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

Correlation

The correlation between SSL and VALE is 0.49, 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.


-0.50.00.51.00.5

Performance

SSL vs. VALE - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-40.87%
-6.31%
SSL
VALE

Key characteristics

Sharpe Ratio

SSL:

-0.79

VALE:

-0.69

Sortino Ratio

SSL:

-1.08

VALE:

-0.90

Omega Ratio

SSL:

0.88

VALE:

0.90

Calmar Ratio

SSL:

-0.45

VALE:

-0.37

Martin Ratio

SSL:

-1.40

VALE:

-1.13

Ulcer Index

SSL:

29.43%

VALE:

16.75%

Daily Std Dev

SSL:

52.07%

VALE:

27.39%

Max Drawdown

SSL:

-97.36%

VALE:

-93.21%

Current Drawdown

SSL:

-89.97%

VALE:

-44.66%

Fundamentals

Market Cap

SSL:

$2.82B

VALE:

$41.66B

EPS

SSL:

-$3.77

VALE:

$2.16

PEG Ratio

SSL:

0.14

VALE:

10.64

Total Revenue (TTM)

SSL:

$208.24B

VALE:

$27.94B

Gross Profit (TTM)

SSL:

$96.90B

VALE:

$9.78B

EBITDA (TTM)

SSL:

$46.10B

VALE:

$11.24B

Returns By Period

In the year-to-date period, SSL achieves a -1.97% return, which is significantly lower than VALE's 10.03% return. Over the past 10 years, SSL has underperformed VALE with an annualized return of -16.80%, while VALE has yielded a comparatively higher 9.17% annualized return.


SSL

YTD

-1.97%

1M

-17.22%

6M

-41.26%

1Y

-45.14%

5Y*

-19.48%

10Y*

-16.80%

VALE

YTD

10.03%

1M

9.17%

6M

-3.36%

1Y

-21.71%

5Y*

5.38%

10Y*

9.17%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SSL vs. VALE — Risk-Adjusted Performance Rank

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

SSL
The Risk-Adjusted Performance Rank of SSL is 1111
Overall Rank
The Sharpe Ratio Rank of SSL is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of SSL is 99
Sortino Ratio Rank
The Omega Ratio Rank of SSL is 1212
Omega Ratio Rank
The Calmar Ratio Rank of SSL is 1818
Calmar Ratio Rank
The Martin Ratio Rank of SSL is 77
Martin Ratio Rank

VALE
The Risk-Adjusted Performance Rank of VALE is 1515
Overall Rank
The Sharpe Ratio Rank of VALE is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of VALE is 1212
Sortino Ratio Rank
The Omega Ratio Rank of VALE is 1414
Omega Ratio Rank
The Calmar Ratio Rank of VALE is 2424
Calmar Ratio Rank
The Martin Ratio Rank of VALE is 1717
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.

SSL vs. VALE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sasol Limited (SSL) 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 SSL, currently valued at -0.79, compared to the broader market-2.000.002.004.00-0.79-0.69
The chart of Sortino ratio for SSL, currently valued at -1.08, compared to the broader market-6.00-4.00-2.000.002.004.006.00-1.08-0.90
The chart of Omega ratio for SSL, currently valued at 0.88, compared to the broader market0.501.001.502.000.880.90
The chart of Calmar ratio for SSL, currently valued at -0.45, compared to the broader market0.002.004.006.00-0.45-0.37
The chart of Martin ratio for SSL, currently valued at -1.40, compared to the broader market-10.000.0010.0020.0030.00-1.40-1.13
SSL
VALE

The current SSL Sharpe Ratio is -0.79, which is comparable to the VALE Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of SSL 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-1.50-1.00-0.500.00SeptemberOctoberNovemberDecember2025February
-0.79
-0.69
SSL
VALE

Dividends

SSL vs. VALE - Dividend Comparison

SSL's dividend yield for the trailing twelve months is around 2.33%, less than VALE's 10.34% yield.


TTM20242023202220212020201920182017201620152014
SSL
Sasol Limited
2.33%2.28%9.18%5.55%0.00%0.00%1.97%3.36%2.81%3.52%5.26%5.27%
VALE
Vale S.A.
10.34%11.38%7.75%8.65%19.70%2.73%2.63%4.16%3.39%0.64%8.84%6.69%

Drawdowns

SSL vs. VALE - Drawdown Comparison

The maximum SSL drawdown since its inception was -97.36%, roughly equal to the maximum VALE drawdown of -93.21%. Use the drawdown chart below to compare losses from any high point for SSL and VALE. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%SeptemberOctoberNovemberDecember2025February
-89.97%
-44.66%
SSL
VALE

Volatility

SSL vs. VALE - Volatility Comparison

Sasol Limited (SSL) has a higher volatility of 17.52% compared to Vale S.A. (VALE) at 6.07%. This indicates that SSL'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.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
17.52%
6.07%
SSL
VALE

Financials

SSL vs. VALE - Financials Comparison

This section allows you to compare key financial metrics between Sasol 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.


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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