ANA.MC vs. VLMTY

In the year-to-date period, ANA.MC achieves a 12.79% return, which is significantly lower than VLMTY's 15.52% return.

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This table presents a comparison of risk-adjusted performance metrics for Acciona (ANA.MC) and Valmet Oyj (VLMTY). 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 ANA.MC Sharpe Ratio is 0.28, which is lower than the VLMTY Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of ANA.MC and VLMTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ANA.MC's dividend yield for the trailing twelve months is around 3.23%, less than VLMTY's 4.83% yield.

The maximum ANA.MC drawdown since its inception was -84.21%, which is greater than VLMTY's maximum drawdown of -42.49%. Use the drawdown chart below to compare losses from any high point for ANA.MC and VLMTY. For additional features, visit the drawdowns tool.

Acciona (ANA.MC) has a higher volatility of 10.73% compared to Valmet Oyj (VLMTY) at 0.00%. This indicates that ANA.MC's price experiences larger fluctuations and is considered to be riskier than VLMTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Acciona and Valmet Oyj. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.