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

Correlation

The correlation between PBR 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.


-0.50.00.51.00.6

Performance

PBR vs. VALE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Petróleo Brasileiro S.A. - Petrobras (PBR) and Vale S.A. (VALE). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-1.25%
-17.51%
PBR
VALE

Key characteristics

Sharpe Ratio

PBR:

-0.04

VALE:

-1.29

Sortino Ratio

PBR:

0.15

VALE:

-2.03

Omega Ratio

PBR:

1.02

VALE:

0.78

Calmar Ratio

PBR:

-0.04

VALE:

-0.72

Martin Ratio

PBR:

-0.12

VALE:

-1.47

Ulcer Index

PBR:

11.37%

VALE:

24.53%

Daily Std Dev

PBR:

30.13%

VALE:

27.93%

Max Drawdown

PBR:

-95.28%

VALE:

-93.21%

Current Drawdown

PBR:

-34.31%

VALE:

-49.71%

Fundamentals

Market Cap

PBR:

$84.25B

VALE:

$39.42B

EPS

PBR:

$2.56

VALE:

$2.16

PE Ratio

PBR:

5.28

VALE:

4.25

PEG Ratio

PBR:

2.58

VALE:

10.64

Total Revenue (TTM)

PBR:

$97.69B

VALE:

$40.95B

Gross Profit (TTM)

PBR:

$50.10B

VALE:

$15.89B

EBITDA (TTM)

PBR:

$40.95B

VALE:

$17.22B

Returns By Period

In the year-to-date period, PBR achieves a -4.36% return, which is significantly higher than VALE's -38.86% return. Over the past 10 years, PBR has outperformed VALE with an annualized return of 18.05%, while VALE has yielded a comparatively lower 7.57% annualized return.


PBR

YTD

-4.36%

1M

-5.13%

6M

-1.25%

1Y

-1.84%

5Y*

20.43%

10Y*

18.05%

VALE

YTD

-38.86%

1M

-10.69%

6M

-17.80%

1Y

-36.12%

5Y*

1.87%

10Y*

7.57%

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Risk-Adjusted Performance

PBR vs. VALE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Petróleo Brasileiro S.A. - Petrobras (PBR) 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.


Sharpe ratio
The chart of Sharpe ratio for PBR, currently valued at -0.04, compared to the broader market-4.00-2.000.002.00-0.04-1.29
The chart of Sortino ratio for PBR, currently valued at 0.15, compared to the broader market-4.00-2.000.002.004.000.15-2.03
The chart of Omega ratio for PBR, currently valued at 1.02, compared to the broader market0.501.001.502.001.020.78
The chart of Calmar ratio for PBR, currently valued at -0.04, compared to the broader market0.002.004.006.00-0.04-0.72
The chart of Martin ratio for PBR, currently valued at -0.12, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.12-1.47
PBR
VALE

The current PBR Sharpe Ratio is -0.04, which is higher than the VALE Sharpe Ratio of -1.29. The chart below compares the historical Sharpe Ratios of PBR 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.04
-1.29
PBR
VALE

Dividends

PBR vs. VALE - Dividend Comparison

PBR's dividend yield for the trailing twelve months is around 18.54%, more than VALE's 11.38% yield.


TTM20232022202120202019201820172016201520142013
PBR
Petróleo Brasileiro S.A. - Petrobras
18.54%18.47%60.50%18.59%2.42%1.53%0.98%0.00%0.00%0.00%6.57%1.91%
VALE
Vale S.A.
11.38%7.75%8.65%19.70%2.73%2.63%4.16%3.39%0.64%8.84%6.69%5.73%

Drawdowns

PBR vs. VALE - Drawdown Comparison

The maximum PBR drawdown since its inception was -95.28%, roughly equal to the maximum VALE drawdown of -93.21%. Use the drawdown chart below to compare losses from any high point for PBR and VALE. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%JulyAugustSeptemberOctoberNovemberDecember
-34.31%
-49.71%
PBR
VALE

Volatility

PBR vs. VALE - Volatility Comparison

Petróleo Brasileiro S.A. - Petrobras (PBR) has a higher volatility of 10.21% compared to Vale S.A. (VALE) at 9.21%. This indicates that PBR'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.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
10.21%
9.21%
PBR
VALE

Financials

PBR vs. VALE - Financials Comparison

This section allows you to compare key financial metrics between Petróleo Brasileiro S.A. - Petrobras 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


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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