VALE vs. MOS

In the year-to-date period, VALE achieves a -31.54% return, which is significantly lower than MOS's -27.38% return. Over the past 10 years, VALE has outperformed MOS with an annualized return of 7.15%, while MOS has yielded a comparatively lower -4.26% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Vale S.A. (VALE) and The Mosaic Company (MOS). 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.

The current VALE Sharpe Ratio is -0.95, which is comparable to the MOS Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of VALE and MOS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VALE's dividend yield for the trailing twelve months is around 13.88%, more than MOS's 3.27% yield.

The maximum VALE drawdown since its inception was -93.21%, roughly equal to the maximum MOS drawdown of -94.71%. Use the drawdown chart below to compare losses from any high point for VALE and MOS. For additional features, visit the drawdowns tool.

The current volatility for Vale S.A. (VALE) is 10.03%, while The Mosaic Company (MOS) has a volatility of 11.83%. This indicates that VALE experiences smaller price fluctuations and is considered to be less risky than MOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Vale S.A. and The Mosaic Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.