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VALE vs. ATEYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

VALE vs. ATEYY - Performance Comparison

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

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Returns By Period

In the year-to-date period, VALE achieves a 20.57% return, which is significantly lower than ATEYY's 38.53% return. Over the past 10 years, VALE has underperformed ATEYY with an annualized return of 22.05%, while ATEYY has yielded a comparatively higher 52.65% annualized return.


VALE

1D
2.28%
1M
-6.71%
YTD
20.57%
6M
23.80%
1Y
73.31%
3Y*
12.85%
5Y*
2.38%
10Y*
22.05%

ATEYY

1D
4.13%
1M
-3.29%
YTD
38.53%
6M
38.14%
1Y
200.38%
3Y*
71.51%
5Y*
50.50%
10Y*
52.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VALE vs. ATEYY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VALE
Vale S.A.
20.57%60.70%-38.83%1.57%32.54%-1.45%32.40%2.72%12.25%68.03%
ATEYY
Advantest Corp DRC
38.53%122.70%68.99%111.43%-33.43%27.37%30.96%176.84%12.51%12.66%

Correlation

The correlation between VALE and ATEYY is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.21

Over the past year, VALE and ATEYY have become more correlated (0.49) than their long-term average of 0.21, meaning their price movements have been converging.

Fundamentals

Market Cap

VALE:

$67.15B

ATEYY:

$127.67B

EPS

VALE:

$0.65

ATEYY:

¥520.21

PE Ratio

VALE:

24.04

ATEYY:

53.89

PS Ratio

VALE:

1.70

ATEYY:

17.92

PB Ratio

VALE:

1.83

ATEYY:

25.59

Total Revenue (TTM)

VALE:

$39.53B

ATEYY:

¥1.14T

Gross Profit (TTM)

VALE:

$13.65B

ATEYY:

¥736.09B

EBITDA (TTM)

VALE:

$14.33B

ATEYY:

¥533.69B

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Return for Risk

VALE vs. ATEYY — Risk / Return Rank

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

VALE
VALE Risk / Return Rank: 8989
Overall Rank
VALE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VALE Sortino Ratio Rank: 8888
Sortino Ratio Rank
VALE Omega Ratio Rank: 8888
Omega Ratio Rank
VALE Calmar Ratio Rank: 8888
Calmar Ratio Rank
VALE Martin Ratio Rank: 9191
Martin Ratio Rank

ATEYY
ATEYY Risk / Return Rank: 9393
Overall Rank
ATEYY Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
ATEYY Sortino Ratio Rank: 9191
Sortino Ratio Rank
ATEYY Omega Ratio Rank: 8989
Omega Ratio Rank
ATEYY Calmar Ratio Rank: 9494
Calmar Ratio Rank
ATEYY Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VALE vs. ATEYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vale S.A. (VALE) and Advantest Corp DRC (ATEYY). 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.


VALEATEYYDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.37

1.39

-0.02

Calmar ratioReturn relative to maximum drawdown

3.71

6.07

-2.36

Martin ratioReturn relative to average drawdown

12.21

16.34

-4.13

VALE vs. ATEYY - Sharpe Ratio Comparison

The current VALE Sharpe Ratio is 2.30, which is comparable to the ATEYY Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of VALE and ATEYY, 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

VALE vs. ATEYY - Drawdown Comparison

The maximum VALE drawdown since its inception was -92.78%, which is greater than ATEYY's maximum drawdown of -56.48%. Use the drawdown chart below to compare losses from any high point for VALE and ATEYY.


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Drawdown Indicators


VALEATEYYDifference

Max Drawdown

Largest peak-to-trough decline

-92.78%

-56.48%

-36.30%

Max Drawdown (1Y)

Largest decline over 1 year

-19.85%

-33.24%

+13.39%

Max Drawdown (3Y)

Largest decline over 3 years

-41.94%

-44.70%

+2.76%

Max Drawdown (5Y)

Largest decline over 5 years

-49.79%

-56.48%

+6.69%

Max Drawdown (10Y)

Largest decline over 10 years

-57.60%

-56.48%

-1.12%

Current Drawdown

Current decline from peak

-11.84%

-11.76%

-0.08%

Average Drawdown

Average peak-to-trough decline

-36.69%

-14.23%

-22.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.02%

12.32%

-6.30%

Volatility

VALE vs. ATEYY - Volatility Comparison

The current volatility for Vale S.A. (VALE) is 9.16%, while Advantest Corp DRC (ATEYY) has a volatility of 27.35%. This indicates that VALE experiences smaller price fluctuations and is considered to be less risky than ATEYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VALEATEYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.16%

27.35%

-18.19%

Volatility (6M)

Calculated over the trailing 6-month period

26.35%

55.16%

-28.81%

Volatility (1Y)

Calculated over the trailing 1-year period

32.06%

70.37%

-38.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.47%

53.29%

-17.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.84%

48.58%

-7.74%

Dividends

VALE vs. ATEYY - Dividend Comparison

VALE's dividend yield for the trailing twelve months is around 3.66%, while ATEYY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ATEYY
Advantest Corp DRC
0.00%0.11%0.22%0.00%0.00%0.00%0.00%0.00%0.00%1.18%1.24%0.00%
VALE
Vale S.A.
3.66%7.29%11.41%7.75%8.63%19.70%2.72%2.63%4.16%3.77%1.06%7.48%

Financials

VALE vs. ATEYY - Financials Comparison

This section allows you to compare key financial metrics between Vale S.A. and Advantest Corp DRC. 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


0.0050.00B100.00B150.00B200.00B250.00B300.00B350.00B20222023202420252026
9.26B
334.10B
(VALE) Total Revenue
(ATEYY) Total Revenue
Please note, different currencies. VALE values in USD, ATEYY values in JPY

VALE vs. ATEYY - Profitability Comparison

The chart below illustrates the profitability comparison between Vale S.A. and Advantest Corp DRC over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%20222023202420252026
33.0%
67.4%
Portfolio components
VALE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Vale S.A. reported a gross profit of 3.06B and revenue of 9.26B. Therefore, the gross margin over that period was 33.0%.

ATEYY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Advantest Corp DRC reported a gross profit of 225.18B and revenue of 334.10B. Therefore, the gross margin over that period was 67.4%.

VALE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Vale S.A. reported an operating income of 2.67B and revenue of 9.26B, resulting in an operating margin of 28.8%.

ATEYY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Advantest Corp DRC reported an operating income of 156.38B and revenue of 334.10B, resulting in an operating margin of 46.8%.

VALE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Vale S.A. reported a net income of 1.89B and revenue of 9.26B, resulting in a net margin of 20.5%.

ATEYY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Advantest Corp DRC reported a net income of 129.16B and revenue of 334.10B, resulting in a net margin of 38.7%.


Frequently Asked Questions


VALE and ATEYY have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ATEYY has higher volatility (27.35%) compared to VALE (9.16%). In terms of maximum drawdown, VALE dropped -92.78% vs ATEYY's -56.48%.

ATEYY currently has the higher Sharpe Ratio (2.87 vs 2.30), 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.

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