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GLEN.L vs. VALE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


GLEN.LVALE
YTD Return-19.52%-28.06%
1Y Return-18.05%-16.73%
3Y Return (Ann)5.17%-2.77%
5Y Return (Ann)8.24%8.15%
10Y Return (Ann)0.66%5.22%
Sharpe Ratio-0.69-0.63
Daily Std Dev26.27%26.29%
Max Drawdown-86.98%-93.21%
Current Drawdown-34.20%-40.92%

Fundamentals


GLEN.LVALE
Market Cap£46.18B$45.17B
EPS-£0.03$2.25
PEG Ratio0.4110.64
Total Revenue (TTM)£110.41B$42.02B
Gross Profit (TTM)£4.05B$16.93B
EBITDA (TTM)£7.14B$18.38B

Correlation

-0.50.00.51.00.5

The correlation between GLEN.L and VALE is 0.50, 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 -19.52% return, which is significantly higher than VALE's -28.06% return. Over the past 10 years, GLEN.L has underperformed VALE with an annualized return of 0.66%, while VALE has yielded a comparatively higher 5.22% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%AprilMayJuneJulyAugustSeptember
-5.49%
-11.79%
GLEN.L
VALE

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


GLEN.L
Sharpe ratio
The chart of Sharpe ratio for GLEN.L, currently valued at -0.31, compared to the broader market-4.00-2.000.002.00-0.31
Sortino ratio
The chart of Sortino ratio for GLEN.L, currently valued at -0.27, compared to the broader market-6.00-4.00-2.000.002.004.00-0.27
Omega ratio
The chart of Omega ratio for GLEN.L, currently valued at 0.97, compared to the broader market0.501.001.502.000.97
Calmar ratio
The chart of Calmar ratio for GLEN.L, currently valued at -0.19, compared to the broader market0.001.002.003.004.005.00-0.19
Martin ratio
The chart of Martin ratio for GLEN.L, currently valued at -0.80, compared to the broader market-10.00-5.000.005.0010.0015.0020.00-0.80
VALE
Sharpe ratio
The chart of Sharpe ratio for VALE, currently valued at -0.40, compared to the broader market-4.00-2.000.002.00-0.40
Sortino ratio
The chart of Sortino ratio for VALE, currently valued at -0.42, compared to the broader market-6.00-4.00-2.000.002.004.00-0.42
Omega ratio
The chart of Omega ratio for VALE, currently valued at 0.95, compared to the broader market0.501.001.502.000.95
Calmar ratio
The chart of Calmar ratio for VALE, currently valued at -0.24, compared to the broader market0.001.002.003.004.005.00-0.24
Martin ratio
The chart of Martin ratio for VALE, currently valued at -0.53, compared to the broader market-10.00-5.000.005.0010.0015.0020.00-0.53

GLEN.L vs. VALE - Sharpe Ratio Comparison

The current GLEN.L Sharpe Ratio is -0.69, which roughly equals the VALE Sharpe Ratio of -0.63. The chart below compares the 12-month rolling Sharpe Ratio of GLEN.L and VALE.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50AprilMayJuneJulyAugustSeptember
-0.31
-0.40
GLEN.L
VALE

Dividends

GLEN.L vs. VALE - Dividend Comparison

GLEN.L's dividend yield for the trailing twelve months is around 2.66%, less than VALE's 13.22% yield.


TTM20232022202120202019201820172016201520142013
GLEN.L
Glencore plc
2.66%8.71%3.83%2.31%6.71%6.74%5.12%1.58%0.00%13.11%3.45%3.33%
VALE
Vale S.A.
13.22%7.75%8.58%19.70%2.73%2.63%4.16%3.39%0.54%8.84%6.69%5.73%

Drawdowns

GLEN.L vs. VALE - Drawdown Comparison

The maximum GLEN.L drawdown since its inception was -86.98%, 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.


-45.00%-40.00%-35.00%-30.00%AprilMayJuneJulyAugustSeptember
-42.03%
-38.38%
GLEN.L
VALE

Volatility

GLEN.L vs. VALE - Volatility Comparison

The current volatility for Glencore plc (GLEN.L) is 8.05%, while Vale S.A. (VALE) has a volatility of 8.81%. 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.


5.00%6.00%7.00%8.00%9.00%10.00%AprilMayJuneJulyAugustSeptember
8.05%
8.81%
GLEN.L
VALE

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Please note, different currencies. GLEN.L values in GBp, VALE values in USD