SBSW vs. VALE
Compare and contrast key facts about Sibanye Stillwater Limited (SBSW) and Vale S.A. (VALE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SBSW or VALE.
Key characteristics
| SBSW | VALE | |
|---|---|---|
| YTD Return | -25.23% | -32.84% |
| 1Y Return | -23.25% | -27.17% |
| 3Y Return (Ann) | -32.14% | 0.91% |
| 5Y Return (Ann) | -7.68% | 6.89% |
| 10Y Return (Ann) | 2.17% | 7.60% |
| Sharpe Ratio | -0.37 | -1.01 |
| Sortino Ratio | -0.13 | -1.48 |
| Omega Ratio | 0.98 | 0.84 |
| Calmar Ratio | -0.29 | -0.62 |
| Martin Ratio | -1.18 | -1.26 |
| Ulcer Index | 20.30% | 21.96% |
| Daily Std Dev | 65.31% | 27.28% |
| Max Drawdown | -83.67% | -93.21% |
| Current Drawdown | -77.70% | -44.85% |
Fundamentals
| SBSW | VALE | |
|---|---|---|
| Market Cap | $2.97B | $43.61B |
| EPS | -$4.15 | $2.16 |
| Total Revenue (TTM) | $81.76B | $40.95B |
| Gross Profit (TTM) | $6.29B | $15.89B |
| EBITDA (TTM) | $6.88B | $17.64B |
Correlation
The correlation between SBSW and VALE is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SBSW vs. VALE - Performance Comparison
In the year-to-date period, SBSW achieves a -25.23% return, which is significantly higher than VALE's -32.84% return. Over the past 10 years, SBSW has underperformed VALE with an annualized return of 2.17%, while VALE has yielded a comparatively higher 7.60% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SBSW vs. VALE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sibanye Stillwater Limited (SBSW) 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
SBSW vs. VALE - Dividend Comparison
SBSW has not paid dividends to shareholders, while VALE's dividend yield for the trailing twelve months is around 14.15%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBSW Sibanye Stillwater Limited | 0.00% | 6.96% | 7.68% | 13.34% | 0.76% | 0.00% | 0.00% | 3.76% | 10.25% | 6.12% | 9.44% | 4.88% |
VALE Vale S.A. | 14.15% | 7.75% | 8.61% | 19.70% | 2.73% | 2.63% | 4.16% | 3.39% | 0.64% | 8.84% | 6.69% | 5.73% |
Drawdowns
SBSW vs. VALE - Drawdown Comparison
The maximum SBSW drawdown since its inception was -83.67%, smaller than the maximum VALE drawdown of -93.21%. Use the drawdown chart below to compare losses from any high point for SBSW and VALE. For additional features, visit the drawdowns tool.
Volatility
SBSW vs. VALE - Volatility Comparison
Sibanye Stillwater Limited (SBSW) has a higher volatility of 24.51% compared to Vale S.A. (VALE) at 9.86%. This indicates that SBSW'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
SBSW vs. VALE - Financials Comparison
This section allows you to compare key financial metrics between Sibanye Stillwater Limited 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