NGLOY vs. VALE

Last updated Jun 4, 2026

NGLOY (Anglo American 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, NGLOY returned 24.84%/yr vs 21.28%/yr for VALE. A 0.63 correlation means they provide meaningful diversification when combined.

Performance

NGLOY vs. VALE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Anglo American plc ADR (NGLOY) and Vale S.A. (VALE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NGLOY achieves a 33.94% return, which is significantly higher than VALE's 23.25% return. Over the past 10 years, NGLOY has outperformed VALE with an annualized return of 24.84%, while VALE has yielded a comparatively lower 21.28% annualized return.

NGLOY

• 1D: -4.33%
• 1M: 14.85%
• YTD: 33.94%
• 6M: 41.24%
• 1Y: 90.65%
• 3Y*: 26.14%
• 5Y*: 8.32%
• 10Y*: 24.84%

VALE

• 1D: -4.52%
• 1M: 1.39%
• YTD: 23.25%
• 6M: 22.91%
• 1Y: 81.55%
• 3Y*: 14.29%
• 5Y*: 2.79%
• 10Y*: 21.28%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NGLOY vs. VALE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NGLOY Anglo American plc ADR	33.94%	45.24%	21.97%	-33.36%	2.18%	30.09%	20.20%	36.97%	11.43%	50.83%
VALE Vale S.A.	23.25%	60.70%	-38.83%	1.57%	32.54%	-1.45%	32.40%	2.72%	12.25%	68.03%

Correlation

The correlation between NGLOY and VALE is 0.63, 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	0.63
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (10Y) Calculated over the trailing 10-year period	0.63
Correlation (All Time) Calculated using the full available price history since Aug 4, 2009	0.63

The correlation between NGLOY and VALE has been stable across timeframes, ranging from 0.63 to 0.63 - a consistent structural relationship.

Fundamentals

Market Cap NGLOY : $65.05B VALE : $68.65B
EPS NGLOY : -$2.86 VALE : $0.65
PS Ratio NGLOY : 1.60 VALE : 1.74
PB Ratio NGLOY : 3.62 VALE : 1.87
Total Revenue (TTM) NGLOY : $40.97B VALE : $39.53B
Gross Profit (TTM) NGLOY : $19.76B VALE : $13.65B
EBITDA (TTM) NGLOY : $9.15B VALE : $14.33B

Return for Risk

NGLOY vs. VALE — Risk / Return Rank

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

NGLOY

NGLOY Risk / Return Rank: 87
NGLOY Sharpe Ratio Rank: 90
NGLOY Sortino Ratio Rank: 87
NGLOY Omega Ratio Rank: 84
NGLOY Calmar Ratio Rank: 85
NGLOY Martin Ratio Rank: 89

VALE

VALE Risk / Return Rank: 90
VALE Sharpe Ratio Rank: 92
VALE Sortino Ratio Rank: 89
VALE Omega Ratio Rank: 88
VALE Calmar Ratio Rank: 88
VALE Martin Ratio Rank: 92

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NGLOY vs. VALE - Risk-Adjusted Trends 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.

	NGLOY	VALE	Difference
Sharpe ratio Return per unit of total volatility	2.29	2.60	-0.31
Sortino ratio Return per unit of downside risk	2.95	3.13	-0.18
Omega ratio Gain probability vs. loss probability	1.35	1.41	-0.06
Calmar ratio Return relative to maximum drawdown	3.54	4.13	-0.59
Martin ratio Return relative to average drawdown	11.58	14.77	-3.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NGLOY vs. VALE - Sharpe Ratio Comparison

The current NGLOY Sharpe Ratio is 2.29, which is comparable to the VALE Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of NGLOY and VALE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NGLOY	VALE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.29	2.60	-0.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	0.08	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.52	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	0.31	-0.17

Drawdowns

NGLOY vs. VALE - Drawdown Comparison

The maximum NGLOY drawdown since its inception was -92.97%, roughly equal to the maximum VALE drawdown of -92.78%. Use the drawdown chart below to compare losses from any high point for NGLOY and VALE.

Drawdown Indicators

	NGLOY	VALE	Difference
Max Drawdown Largest peak-to-trough decline	-92.97%	-92.78%	-0.19%
Max Drawdown (1Y) Largest decline over 1 year	-25.75%	-19.85%	-5.90%
Max Drawdown (3Y) Largest decline over 3 years	-34.20%	-41.94%	+7.74%
Max Drawdown (5Y) Largest decline over 5 years	-58.28%	-49.79%	-8.49%
Max Drawdown (10Y) Largest decline over 10 years	-58.28%	-57.60%	-0.68%
Current Drawdown Current decline from peak	-4.33%	-9.88%	+5.55%
Average Drawdown Average peak-to-trough decline	-40.15%	-36.73%	-3.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.86%	5.54%	+2.32%

Volatility

NGLOY vs. VALE - Volatility Comparison

Anglo American plc ADR (NGLOY) has a higher volatility of 13.15% compared to Vale S.A. (VALE) at 9.10%. 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.

Volatility by Period

	NGLOY	VALE	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.15%	9.10%	+4.05%
Volatility (6M) Calculated over the trailing 6-month period	30.14%	26.50%	+3.64%
Volatility (1Y) Calculated over the trailing 1-year period	39.92%	31.56%	+8.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.08%	35.41%	+7.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.33%	41.00%	+2.33%

Dividends

NGLOY vs. VALE - Dividend Comparison

NGLOY's dividend yield for the trailing twelve months is around 0.42%, less than VALE's 3.58% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NGLOY Anglo American plc ADR	0.42%	0.69%	2.81%	5.17%	7.45%	6.24%	2.06%	3.67%	4.35%	2.16%	0.00%	19.68%
VALE Vale S.A.	3.58%	7.29%	11.41%	7.75%	8.63%	19.70%	2.72%	2.63%	4.16%	3.77%	1.06%	7.48%

Financials

NGLOY vs. VALE - Profitability Comparison

The chart below illustrates the profitability comparison between Anglo American plc ADR and Vale S.A. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

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%.

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%.

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%.

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%.

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%.

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

Can I hold both NGLOY and VALE in my portfolio?

NGLOY and VALE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NGLOY or VALE?

NGLOY has higher volatility (13.15%) compared to VALE (9.10%). In terms of maximum drawdown, NGLOY dropped -92.97% vs VALE's -92.78%.

Which has better risk-adjusted returns?

VALE currently has the higher Sharpe Ratio (2.60 vs 2.29), 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.