GLEN.L vs. VALE
Compare and contrast key facts about Glencore plc (GLEN.L) and Vale S.A. (VALE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GLEN.L or VALE.
Key characteristics
| GLEN.L | VALE | |
|---|---|---|
| YTD Return | -16.77% | -30.17% |
| 1Y Return | -8.00% | -21.78% |
| 3Y Return (Ann) | 3.60% | 1.64% |
| 5Y Return (Ann) | 11.13% | 8.19% |
| 10Y Return (Ann) | 2.59% | 8.00% |
| Sharpe Ratio | -0.32 | -0.72 |
| Sortino Ratio | -0.28 | -0.96 |
| Omega Ratio | 0.97 | 0.89 |
| Calmar Ratio | -0.26 | -0.45 |
| Martin Ratio | -0.65 | -0.92 |
| Ulcer Index | 13.31% | 21.66% |
| Daily Std Dev | 27.35% | 27.66% |
| Max Drawdown | -86.53% | -93.21% |
| Current Drawdown | -29.30% | -42.66% |
Fundamentals
| GLEN.L | VALE | |
|---|---|---|
| Market Cap | £49.69B | $45.45B |
| EPS | -£0.03 | $2.16 |
| PEG Ratio | 0.41 | 10.64 |
| Total Revenue (TTM) | £227.51B | $40.95B |
| Gross Profit (TTM) | £6.97B | $15.89B |
| EBITDA (TTM) | £11.74B | $17.64B |
Correlation
The correlation between GLEN.L and VALE is 0.48, 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
GLEN.L vs. VALE - Performance Comparison
In the year-to-date period, GLEN.L achieves a -16.77% return, which is significantly higher than VALE's -30.17% return. Over the past 10 years, GLEN.L has underperformed VALE with an annualized return of 2.59%, while VALE has yielded a comparatively higher 8.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GLEN.L vs. VALE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Glencore plc (GLEN.L) 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.
Dividends
GLEN.L vs. VALE - Dividend Comparison
GLEN.L's dividend yield for the trailing twelve months is around 108.01%, more than VALE's 13.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLEN.L Glencore plc | 108.01% | 300.59% | 3.83% | 2.31% | 6.71% | 6.74% | 5.12% | 1.58% | 0.00% | 395.16% | 205.52% | 3.31% |
VALE Vale S.A. | 13.61% | 7.75% | 8.61% | 19.70% | 2.73% | 2.63% | 4.16% | 3.39% | 0.64% | 8.84% | 6.69% | 5.73% |
Drawdowns
GLEN.L vs. VALE - Drawdown Comparison
The maximum GLEN.L drawdown since its inception was -86.53%, smaller than the maximum VALE drawdown of -93.21%. Use the drawdown chart below to compare losses from any high point for GLEN.L and VALE. For additional features, visit the drawdowns tool.
Volatility
GLEN.L vs. VALE - Volatility Comparison
The current volatility for Glencore plc (GLEN.L) is 9.66%, while Vale S.A. (VALE) has a volatility of 10.21%. This indicates that GLEN.L 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.
Financials
GLEN.L vs. VALE - Financials Comparison
This section allows you to compare key financial metrics between Glencore plc 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.
Total Revenue: Total amount of money received from sales and other business activities