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ET vs. VALE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ET and VALE is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

ET vs. VALE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Energy Transfer LP (ET) and Vale S.A. (VALE). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%December2025FebruaryMarchAprilMay
926.22%
105.79%
ET
VALE

Key characteristics

Sharpe Ratio

ET:

0.30

VALE:

-0.64

Sortino Ratio

ET:

0.58

VALE:

-0.79

Omega Ratio

ET:

1.08

VALE:

0.91

Calmar Ratio

ET:

0.32

VALE:

-0.37

Martin Ratio

ET:

1.09

VALE:

-1.01

Ulcer Index

ET:

7.28%

VALE:

18.93%

Daily Std Dev

ET:

26.34%

VALE:

29.98%

Max Drawdown

ET:

-87.81%

VALE:

-93.21%

Current Drawdown

ET:

-23.78%

VALE:

-45.13%

Fundamentals

Market Cap

ET:

$57.20B

VALE:

$40.13B

EPS

ET:

$1.28

VALE:

$1.38

PE Ratio

ET:

13.02

VALE:

6.79

PEG Ratio

ET:

0.74

VALE:

10.64

PS Ratio

ET:

0.67

VALE:

1.12

PB Ratio

ET:

1.63

VALE:

1.14

Total Revenue (TTM)

ET:

$61.04B

VALE:

$37.20B

Gross Profit (TTM)

ET:

$10.60B

VALE:

$13.17B

EBITDA (TTM)

ET:

$11.63B

VALE:

$13.49B

Returns By Period

In the year-to-date period, ET achieves a -17.99% return, which is significantly lower than VALE's 9.10% return. Over the past 10 years, ET has underperformed VALE with an annualized return of 0.45%, while VALE has yielded a comparatively higher 8.81% annualized return.


ET

YTD

-17.99%

1M

-2.17%

6M

-3.14%

1Y

6.05%

5Y*

26.21%

10Y*

0.45%

VALE

YTD

9.10%

1M

2.53%

6M

-9.68%

1Y

-19.58%

5Y*

14.36%

10Y*

8.81%

*Annualized

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Risk-Adjusted Performance

ET vs. VALE — Risk-Adjusted Performance Rank

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

ET
The Risk-Adjusted Performance Rank of ET is 6060
Overall Rank
The Sharpe Ratio Rank of ET is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of ET is 5353
Sortino Ratio Rank
The Omega Ratio Rank of ET is 5353
Omega Ratio Rank
The Calmar Ratio Rank of ET is 6666
Calmar Ratio Rank
The Martin Ratio Rank of ET is 6464
Martin Ratio Rank

VALE
The Risk-Adjusted Performance Rank of VALE is 2121
Overall Rank
The Sharpe Ratio Rank of VALE is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of VALE is 1616
Sortino Ratio Rank
The Omega Ratio Rank of VALE is 1818
Omega Ratio Rank
The Calmar Ratio Rank of VALE is 2828
Calmar Ratio Rank
The Martin Ratio Rank of VALE 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.

ET vs. VALE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Energy Transfer LP (ET) 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.


The current ET Sharpe Ratio is 0.30, which is higher than the VALE Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of ET and VALE, 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-1.000.001.002.003.004.00December2025FebruaryMarchAprilMay
0.30
-0.64
ET
VALE

Dividends

ET vs. VALE - Dividend Comparison

ET's dividend yield for the trailing twelve months is around 8.13%, less than VALE's 8.96% yield.


TTM20242023202220212020201920182017201620152014
ET
Energy Transfer LP
8.13%6.51%8.96%7.33%7.44%17.28%9.51%9.24%6.66%5.90%7.42%2.61%
VALE
Vale S.A.
8.96%11.33%7.75%8.65%19.70%2.73%2.63%4.16%3.39%0.64%8.84%6.69%

Drawdowns

ET vs. VALE - Drawdown Comparison

The maximum ET drawdown since its inception was -87.81%, smaller than the maximum VALE drawdown of -93.21%. Use the drawdown chart below to compare losses from any high point for ET and VALE. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-23.78%
-45.13%
ET
VALE

Volatility

ET vs. VALE - Volatility Comparison

Energy Transfer LP (ET) and Vale S.A. (VALE) have volatilities of 12.56% and 12.87%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
12.56%
12.87%
ET
VALE

Financials

ET vs. VALE - Financials Comparison

This section allows you to compare key financial metrics between Energy Transfer LP and Vale S.A.. 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


10.00B15.00B20.00B25.00B20212022202320242025
19.54B
8.12B
(ET) Total Revenue
(VALE) Total Revenue
Values in USD except per share items

ET vs. VALE - Profitability Comparison

The chart below illustrates the profitability comparison between Energy Transfer LP and Vale S.A. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%20212022202320242025
21.0%
32.9%
(ET) Gross Margin
(VALE) Gross Margin
ET - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Energy Transfer LP reported a gross profit of 4.10B and revenue of 19.54B. Therefore, the gross margin over that period was 21.0%.

VALE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Vale S.A. reported a gross profit of 2.67B and revenue of 8.12B. Therefore, the gross margin over that period was 32.9%.

ET - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Energy Transfer LP reported an operating income of 2.28B and revenue of 19.54B, resulting in an operating margin of 11.7%.

VALE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Vale S.A. reported an operating income of 1.80B and revenue of 8.12B, resulting in an operating margin of 22.2%.

ET - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Energy Transfer LP reported a net income of 1.08B and revenue of 19.54B, resulting in a net margin of 5.5%.

VALE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Vale S.A. reported a net income of 1.39B and revenue of 8.12B, resulting in a net margin of 17.2%.