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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.


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.

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Key characteristics

Sharpe Ratio

AAL.L:

-0.55

NGLOY:

-0.44

Sortino Ratio

AAL.L:

-0.60

NGLOY:

-0.25

Omega Ratio

AAL.L:

0.93

NGLOY:

0.97

Calmar Ratio

AAL.L:

-0.39

NGLOY:

-0.26

Martin Ratio

AAL.L:

-1.41

NGLOY:

-1.00

Ulcer Index

AAL.L:

14.27%

NGLOY:

13.74%

Daily Std Dev

AAL.L:

35.97%

NGLOY:

38.90%

Max Drawdown

AAL.L:

-92.64%

NGLOY:

-94.67%

Current Drawdown

AAL.L:

-43.20%

NGLOY:

-42.84%

Fundamentals

Market Cap

AAL.L:

£25.15B

NGLOY:

$33.57B

EPS

AAL.L:

-£1.90

NGLOY:

-$1.27

PEG Ratio

AAL.L:

3.19

NGLOY:

3.22

PS Ratio

AAL.L:

0.92

NGLOY:

1.23

PB Ratio

AAL.L:

1.61

NGLOY:

1.62

Returns By Period

In the year-to-date period, AAL.L achieves a -10.60% return, which is significantly lower than NGLOY's -4.09% return. Over the past 10 years, AAL.L has outperformed NGLOY with an annualized return of 11.12%, while NGLOY has yielded a comparatively lower 9.99% annualized return.


AAL.L

YTD

-10.60%

1M

3.63%

6M

-8.29%

1Y

-19.98%

3Y*

-12.40%

5Y*

9.80%

10Y*

11.12%

NGLOY

YTD

-4.09%

1M

4.31%

6M

-3.70%

1Y

-16.96%

3Y*

-10.72%

5Y*

12.76%

10Y*

9.99%

*Annualized

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Anglo American plc

Anglo American plc ADR

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 1919
Overall Rank
The Sharpe Ratio Rank of AAL.L is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of AAL.L is 2020
Sortino Ratio Rank
The Omega Ratio Rank of AAL.L is 2121
Omega Ratio Rank
The Calmar Ratio Rank of AAL.L is 2626
Calmar Ratio Rank
The Martin Ratio Rank of AAL.L is 88
Martin Ratio Rank

NGLOY
The Risk-Adjusted Performance Rank of NGLOY is 2929
Overall Rank
The Sharpe Ratio Rank of NGLOY is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of NGLOY is 2929
Sortino Ratio Rank
The Omega Ratio Rank of NGLOY is 2929
Omega Ratio Rank
The Calmar Ratio Rank of NGLOY is 3434
Calmar Ratio Rank
The Martin Ratio Rank of NGLOY is 2626
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 current AAL.L Sharpe Ratio is -0.55, which is comparable to the NGLOY Sharpe Ratio of -0.44. 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.


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Dividends

AAL.L vs. NGLOY - Dividend Comparison

AAL.L's dividend yield for the trailing twelve months is around 2.32%, more than NGLOY's 2.28% yield.


TTM20242023202220212020201920182017201620152014
AAL.L
Anglo American plc
2.32%2.74%5.23%4.51%3.63%2.45%4.18%4.40%2.39%0.00%19.18%4.26%
NGLOY
Anglo American plc ADR
2.28%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.


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Volatility

AAL.L vs. NGLOY - Volatility Comparison

Anglo American plc (AAL.L) and Anglo American plc ADR (NGLOY) have volatilities of 11.88% and 11.69%, 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.


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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


10.00B15.00B20.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024April
14.46B
(AAL.L) Total Revenue
(NGLOY) Total Revenue
Please note, different currencies. AAL.L values in GBp, NGLOY values in USD