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NGLOY vs. LVMUY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NGLOY and LVMUY is 0.47, 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

NGLOY vs. LVMUY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Anglo American plc ADR (NGLOY) and LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NGLOY:

-0.49

LVMUY:

-0.93

Sortino Ratio

NGLOY:

-0.39

LVMUY:

-1.39

Omega Ratio

NGLOY:

0.95

LVMUY:

0.84

Calmar Ratio

NGLOY:

-0.32

LVMUY:

-0.72

Martin Ratio

NGLOY:

-1.21

LVMUY:

-1.59

Ulcer Index

NGLOY:

13.90%

LVMUY:

20.45%

Daily Std Dev

NGLOY:

38.61%

LVMUY:

35.07%

Max Drawdown

NGLOY:

-94.67%

LVMUY:

-80.90%

Current Drawdown

NGLOY:

-44.39%

LVMUY:

-41.44%

Fundamentals

Market Cap

NGLOY:

$33.21B

LVMUY:

$280.19B

EPS

NGLOY:

-$1.26

LVMUY:

$5.68

PEG Ratio

NGLOY:

3.17

LVMUY:

2.38

PS Ratio

NGLOY:

1.21

LVMUY:

3.29

PB Ratio

NGLOY:

1.59

LVMUY:

3.65

Returns By Period

In the year-to-date period, NGLOY achieves a -6.69% return, which is significantly higher than LVMUY's -12.95% return. Over the past 10 years, NGLOY has underperformed LVMUY with an annualized return of 8.95%, while LVMUY has yielded a comparatively higher 14.53% annualized return.


NGLOY

YTD

-6.69%

1M

11.33%

6M

-10.34%

1Y

-19.63%

5Y*

14.50%

10Y*

8.95%

LVMUY

YTD

-12.95%

1M

-3.64%

6M

-11.04%

1Y

-32.25%

5Y*

10.07%

10Y*

14.53%

*Annualized

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Risk-Adjusted Performance

NGLOY vs. LVMUY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NGLOY
The Risk-Adjusted Performance Rank of NGLOY is 2626
Overall Rank
The Sharpe Ratio Rank of NGLOY is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of NGLOY is 2626
Sortino Ratio Rank
The Omega Ratio Rank of NGLOY is 2727
Omega Ratio Rank
The Calmar Ratio Rank of NGLOY is 3232
Calmar Ratio Rank
The Martin Ratio Rank of NGLOY is 1919
Martin Ratio Rank

LVMUY
The Risk-Adjusted Performance Rank of LVMUY is 77
Overall Rank
The Sharpe Ratio Rank of LVMUY is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of LVMUY is 77
Sortino Ratio Rank
The Omega Ratio Rank of LVMUY is 1010
Omega Ratio Rank
The Calmar Ratio Rank of LVMUY is 88
Calmar Ratio Rank
The Martin Ratio Rank of LVMUY is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NGLOY vs. LVMUY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Anglo American plc ADR (NGLOY) and LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY). 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.


The current NGLOY Sharpe Ratio is -0.49, which is higher than the LVMUY Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of NGLOY and LVMUY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

NGLOY vs. LVMUY - Dividend Comparison

NGLOY's dividend yield for the trailing twelve months is around 2.34%, less than LVMUY's 2.50% yield.


TTM20242023202220212020201920182017201620152014
NGLOY
Anglo American plc ADR
2.34%2.81%5.17%7.45%8.28%2.23%3.91%4.66%2.32%0.00%19.45%4.67%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
2.50%2.14%1.65%1.78%0.99%1.64%1.49%2.21%1.60%2.10%12.91%2.40%

Drawdowns

NGLOY vs. LVMUY - Drawdown Comparison

The maximum NGLOY drawdown since its inception was -94.67%, which is greater than LVMUY's maximum drawdown of -80.90%. Use the drawdown chart below to compare losses from any high point for NGLOY and LVMUY. For additional features, visit the drawdowns tool.


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Volatility

NGLOY vs. LVMUY - Volatility Comparison

Anglo American plc ADR (NGLOY) has a higher volatility of 11.61% compared to LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) at 10.40%. This indicates that NGLOY's price experiences larger fluctuations and is considered to be riskier than LVMUY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

NGLOY vs. LVMUY - Financials Comparison

This section allows you to compare key financial metrics between Anglo American plc ADR and LVMH Moët Hennessy - Louis Vuitton, Société Européenne. 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


10.00B20.00B30.00B40.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
43.01B
(NGLOY) Total Revenue
(LVMUY) Total Revenue
Values in USD except per share items