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

Correlation

The correlation between NGLOY and LVMUY is 0.40, 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.


-0.50.00.51.00.4

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.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%JulyAugustSeptemberOctoberNovemberDecember
279.84%
2,515.73%
NGLOY
LVMUY

Key characteristics

Sharpe Ratio

NGLOY:

0.68

LVMUY:

-0.58

Sortino Ratio

NGLOY:

1.30

LVMUY:

-0.70

Omega Ratio

NGLOY:

1.15

LVMUY:

0.92

Calmar Ratio

NGLOY:

0.49

LVMUY:

-0.46

Martin Ratio

NGLOY:

2.49

LVMUY:

-0.88

Ulcer Index

NGLOY:

11.24%

LVMUY:

20.00%

Daily Std Dev

NGLOY:

40.94%

LVMUY:

30.55%

Max Drawdown

NGLOY:

-94.67%

LVMUY:

-80.90%

Current Drawdown

NGLOY:

-40.60%

LVMUY:

-32.79%

Fundamentals

Market Cap

NGLOY:

$37.81B

LVMUY:

$329.73B

EPS

NGLOY:

-$0.68

LVMUY:

$5.88

PEG Ratio

NGLOY:

1.92

LVMUY:

3.48

Returns By Period

In the year-to-date period, NGLOY achieves a 21.56% return, which is significantly higher than LVMUY's -18.08% return. Over the past 10 years, NGLOY has underperformed LVMUY with an annualized return of 9.74%, while LVMUY has yielded a comparatively higher 17.52% annualized return.


NGLOY

YTD

21.56%

1M

-1.08%

6M

-4.67%

1Y

24.55%

5Y*

6.37%

10Y*

9.74%

LVMUY

YTD

-18.08%

1M

8.38%

6M

-14.06%

1Y

-18.97%

5Y*

9.41%

10Y*

17.52%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for NGLOY, currently valued at 0.68, compared to the broader market-4.00-2.000.002.000.68-0.58
The chart of Sortino ratio for NGLOY, currently valued at 1.30, compared to the broader market-4.00-2.000.002.004.001.30-0.70
The chart of Omega ratio for NGLOY, currently valued at 1.15, compared to the broader market0.501.001.502.001.150.92
The chart of Calmar ratio for NGLOY, currently valued at 0.49, compared to the broader market0.002.004.006.000.49-0.46
The chart of Martin ratio for NGLOY, currently valued at 2.49, compared to the broader market-5.000.005.0010.0015.0020.0025.002.49-0.88
NGLOY
LVMUY

The current NGLOY Sharpe Ratio is 0.68, which is higher than the LVMUY Sharpe Ratio of -0.58. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.68
-0.58
NGLOY
LVMUY

Dividends

NGLOY vs. LVMUY - Dividend Comparison

NGLOY's dividend yield for the trailing twelve months is around 2.82%, more than LVMUY's 2.14% yield.


TTM20232022202120202019201820172016201520142013
NGLOY
Anglo American plc ADR
2.82%5.17%7.45%8.28%2.23%3.91%4.66%2.32%0.00%19.45%4.67%3.72%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
2.14%1.65%1.78%0.99%1.64%1.49%2.21%1.60%2.10%12.91%2.40%2.17%

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.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-40.60%
-32.79%
NGLOY
LVMUY

Volatility

NGLOY vs. LVMUY - Volatility Comparison

Anglo American plc ADR (NGLOY) has a higher volatility of 10.04% compared to LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) at 8.01%. 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.


6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
10.04%
8.01%
NGLOY
LVMUY

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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