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

Correlation

The correlation between NGLOY and VALE is 0.48, 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. 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.

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Key characteristics

Sharpe Ratio

NGLOY:

-0.49

VALE:

-0.64

Sortino Ratio

NGLOY:

-0.39

VALE:

-0.83

Omega Ratio

NGLOY:

0.95

VALE:

0.90

Calmar Ratio

NGLOY:

-0.32

VALE:

-0.38

Martin Ratio

NGLOY:

-1.21

VALE:

-1.04

Ulcer Index

NGLOY:

13.90%

VALE:

19.09%

Daily Std Dev

NGLOY:

38.61%

VALE:

29.98%

Max Drawdown

NGLOY:

-94.67%

VALE:

-93.21%

Current Drawdown

NGLOY:

-44.39%

VALE:

-44.84%

Fundamentals

Market Cap

NGLOY:

$33.12B

VALE:

$40.37B

EPS

NGLOY:

-$1.26

VALE:

$1.38

PEG Ratio

NGLOY:

3.17

VALE:

10.64

PS Ratio

NGLOY:

1.22

VALE:

1.12

PB Ratio

NGLOY:

1.60

VALE:

1.12

Returns By Period

In the year-to-date period, NGLOY achieves a -6.69% return, which is significantly lower than VALE's 9.69% return. Over the past 10 years, NGLOY has underperformed VALE with an annualized return of 9.08%, while VALE has yielded a comparatively higher 9.62% annualized return.


NGLOY

YTD

-6.69%

1M

3.64%

6M

-10.34%

1Y

-19.63%

5Y*

14.91%

10Y*

9.08%

VALE

YTD

9.69%

1M

1.52%

6M

-7.31%

1Y

-18.17%

5Y*

14.00%

10Y*

9.62%

*Annualized

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Risk-Adjusted Performance

NGLOY vs. VALE — 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 2424
Overall Rank
The Sharpe Ratio Rank of NGLOY is 2424
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 2626
Calmar Ratio Rank
The Martin Ratio Rank of NGLOY is 1616
Martin Ratio Rank

VALE
The Risk-Adjusted Performance Rank of VALE is 2020
Overall Rank
The Sharpe Ratio Rank of VALE is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of VALE is 1616
Sortino Ratio Rank
The Omega Ratio Rank of VALE is 1919
Omega Ratio Rank
The Calmar Ratio Rank of VALE is 2222
Calmar Ratio Rank
The Martin Ratio Rank of VALE is 2323
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. 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.


The current NGLOY Sharpe Ratio is -0.49, which is comparable to the VALE Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of NGLOY and VALE, 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. VALE - Dividend Comparison

NGLOY's dividend yield for the trailing twelve months is around 2.34%, less than VALE's 8.88% 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%
VALE
Vale S.A.
8.88%11.30%7.75%8.65%19.70%2.73%2.63%4.16%3.39%0.64%8.84%6.69%

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.


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Volatility

NGLOY vs. VALE - Volatility Comparison

Anglo American plc ADR (NGLOY) has a higher volatility of 11.61% compared to Vale S.A. (VALE) at 7.75%. 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.


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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


6.00B8.00B10.00B12.00B14.00B20212022202320242025
8.12B
(NGLOY) Total Revenue
(VALE) Total Revenue
Values in USD except per share items