GLNCY vs. PBR
GLNCY (Glencore PLC ADR) and PBR (Petróleo Brasileiro S.A. - Petrobras) are both stocks. GLNCY operates in Other Industrial Metals & Mining (Basic Materials), while PBR operates in Oil & Gas Integrated (Energy). Over the past 10 years, GLNCY returned 15.69%/yr vs 19.97%/yr for PBR. Their 0.37 correlation means their historical movements had little consistent relationship.
Performance
GLNCY vs. PBR - Performance Comparison
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Returns By Period
In the year-to-date period, GLNCY achieves a 37.58% return, which is significantly lower than PBR's 60.12% return. Over the past 10 years, GLNCY has underperformed PBR with an annualized return of 15.69%, while PBR has yielded a comparatively higher 19.97% annualized return.
GLNCY
- 1D
- 2.34%
- 1M
- 9.26%
- 6M
- 5.97%
- YTD
- 37.58%
- 1Y
- 92.27%
- 3Y*
- 12.97%
- 5Y*
- 16.20%
- 10Y*
- 15.69%
- ALL TIME*
- 3.78%
PBR
- 1D
- -1.78%
- 1M
- 16.20%
- 6M
- 24.18%
- YTD
- 60.12%
- 1Y
- 54.29%
- 3Y*
- 20.85%
- 5Y*
- 33.67%
- 10Y*
- 19.97%
- ALL TIME*
- 10.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
GLNCY Glencore PLC ADR | $10.70M | $12.17M | $9.82M |
| $262.83M | $275.33M | $286.36M |
GLNCY vs. PBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLNCY Glencore PLC ADR | 37.58% | 28.74% | -25.38% | -1.13% | 40.92% | 66.50% | 1.46% | -10.33% | -27.77% | 56.55% |
PBR Petróleo Brasileiro S.A. - Petrobras | 60.12% | -1.01% | -8.38% | 71.48% | 47.76% | 20.44% | -28.83% | 24.65% | 27.68% | 1.78% |
Correlation
The correlation between GLNCY and PBR is 0.22, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.22 |
Correlation (3Y) Balances recent behavior with more history. | 0.29 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.31 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2011 | 0.37 |
The correlation between GLNCY and PBR shifts across timeframes, from 0.22 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.
Fundamentals
GLNCY:
$87.01B
PBR:
$120.64B
GLNCY:
-$0.21
PBR:
$3.16
GLNCY:
0.19
PBR:
1.29
GLNCY:
2.31
PBR:
1.42
GLNCY:
$478.28B
PBR:
$93.27B
GLNCY:
$10.29B
PBR:
$43.47B
GLNCY:
$18.49B
PBR:
$41.03B
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Return for Risk
GLNCY vs. PBR — Risk / Return Rank
GLNCY
PBR
GLNCY vs. PBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glencore PLC ADR (GLNCY) and Petróleo Brasileiro S.A. - Petrobras (PBR). 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.
| GLNCY | PBR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.29 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.85 | 2.03 | +2.81 |
| Martin ratioReturn relative to average drawdown | 14.23 | 5.20 | +9.03 |
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Drawdowns
GLNCY vs. PBR - Drawdown Comparison
The maximum GLNCY drawdown since its inception was -85.04%, smaller than the maximum PBR drawdown of -95.62%. Use the drawdown chart below to compare losses from any high point for GLNCY and PBR.
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Drawdown Indicators
| GLNCY | PBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.04% | -95.62% | +10.58% |
Max Drawdown (1Y)Largest decline over 1 year | -19.15% | -26.86% | +7.71% |
Max Drawdown (3Y)Largest decline over 3 years | -53.44% | -28.24% | -25.20% |
Max Drawdown (5Y)Largest decline over 5 years | -54.06% | -39.62% | -14.44% |
Max Drawdown (10Y)Largest decline over 10 years | -76.10% | -75.13% | -0.97% |
Current DrawdownCurrent decline from peak | -10.48% | -21.99% | +11.51% |
Average DrawdownAverage peak-to-trough decline | -32.12% | -52.56% | +20.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.51% | 10.48% | -3.97% |
Volatility
GLNCY vs. PBR - Volatility Comparison
Glencore PLC ADR (GLNCY) has a higher volatility of 10.32% compared to Petróleo Brasileiro S.A. - Petrobras (PBR) at 9.62%. This indicates that GLNCY's price experiences larger fluctuations and is considered to be riskier than PBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLNCY | PBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.32% | 9.62% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 25.54% | 25.19% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.23% | 32.25% | +1.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.76% | 37.74% | -1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.46% | 46.45% | -7.99% |
Dividends
GLNCY vs. PBR - Dividend Comparison
GLNCY's dividend yield for the trailing twelve months is around 1.82%, less than PBR's 3.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLNCY Glencore PLC ADR | 1.82% | 1.83% | 2.98% | 8.68% | 5.56% | 3.00% | 0.00% | 5.50% | 4.70% | 1.08% | 0.00% | 13.64% |
PBR Petróleo Brasileiro S.A. - Petrobras | 3.78% | 7.10% | 14.73% | 10.91% | 55.64% | 18.95% | 0.84% | 1.59% | 1.03% | 0.00% | 0.00% | 0.00% |
Financials
GLNCY vs. PBR - Financials Comparison
This section allows you to compare key financial metrics between Glencore PLC ADR and Petróleo Brasileiro S.A. - Petrobras. 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
GLNCY vs. PBR - Profitability Comparison
GLNCY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Glencore PLC ADR reported a gross profit of 3.42B and revenue of 129.94B. Therefore, the gross margin over that period was 2.6%.
PBR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Petróleo Brasileiro S.A. - Petrobras reported a gross profit of 10.60B and revenue of 23.53B. Therefore, the gross margin over that period was 45.0%.
GLNCY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Glencore PLC ADR reported an operating income of 2.17B and revenue of 129.94B, resulting in an operating margin of 1.7%.
PBR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Petróleo Brasileiro S.A. - Petrobras reported an operating income of 7.37B and revenue of 23.53B, resulting in an operating margin of 31.3%.
GLNCY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Glencore PLC ADR reported a net income of 1.02B and revenue of 129.94B, resulting in a net margin of 0.8%.
PBR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Petróleo Brasileiro S.A. - Petrobras reported a net income of 6.21B and revenue of 23.53B, resulting in a net margin of 26.4%.
Frequently Asked Questions
GLNCY and PBR 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.
GLNCY has higher volatility (10.32%) compared to PBR (9.62%). In terms of maximum drawdown, GLNCY dropped -85.04% vs PBR's -95.62%.
GLNCY currently has the higher Sharpe Ratio (2.71 vs 1.69), 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.
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