-Adjusted Performance Rank of NGLB.DE is 4848
Overall Rank
The Sharpe Ratio Rank of NGLB.DE is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of NGLB.DE is 4545
Sortino Ratio Rank
The Omega Ratio Rank of NGLB.DE is 4545
Omega Ratio Rank
The Calmar Ratio Rank of NGLB.DE is 5151
Calmar Ratio Rank
The Martin Ratio Rank of NGLB.DE is 5050
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.


Sharpe ratio
The chart of Sharpe ratio for AAL.L, currently valued at -0.43, compared to the broader market-2.00-1.000.001.002.003.00
AAL.L: -0.43
NGLB.DE: -0.32
The chart of Sortino ratio for AAL.L, currently valued at -0.38, compared to the broader market-6.00-4.00-2.000.002.004.00
AAL.L: -0.38
NGLB.DE: -0.20
The chart of Omega ratio for AAL.L, currently valued at 0.95, compared to the broader market0.501.001.502.00
AAL.L: 0.95
NGLB.DE: 0.98
The chart of Calmar ratio for AAL.L, currently valued at -0.23, compared to the broader market0.001.002.003.004.00
AAL.L: -0.23
NGLB.DE: -0.24
The chart of Martin ratio for AAL.L, currently valued at -1.13, compared to the broader market-5.000.005.0010.0015.0020.00
AAL.L: -1.13
NGLB.DE: -0.98

The current AAL.L Sharpe Ratio is -0.16, which is lower than the NGLB.DE Sharpe Ratio of -0.06. 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-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.43
-0.32
AAL.L
NGLB.DE

Dividends

AAL.L vs. NGLB.DE - Dividend Comparison

AAL.L's dividend yield for the trailing twelve months is around 1.86%, less than NGLB.DE's 2.78% yield.


TTM20242023202220212020201920182017201620152014
AAL.L
Anglo American plc
1.86%2.14%4.24%4.89%4.24%1.89%3.32%3.30%1.84%0.00%12.65%2.55%
NGLB.DE
Anglo American plc
2.78%3.04%5.40%6.81%6.88%2.73%4.36%5.23%2.64%0.00%23.27%9.39%

Drawdowns

AAL.L vs. NGLB.DE - Drawdown Comparison

The maximum AAL.L drawdown since its inception was -93.98%, 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.


-70.00%-60.00%-50.00%-40.00%-30.00%NovemberDecember2025FebruaryMarchApril
-64.69%
-45.01%
AAL.L
NGLB.DE

Volatility

AAL.L vs. NGLB.DE - Volatility Comparison

The current volatility for Anglo American plc (AAL.L) is 19.20%, while Anglo American plc (NGLB.DE) has a volatility of 20.98%. 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%NovemberDecember2025FebruaryMarchApril
19.20%
20.98%
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


Please note, different currencies. AAL.L values in GBp, NGLB.DE values in EUR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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