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AMR vs. VAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AMR vs. VAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Metallurgical Resources, Inc. (AMR) and Valaris Limited (VAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMR achieves a -15.86% return, which is significantly lower than VAL's 53.43% return.


AMR

1D
2.93%
1M
-12.78%
YTD
-15.86%
6M
-19.10%
1Y
69.09%
3Y*
1.43%
5Y*
47.09%
10Y*

VAL

1D
2.40%
1M
-19.72%
YTD
53.43%
6M
55.44%
1Y
84.03%
3Y*
9.99%
5Y*
21.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMR vs. VAL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AMR
Alpha Metallurgical Resources, Inc.
-15.86%-0.12%-40.95%133.87%150.06%404.96%
VAL
Valaris Limited
53.43%13.92%-35.48%1.40%87.83%63.71%

Correlation

The correlation between AMR and VAL is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (All Time)
Calculated using the full available price history since May 3, 2021

0.36

The correlation between AMR and VAL shifts across timeframes, from 0.23 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AMR:

$2.15B

VAL:

$5.35B

EPS

AMR:

-$3.00

VAL:

$14.28

PS Ratio

AMR:

1.02

VAL:

2.46

PB Ratio

AMR:

1.42

VAL:

1.69

Total Revenue (TTM)

AMR:

$2.12B

VAL:

$2.21B

Gross Profit (TTM)

AMR:

$31.72M

VAL:

$493.00M

EBITDA (TTM)

AMR:

$128.60M

VAL:

$577.30M

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Return for Risk

AMR vs. VAL — Risk / Return Rank

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

AMR
AMR Risk / Return Rank: 7575
Overall Rank
AMR Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
AMR Sortino Ratio Rank: 7676
Sortino Ratio Rank
AMR Omega Ratio Rank: 7070
Omega Ratio Rank
AMR Calmar Ratio Rank: 7676
Calmar Ratio Rank
AMR Martin Ratio Rank: 7474
Martin Ratio Rank

VAL
VAL Risk / Return Rank: 8383
Overall Rank
VAL Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VAL Sortino Ratio Rank: 8383
Sortino Ratio Rank
VAL Omega Ratio Rank: 8282
Omega Ratio Rank
VAL Calmar Ratio Rank: 8181
Calmar Ratio Rank
VAL Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMR vs. VAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Metallurgical Resources, Inc. (AMR) and Valaris Limited (VAL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AMRVALDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.46

Omega ratioGain probability vs. loss probability

1.21

1.30

-0.09

Calmar ratioReturn relative to maximum drawdown

1.99

2.53

-0.54

Martin ratioReturn relative to average drawdown

4.18

8.59

-4.40

AMR vs. VAL - Sharpe Ratio Comparison

The current AMR Sharpe Ratio is 1.13, which is comparable to the VAL Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of AMR and VAL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AMR vs. VAL - Drawdown Comparison

The maximum AMR drawdown since its inception was -97.35%, which is greater than VAL's maximum drawdown of -63.82%. Use the drawdown chart below to compare losses from any high point for AMR and VAL.


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Drawdown Indicators


AMRVALDifference

Max Drawdown

Largest peak-to-trough decline

-97.35%

-63.82%

-33.53%

Max Drawdown (1Y)

Largest decline over 1 year

-34.85%

-33.42%

-1.43%

Max Drawdown (3Y)

Largest decline over 3 years

-77.51%

-63.82%

-13.69%

Max Drawdown (5Y)

Largest decline over 5 years

-77.51%

-63.82%

-13.69%

Current Drawdown

Current decline from peak

-61.97%

-31.82%

-30.15%

Average Drawdown

Average peak-to-trough decline

-40.43%

-18.83%

-21.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.56%

9.82%

+6.74%

Volatility

AMR vs. VAL - Volatility Comparison

Alpha Metallurgical Resources, Inc. (AMR) has a higher volatility of 20.38% compared to Valaris Limited (VAL) at 12.65%. This indicates that AMR's price experiences larger fluctuations and is considered to be riskier than VAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMRVALDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.38%

12.65%

+7.73%

Volatility (6M)

Calculated over the trailing 6-month period

40.01%

47.74%

-7.73%

Volatility (1Y)

Calculated over the trailing 1-year period

61.91%

60.21%

+1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.59%

49.88%

+9.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.64%

50.41%

+23.23%

Dividends

AMR vs. VAL - Dividend Comparison

Neither AMR nor VAL has paid dividends to shareholders.


PositionTTM2025202420232022
AMR
Alpha Metallurgical Resources, Inc.
0.00%0.00%0.00%0.57%4.23%
VAL
Valaris Limited
0.00%0.00%0.00%0.00%0.00%

Financials

AMR vs. VAL - Financials Comparison

This section allows you to compare key financial metrics between Alpha Metallurgical Resources, Inc. and Valaris Limited. 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


200.00M400.00M600.00M800.00M1.00B1.20B1.40B20222023202420252026
524.99M
465.40M
(AMR) Total Revenue
(VAL) Total Revenue
Values in USD except per share items

AMR vs. VAL - Profitability Comparison

The chart below illustrates the profitability comparison between Alpha Metallurgical Resources, Inc. and Valaris Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%2022202320242025202600
Portfolio components
AMR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alpha Metallurgical Resources, Inc. reported a gross profit of 0.00 and revenue of 524.99M. Therefore, the gross margin over that period was 0.0%.

VAL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Valaris Limited reported a gross profit of 0.00 and revenue of 465.40M. Therefore, the gross margin over that period was 0.0%.

AMR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alpha Metallurgical Resources, Inc. reported an operating income of -1.59M and revenue of 524.99M, resulting in an operating margin of -0.3%.

VAL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Valaris Limited reported an operating income of -2.80M and revenue of 465.40M, resulting in an operating margin of -0.6%.

AMR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alpha Metallurgical Resources, Inc. reported a net income of -11.03M and revenue of 524.99M, resulting in a net margin of -2.1%.

VAL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Valaris Limited reported a net income of -16.40M and revenue of 465.40M, resulting in a net margin of -3.5%.


Frequently Asked Questions


AMR and VAL have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMR has higher volatility (20.38%) compared to VAL (12.65%). In terms of maximum drawdown, AMR dropped -97.35% vs VAL's -63.82%.

VAL currently has the higher Sharpe Ratio (1.40 vs 1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AMR and VAL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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