NGLOY vs. VALE
Compare and contrast key facts about Anglo American plc ADR (NGLOY) and Vale S.A. (VALE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NGLOY or VALE.
Performance
NGLOY vs. VALE - Performance Comparison
Returns By Period
In the year-to-date period, NGLOY achieves a 24.87% return, which is significantly higher than VALE's -31.20% return. Over the past 10 years, NGLOY has outperformed VALE with an annualized return of 8.70%, while VALE has yielded a comparatively lower 7.67% annualized return.
NGLOY
24.87%
-4.31%
-8.45%
11.71%
7.83%
8.70%
VALE
-31.20%
-7.44%
-17.12%
-27.54%
6.66%
7.67%
Fundamentals
| NGLOY | VALE | |
|---|---|---|
| Market Cap | $36.61B | $42.99B |
| EPS | -$0.68 | $2.16 |
| PEG Ratio | 1.92 | 10.64 |
Key characteristics
| NGLOY | VALE | |
|---|---|---|
| Sharpe Ratio | 0.25 | -1.02 |
| Sortino Ratio | 0.68 | -1.48 |
| Omega Ratio | 1.09 | 0.84 |
| Calmar Ratio | 0.20 | -0.61 |
| Martin Ratio | 0.77 | -1.22 |
| Ulcer Index | 15.29% | 22.61% |
| Daily Std Dev | 46.48% | 27.08% |
| Max Drawdown | -94.67% | -93.21% |
| Current Drawdown | -38.99% | -43.50% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between NGLOY and VALE is 0.63, 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.
Risk-Adjusted Performance
NGLOY vs. VALE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Anglo American plc ADR (NGLOY) 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.
Dividends
NGLOY vs. VALE - Dividend Comparison
NGLOY's dividend yield for the trailing twelve months is around 2.75%, less than VALE's 9.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NGLOY Anglo American plc ADR | 2.75% | 5.17% | 7.45% | 8.28% | 2.23% | 3.91% | 4.66% | 2.32% | 0.00% | 19.45% | 4.67% | 3.72% |
VALE Vale S.A. | 9.16% | 7.75% | 8.61% | 19.70% | 2.73% | 2.63% | 4.16% | 3.39% | 0.64% | 8.84% | 6.69% | 5.73% |
Drawdowns
NGLOY vs. VALE - Drawdown Comparison
The maximum NGLOY drawdown since its inception was -94.67%, roughly equal to the maximum VALE drawdown of -93.21%. Use the drawdown chart below to compare losses from any high point for NGLOY and VALE. For additional features, visit the drawdowns tool.
Volatility
NGLOY vs. VALE - Volatility Comparison
Anglo American plc ADR (NGLOY) has a higher volatility of 11.15% compared to Vale S.A. (VALE) at 9.01%. This indicates that NGLOY'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.
Financials
NGLOY vs. VALE - Financials Comparison
This section allows you to compare key financial metrics between Anglo American 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