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

Correlation

The correlation between AAL.L and NGLOY is 0.35, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

AAL.L vs. NGLOY - Performance Comparison

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

300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
437.49%
385.19%
AAL.L
NGLOY

Key characteristics

Sharpe Ratio

AAL.L:

-0.39

NGLOY:

0.24

Sortino Ratio

AAL.L:

-0.33

NGLOY:

0.68

Omega Ratio

AAL.L:

0.96

NGLOY:

1.08

Calmar Ratio

AAL.L:

-0.27

NGLOY:

0.20

Martin Ratio

AAL.L:

-0.91

NGLOY:

0.76

Ulcer Index

AAL.L:

15.36%

NGLOY:

13.65%

Daily Std Dev

AAL.L:

39.17%

NGLOY:

43.13%

Max Drawdown

AAL.L:

-92.64%

NGLOY:

-94.67%

Current Drawdown

AAL.L:

-41.65%

NGLOY:

-41.13%

Fundamentals

Market Cap

AAL.L:

£25.45B

NGLOY:

$33.73B

EPS

AAL.L:

-£1.89

NGLOY:

-$1.26

PEG Ratio

AAL.L:

3.16

NGLOY:

3.23

PS Ratio

AAL.L:

0.93

NGLOY:

1.24

PB Ratio

AAL.L:

1.59

NGLOY:

1.62

Returns By Period

In the year-to-date period, AAL.L achieves a -8.17% return, which is significantly lower than NGLOY's -1.22% return. Over the past 10 years, AAL.L has outperformed NGLOY with an annualized return of 11.21%, while NGLOY has yielded a comparatively lower 10.12% annualized return.


AAL.L

YTD

-8.17%

1M

-9.96%

6M

-9.19%

1Y

-0.09%

5Y*

13.90%

10Y*

11.21%

NGLOY

YTD

-1.22%

1M

-6.71%

6M

-6.67%

1Y

8.17%

5Y*

16.13%

10Y*

10.12%

*Annualized

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Risk-Adjusted Performance

AAL.L vs. NGLOY — 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 3131
Overall Rank
The Sharpe Ratio Rank of AAL.L is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of AAL.L is 2828
Sortino Ratio Rank
The Omega Ratio Rank of AAL.L is 2929
Omega Ratio Rank
The Calmar Ratio Rank of AAL.L is 3535
Calmar Ratio Rank
The Martin Ratio Rank of AAL.L is 3232
Martin Ratio Rank

NGLOY
The Risk-Adjusted Performance Rank of NGLOY is 6060
Overall Rank
The Sharpe Ratio Rank of NGLOY is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of NGLOY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of NGLOY is 5656
Omega Ratio Rank
The Calmar Ratio Rank of NGLOY is 6262
Calmar Ratio Rank
The Martin Ratio Rank of NGLOY is 6262
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. NGLOY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Anglo American plc (AAL.L) and Anglo American plc ADR (NGLOY). 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 chart of Sharpe ratio for AAL.L, currently valued at -0.29, compared to the broader market-2.00-1.000.001.002.003.00
AAL.L: -0.29
NGLOY: -0.25
The chart of Sortino ratio for AAL.L, currently valued at -0.17, compared to the broader market-6.00-4.00-2.000.002.004.00
AAL.L: -0.17
NGLOY: -0.10
The chart of Omega ratio for AAL.L, currently valued at 0.98, compared to the broader market0.501.001.502.00
AAL.L: 0.98
NGLOY: 0.99
The chart of Calmar ratio for AAL.L, currently valued at -0.21, compared to the broader market0.001.002.003.004.005.00
AAL.L: -0.21
NGLOY: -0.18
The chart of Martin ratio for AAL.L, currently valued at -0.81, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
AAL.L: -0.81
NGLOY: -0.70

The current AAL.L Sharpe Ratio is -0.39, which is lower than the NGLOY Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of AAL.L and NGLOY, 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-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.29
-0.25
AAL.L
NGLOY

Dividends

AAL.L vs. NGLOY - Dividend Comparison

AAL.L's dividend yield for the trailing twelve months is around 2.25%, more than NGLOY's 2.21% yield.


TTM20242023202220212020201920182017201620152014
AAL.L
Anglo American plc
2.25%2.74%5.23%6.12%5.82%2.45%4.18%4.40%2.39%0.00%19.18%4.26%
NGLOY
Anglo American plc ADR
2.21%2.81%5.17%7.45%8.28%2.23%3.91%4.66%2.32%0.00%19.45%4.67%

Drawdowns

AAL.L vs. NGLOY - Drawdown Comparison

The maximum AAL.L drawdown since its inception was -92.64%, roughly equal to the maximum NGLOY drawdown of -94.67%. Use the drawdown chart below to compare losses from any high point for AAL.L and NGLOY. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%NovemberDecember2025FebruaryMarchApril
-40.39%
-41.13%
AAL.L
NGLOY

Volatility

AAL.L vs. NGLOY - Volatility Comparison

Anglo American plc (AAL.L) and Anglo American plc ADR (NGLOY) have volatilities of 18.87% and 19.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.87%
19.00%
AAL.L
NGLOY

Financials

AAL.L vs. NGLOY - Financials Comparison

This section allows you to compare key financial metrics between Anglo American plc and Anglo American plc ADR. 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, NGLOY values in USD