NGLOY vs. BHP
NGLOY (Anglo American plc ADR) and BHP (BHP Group Limited) are both stocks. Both operate in the Other Industrial Metals & Mining industry within the Basic Materials sector. Over the past 10 years, NGLOY returned 24.14%/yr vs 22.02%/yr for BHP. A 0.75 correlation means they provide meaningful diversification when combined.
Performance
NGLOY vs. BHP - Performance Comparison
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Returns By Period
In the year-to-date period, NGLOY achieves a 26.90% return, which is significantly lower than BHP's 44.89% return. Over the past 10 years, NGLOY has outperformed BHP with an annualized return of 24.14%, while BHP has yielded a comparatively lower 22.02% annualized return.
NGLOY
- 1D
- -1.17%
- 1M
- -0.00%
- YTD
- 26.90%
- 6M
- 34.85%
- 1Y
- 93.51%
- 3Y*
- 26.01%
- 5Y*
- 10.79%
- 10Y*
- 24.14%
BHP
- 1D
- -2.38%
- 1M
- 1.39%
- YTD
- 44.89%
- 6M
- 43.93%
- 1Y
- 93.76%
- 3Y*
- 18.56%
- 5Y*
- 16.27%
- 10Y*
- 22.02%
NGLOY vs. BHP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NGLOY Anglo American plc ADR | 26.90% | 45.24% | 21.97% | -33.36% | 2.18% | 30.09% | 20.20% | 36.97% | 11.43% | 50.83% |
BHP BHP Group Limited | 44.89% | 28.91% | -24.64% | 16.50% | 44.34% | 0.91% | 25.37% | 24.50% | 10.55% | 33.87% |
Correlation
The correlation between NGLOY and BHP is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2009 | 0.75 |
The correlation between NGLOY and BHP has been stable across timeframes, ranging from 0.69 to 0.75 - a consistent structural relationship.
Fundamentals
NGLOY:
$61.64B
BHP:
$218.27B
NGLOY:
-$2.86
BHP:
$8.51
NGLOY:
1.51
BHP:
2.03
NGLOY:
3.43
BHP:
4.33
NGLOY:
$40.97B
BHP:
$107.64B
NGLOY:
$19.76B
BHP:
$89.04B
NGLOY:
$9.15B
BHP:
$52.23B
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Return for Risk
NGLOY vs. BHP — Risk / Return Rank
NGLOY
BHP
NGLOY vs. BHP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Anglo American plc ADR (NGLOY) and BHP Group Limited (BHP). 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.
| NGLOY | BHP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.43 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 4.76 | -1.11 |
| Martin ratioReturn relative to average drawdown | 11.92 | 17.65 | -5.73 |
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Drawdowns
NGLOY vs. BHP - Drawdown Comparison
The maximum NGLOY drawdown since its inception was -92.97%, which is greater than BHP's maximum drawdown of -76.22%. Use the drawdown chart below to compare losses from any high point for NGLOY and BHP.
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Drawdown Indicators
| NGLOY | BHP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.97% | -76.22% | -16.75% |
Max Drawdown (1Y)Largest decline over 1 year | -25.75% | -19.80% | -5.95% |
Max Drawdown (3Y)Largest decline over 3 years | -32.78% | -37.21% | +4.43% |
Max Drawdown (5Y)Largest decline over 5 years | -58.28% | -37.21% | -21.07% |
Max Drawdown (10Y)Largest decline over 10 years | -58.28% | -44.29% | -13.99% |
Current DrawdownCurrent decline from peak | -9.36% | -7.91% | -1.45% |
Average DrawdownAverage peak-to-trough decline | -40.06% | -21.27% | -18.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.87% | 5.33% | +2.54% |
Volatility
NGLOY vs. BHP - Volatility Comparison
Anglo American plc ADR (NGLOY) has a higher volatility of 14.22% compared to BHP Group Limited (BHP) at 12.86%. This indicates that NGLOY's price experiences larger fluctuations and is considered to be riskier than BHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NGLOY | BHP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.22% | 12.86% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 31.73% | 27.00% | +4.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.84% | 32.37% | +8.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.13% | 32.40% | +10.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.05% | 32.32% | +10.73% |
Dividends
NGLOY vs. BHP - Dividend Comparison
NGLOY's dividend yield for the trailing twelve months is around 0.44%, less than BHP's 3.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BHP BHP Group Limited | 3.10% | 3.64% | 5.98% | 4.98% | 22.44% | 9.98% | 3.67% | 8.59% | 4.89% | 3.61% | 1.68% | 9.38% |
NGLOY Anglo American plc ADR | 0.44% | 0.69% | 2.81% | 5.17% | 7.45% | 6.24% | 2.06% | 3.67% | 4.35% | 2.16% | 0.00% | 19.68% |
Financials
NGLOY vs. BHP - Financials Comparison
This section allows you to compare key financial metrics between Anglo American plc ADR and BHP Group Limited. 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
NGLOY vs. BHP - Profitability Comparison
NGLOY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Anglo American plc ADR reported a gross profit of 3.87B and revenue of 9.53B. Therefore, the gross margin over that period was 40.7%.
BHP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BHP Group Limited reported a gross profit of 11.98B and revenue of 27.95B. Therefore, the gross margin over that period was 42.9%.
NGLOY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Anglo American plc ADR reported an operating income of 1.94B and revenue of 9.53B, resulting in an operating margin of 20.4%.
BHP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BHP Group Limited reported an operating income of 11.98B and revenue of 27.95B, resulting in an operating margin of 42.9%.
NGLOY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Anglo American plc ADR reported a net income of -1.86B and revenue of 9.53B, resulting in a net margin of -19.5%.
BHP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BHP Group Limited reported a net income of 5.65B and revenue of 27.95B, resulting in a net margin of 20.2%.
Frequently Asked Questions
NGLOY and BHP have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NGLOY has higher volatility (14.22%) compared to BHP (12.86%). In terms of maximum drawdown, NGLOY dropped -92.97% vs BHP's -76.22%.
BHP currently has the higher Sharpe Ratio (2.92 vs 2.31), 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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