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VAL vs. HCC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

VAL vs. HCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Valaris Limited (VAL) and Warrior Met Coal, Inc. (HCC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VAL achieves a 52.72% return, which is significantly higher than HCC's -4.21% return.


VAL

1D
-1.50%
1M
4.68%
6M
23.93%
YTD
52.72%
1Y
61.13%
3Y*
0.32%
5Y*
24.25%
10Y*
ALL TIME*
26.91%

HCC

1D
3.44%
1M
3.78%
6M
-4.46%
YTD
-4.21%
1Y
56.27%
3Y*
29.54%
5Y*
37.56%
10Y*
ALL TIME*
31.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$62.27M$53.07M$69.85M
$78.58M$67.64M$78.49M

VAL vs. HCC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VAL
Valaris Limited
52.72%13.92%-35.48%1.40%87.83%63.71%
HCC
Warrior Met Coal, Inc.
-4.21%63.49%-9.79%81.59%41.03%63.45%

Correlation

The correlation between VAL and HCC is 0.27, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.27

Correlation (3Y)
Balances recent behavior with more history.

0.27

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.35

Correlation (All Time)
Calculated using the full available price history since May 3, 2021

0.35

Fundamentals

Market Cap

VAL:

$5.33B

HCC:

$4.45B

EPS

VAL:

$13.40

HCC:

$4.17

PE Ratio

VAL:

5.74

HCC:

20.24

PEG Ratio

VAL:

0.05

HCC:

0.47

PS Ratio

VAL:

2.52

HCC:

2.64

PB Ratio

VAL:

1.68

HCC:

1.94

Total Revenue (TTM)

VAL:

$2.14B

HCC:

$1.68B

Gross Profit (TTM)

VAL:

$322.80M

HCC:

$1.04B

EBITDA (TTM)

VAL:

$508.20M

HCC:

$326.06M

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Return for Risk

VAL vs. HCC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VAL
VAL Risk / Return Rank: 7676
Overall Rank
VAL Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VAL Sortino Ratio Rank: 7878
Sortino Ratio Rank
VAL Omega Ratio Rank: 7676
Omega Ratio Rank
VAL Calmar Ratio Rank: 7575
Calmar Ratio Rank
VAL Martin Ratio Rank: 7676
Martin Ratio Rank

HCC
HCC Risk / Return Rank: 7676
Overall Rank
HCC Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HCC Sortino Ratio Rank: 7777
Sortino Ratio Rank
HCC Omega Ratio Rank: 7373
Omega Ratio Rank
HCC Calmar Ratio Rank: 7777
Calmar Ratio Rank
HCC Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VAL vs. HCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Valaris Limited (VAL) and Warrior Met Coal, Inc. (HCC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VALHCCDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.24

1.23

+0.02

Calmar ratioReturn relative to maximum drawdown

1.70

1.92

-0.22

Martin ratioReturn relative to average drawdown

4.27

4.19

+0.08

VAL vs. HCC - Sharpe Ratio Comparison

The current VAL Sharpe Ratio is 1.03, which is comparable to the HCC Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of VAL and HCC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VAL vs. HCC - Drawdown Comparison

The maximum VAL drawdown since its inception was -63.82%, roughly equal to the maximum HCC drawdown of -64.81%. Use the drawdown chart below to compare losses from any high point for VAL and HCC.


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Drawdown Indicators


VALHCCDifference

Max Drawdown

Largest peak-to-trough decline

-63.82%

-64.81%

+0.99%

Max Drawdown (1Y)

Largest decline over 1 year

-36.11%

-29.51%

-6.60%

Max Drawdown (3Y)

Largest decline over 3 years

-63.82%

-45.53%

-18.29%

Max Drawdown (5Y)

Largest decline over 5 years

-63.82%

-45.53%

-18.29%

Current Drawdown

Current decline from peak

-32.14%

-23.56%

-8.58%

Average Drawdown

Average peak-to-trough decline

-19.12%

-18.20%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.36%

13.46%

+0.90%

Volatility

VAL vs. HCC - Volatility Comparison

Valaris Limited (VAL) has a higher volatility of 11.57% compared to Warrior Met Coal, Inc. (HCC) at 8.50%. This indicates that VAL's price experiences larger fluctuations and is considered to be riskier than HCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VALHCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.57%

8.50%

+3.07%

Volatility (6M)

Calculated over the trailing 6-month period

48.33%

36.28%

+12.05%

Volatility (1Y)

Calculated over the trailing 1-year period

59.67%

53.12%

+6.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.73%

49.20%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.19%

52.32%

-2.13%

Dividends

VAL vs. HCC - Dividend Comparison

VAL has not paid dividends to shareholders, while HCC's dividend yield for the trailing twelve months is around 0.38%.


PositionTTM202520242023202220212020201920182017
HCC
Warrior Met Coal, Inc.
0.38%0.36%1.51%1.90%4.45%0.78%0.94%21.85%27.91%45.17%
VAL
Valaris Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

VAL vs. HCC - Financials Comparison

This section allows you to compare key financial metrics between Valaris Limited and Warrior Met Coal, Inc.. 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

VAL vs. HCC - Profitability Comparison

The chart below illustrates the profitability comparison between Valaris Limited and Warrior Met Coal, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

VAL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Valaris Limited reported a gross profit of 0.00 and revenue of 539.20M. Therefore, the gross margin over that period was 0.0%.

HCC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Warrior Met Coal, Inc. reported a gross profit of 502.66M and revenue of 509.69M. Therefore, the gross margin over that period was 98.6%.

VAL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Valaris Limited reported an operating income of 51.10M and revenue of 539.20M, resulting in an operating margin of 9.5%.

HCC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Warrior Met Coal, Inc. reported an operating income of 94.52M and revenue of 509.69M, resulting in an operating margin of 18.5%.

VAL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Valaris Limited reported a net income of 50.40M and revenue of 539.20M, resulting in a net margin of 9.4%.

HCC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Warrior Met Coal, Inc. reported a net income of 87.43M and revenue of 509.69M, resulting in a net margin of 17.2%.


Frequently Asked Questions


VAL and HCC have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VAL has higher volatility (11.57%) compared to HCC (8.50%). In terms of maximum drawdown, VAL dropped -63.82% vs HCC's -64.81%.

HCC currently has the higher Sharpe Ratio (1.07 vs 1.03), 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.

Portfolio Optimizer

Find the right allocation for VAL and HCC

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