BBSEY vs. VALE

Last updated Jul 15, 2026

BBSEY (BB Seguridade Participacoes SA) and VALE (Vale S.A.) are both stocks. BBSEY operates in Insurance - Diversified (Financial Services), while VALE operates in Other Industrial Metals & Mining (Basic Materials). Over the past 10 years, BBSEY returned 7.30%/yr vs 18.32%/yr for VALE. At a 0.36 correlation, their price movements are largely independent.

Performance

BBSEY vs. VALE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BB Seguridade Participacoes SA (BBSEY) and Vale S.A. (VALE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BBSEY achieves a 27.95% return, which is significantly higher than VALE's 11.97% return. Over the past 10 years, BBSEY has underperformed VALE with an annualized return of 7.30%, while VALE has yielded a comparatively higher 18.32% annualized return.

BBSEY

• 1D: 1.52%
• 1M: 7.38%
• 6M: 33.11%
• YTD: 27.95%
• 1Y: 42.28%
• 3Y*: 18.45%
• 5Y*: 22.50%
• 10Y*: 7.30%

VALE

• 1D: 2.89%
• 1M: -7.13%
• 6M: 3.40%
• YTD: 11.97%
• 1Y: 55.10%
• 3Y*: 9.09%
• 5Y*: 0.36%
• 10Y*: 18.32%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BBSEY vs. VALE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BBSEY BB Seguridade Participacoes SA	27.95%	28.37%	-11.82%	21.54%	85.71%	-34.45%	-33.93%	44.43%	-8.63%	7.08%
VALE Vale S.A.	11.97%	60.70%	-38.83%	1.57%	32.54%	-1.45%	32.40%	2.72%	12.25%	68.03%

Correlation

The correlation between BBSEY and VALE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (10Y) Calculated over the trailing 10-year period	0.34
Correlation (All Time) Calculated using the full available price history since Mar 31, 2014	0.36

The correlation between BBSEY and VALE shifts across timeframes, from 0.22 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap BBSEY : $15.53B VALE : $62.22B
EPS BBSEY : R$4.73 VALE : $0.65
PE Ratio BBSEY : 8.68 VALE : 22.33
PS Ratio BBSEY : 13.07 VALE : 1.58
PB Ratio BBSEY : 6.39 VALE : 1.70
Total Revenue (TTM) BBSEY : R$6.10B VALE : $39.53B
Gross Profit (TTM) BBSEY : R$6.08B VALE : $13.65B
EBITDA (TTM) BBSEY : R$9.81B VALE : $14.33B

Return for Risk

BBSEY vs. VALE — Risk / Return Rank

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

BBSEY

BBSEY Risk / Return Rank: 78
BBSEY Sharpe Ratio Rank: 77
BBSEY Sortino Ratio Rank: 72
BBSEY Omega Ratio Rank: 72
BBSEY Calmar Ratio Rank: 83
BBSEY Martin Ratio Rank: 84

VALE

VALE Risk / Return Rank: 85
VALE Sharpe Ratio Rank: 89
VALE Sortino Ratio Rank: 84
VALE Omega Ratio Rank: 84
VALE Calmar Ratio Rank: 84
VALE Martin Ratio Rank: 86

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.

BBSEY vs. VALE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BB Seguridade Participacoes SA (BBSEY) and Vale S.A. (VALE). 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.

	BBSEY	VALE	Difference
Sharpe ratio: Return per unit of total volatility	1.02	1.76	-0.74
Sortino ratio: Return per unit of downside risk	1.58	2.30	-0.72
Omega ratio: Gain probability vs. loss probability	1.20	1.30	-0.09
Calmar ratio: Return relative to maximum drawdown	2.44	2.62	-0.17
Martin ratio: Return relative to average drawdown	6.56	7.45	-0.89

BBSEY vs. VALE - Sharpe Ratio Comparison

The current BBSEY Sharpe Ratio is 1.02, which is lower than the VALE Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of BBSEY and VALE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BBSEY vs. VALE - Drawdown Comparison

The maximum BBSEY drawdown since its inception was -66.26%, smaller than the maximum VALE drawdown of -92.78%. Use the drawdown chart below to compare losses from any high point for BBSEY and VALE.

Drawdown Indicators

	BBSEY	VALE	Difference
Max Drawdown Largest peak-to-trough decline	-66.26%	-92.78%	+26.52%
Max Drawdown (1Y) Largest decline over 1 year	-17.39%	-21.16%	+3.77%
Max Drawdown (3Y) Largest decline over 3 years	-24.40%	-41.94%	+17.54%
Max Drawdown (5Y) Largest decline over 5 years	-24.40%	-49.79%	+25.39%
Max Drawdown (10Y) Largest decline over 10 years	-59.41%	-57.60%	-1.81%
Current Drawdown Current decline from peak	-0.00%	-18.13%	+18.13%
Average Drawdown Average peak-to-trough decline	-31.59%	-36.63%	+5.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.46%	7.42%	-0.96%

Volatility

BBSEY vs. VALE - Volatility Comparison

The current volatility for BB Seguridade Participacoes SA (BBSEY) is 8.53%, while Vale S.A. (VALE) has a volatility of 9.41%. This indicates that BBSEY experiences smaller price fluctuations and is considered to be less risky than VALE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BBSEY	VALE	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.53%	9.41%	-0.88%
Volatility (6M) Calculated over the trailing 6-month period	34.83%	26.72%	+8.11%
Volatility (1Y) Calculated over the trailing 1-year period	41.51%	31.57%	+9.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.59%	35.54%	+2.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.86%	40.58%	+0.28%

Dividends

BBSEY vs. VALE - Dividend Comparison

BBSEY's dividend yield for the trailing twelve months is around 10.55%, more than VALE's 3.94% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BBSEY BB Seguridade Participacoes SA	10.55%	11.19%	4.13%	10.00%	6.19%	4.52%	15.23%	3.96%	10.63%	5.74%	12.26%	4.08%
VALE Vale S.A.	3.94%	7.29%	11.41%	7.75%	8.63%	19.70%	2.72%	2.63%	4.16%	3.77%	1.06%	7.48%

Financials

Frequently Asked Questions

Can I hold both BBSEY and VALE in my portfolio?

BBSEY and VALE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BBSEY or VALE?

VALE has higher volatility (9.41%) compared to BBSEY (8.53%). In terms of maximum drawdown, BBSEY dropped -66.26% vs VALE's -92.78%.

Which has better risk-adjusted returns?

VALE currently has the higher Sharpe Ratio (1.76 vs 1.02), 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.