GLNCY vs. VALE
GLNCY (Glencore PLC ADR) and VALE (Vale S.A.) are both stocks. Both operate in the Other Industrial Metals & Mining industry within the Basic Materials sector. Over the past 10 years, GLNCY returned 18.98%/yr vs 20.37%/yr for VALE. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
GLNCY vs. VALE - Performance Comparison
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Returns By Period
In the year-to-date period, GLNCY achieves a 51.55% return, which is significantly higher than VALE's 21.03% return. Over the past 10 years, GLNCY has underperformed VALE with an annualized return of 18.98%, while VALE has yielded a comparatively higher 20.37% annualized return.
GLNCY
- 1D
- 0.92%
- 1M
- 8.91%
- YTD
- 51.55%
- 6M
- 63.20%
- 1Y
- 115.33%
- 3Y*
- 20.26%
- 5Y*
- 17.49%
- 10Y*
- 18.98%
VALE
- 1D
- -1.81%
- 1M
- -1.00%
- YTD
- 21.03%
- 6M
- 18.37%
- 1Y
- 77.51%
- 3Y*
- 13.79%
- 5Y*
- 2.41%
- 10Y*
- 20.37%
GLNCY vs. VALE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLNCY Glencore PLC ADR | 51.55% | 28.74% | -25.38% | -1.13% | 40.92% | 66.50% | 1.46% | -10.33% | -27.77% | 56.55% |
VALE Vale S.A. | 21.03% | 60.70% | -38.83% | 1.57% | 32.54% | -1.45% | 32.40% | 2.72% | 12.25% | 68.03% |
Correlation
The correlation between GLNCY and VALE is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2011 | 0.55 |
The correlation between GLNCY and VALE has been stable across timeframes, ranging from 0.53 to 0.59 - a consistent structural relationship.
Fundamentals
GLNCY:
$98.72B
VALE:
$67.41B
GLNCY:
-$0.21
VALE:
$0.65
GLNCY:
0.21
VALE:
1.70
GLNCY:
2.54
VALE:
1.84
GLNCY:
$478.28B
VALE:
$39.53B
GLNCY:
$10.29B
VALE:
$13.65B
GLNCY:
$18.49B
VALE:
$14.33B
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Return for Risk
GLNCY vs. VALE — Risk / Return Rank
GLNCY
VALE
GLNCY vs. VALE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glencore PLC ADR (GLNCY) 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.
| GLNCY | VALE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.04 | ||
| Sortino ratioReturn per unit of downside risk | +1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.39 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 7.89 | 3.92 | +3.96 |
| Martin ratioReturn relative to average drawdown | 24.27 | 13.92 | +10.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GLNCY | VALE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.50 | 2.46 | +1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.07 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.50 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.31 | -0.20 |
Drawdowns
GLNCY vs. VALE - Drawdown Comparison
The maximum GLNCY drawdown since its inception was -85.04%, smaller than the maximum VALE drawdown of -92.78%. Use the drawdown chart below to compare losses from any high point for GLNCY and VALE.
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Drawdown Indicators
| GLNCY | VALE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.04% | -92.78% | +7.74% |
Max Drawdown (1Y)Largest decline over 1 year | -14.71% | -19.85% | +5.14% |
Max Drawdown (3Y)Largest decline over 3 years | -53.44% | -41.94% | -11.50% |
Max Drawdown (5Y)Largest decline over 5 years | -54.06% | -49.79% | -4.27% |
Max Drawdown (10Y)Largest decline over 10 years | -76.10% | -57.60% | -18.50% |
Current DrawdownCurrent decline from peak | -1.38% | -11.50% | +10.12% |
Average DrawdownAverage peak-to-trough decline | -32.33% | -36.72% | +4.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.77% | 5.59% | -0.82% |
Volatility
GLNCY vs. VALE - Volatility Comparison
Glencore PLC ADR (GLNCY) has a higher volatility of 10.05% compared to Vale S.A. (VALE) at 9.28%. This indicates that GLNCY's price experiences larger fluctuations and is considered to be riskier than VALE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLNCY | VALE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.05% | 9.28% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 24.83% | 26.54% | -1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.20% | 31.63% | +1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.67% | 35.42% | +0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.05% | 41.00% | -1.95% |
Dividends
GLNCY vs. VALE - Dividend Comparison
GLNCY's dividend yield for the trailing twelve months is around 1.65%, less than VALE's 3.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLNCY Glencore PLC ADR | 1.65% | 1.83% | 2.98% | 8.68% | 5.56% | 3.00% | 0.00% | 5.50% | 4.70% | 1.08% | 0.00% | 13.64% |
VALE Vale S.A. | 3.64% | 7.29% | 11.41% | 7.75% | 8.63% | 19.70% | 2.72% | 2.63% | 4.16% | 3.77% | 1.06% | 7.48% |
Financials
GLNCY vs. VALE - Financials Comparison
This section allows you to compare key financial metrics between Glencore PLC ADR 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
GLNCY vs. VALE - Profitability Comparison
GLNCY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.
VALE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Vale S.A. reported a gross profit of 3.06B and revenue of 9.26B. Therefore, the gross margin over that period was 33.0%.
GLNCY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Glencore PLC ADR reported an operating income of 2.17B and revenue of 129.94B, resulting in an operating margin of 1.7%.
VALE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Vale S.A. reported an operating income of 2.67B and revenue of 9.26B, resulting in an operating margin of 28.8%.
GLNCY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Glencore PLC ADR reported a net income of 1.02B and revenue of 129.94B, resulting in a net margin of 0.8%.
VALE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Vale S.A. reported a net income of 1.89B and revenue of 9.26B, resulting in a net margin of 20.5%.
Frequently Asked Questions
GLNCY and VALE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GLNCY has higher volatility (10.05%) compared to VALE (9.28%). In terms of maximum drawdown, GLNCY dropped -85.04% vs VALE's -92.78%.
GLNCY currently has the higher Sharpe Ratio (3.50 vs 2.46), 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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