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

Correlation

The correlation between VALE and MOS is 0.45, 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

VALE vs. MOS - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
350.04%
112.18%
VALE
MOS

Key characteristics

Sharpe Ratio

VALE:

-1.28

MOS:

-0.96

Sortino Ratio

VALE:

-2.01

MOS:

-1.33

Omega Ratio

VALE:

0.78

MOS:

0.85

Calmar Ratio

VALE:

-0.71

MOS:

-0.39

Martin Ratio

VALE:

-1.46

MOS:

-1.50

Ulcer Index

VALE:

24.53%

MOS:

20.74%

Daily Std Dev

VALE:

27.95%

MOS:

32.34%

Max Drawdown

VALE:

-93.21%

MOS:

-94.70%

Current Drawdown

VALE:

-49.54%

MOS:

-80.24%

Fundamentals

Market Cap

VALE:

$39.42B

MOS:

$8.08B

EPS

VALE:

$2.16

MOS:

$1.13

PE Ratio

VALE:

4.25

MOS:

22.51

PEG Ratio

VALE:

10.64

MOS:

1.86

Total Revenue (TTM)

VALE:

$40.95B

MOS:

$11.46B

Gross Profit (TTM)

VALE:

$15.89B

MOS:

$1.80B

EBITDA (TTM)

VALE:

$17.22B

MOS:

$2.02B

Returns By Period

In the year-to-date period, VALE achieves a -38.65% return, which is significantly lower than MOS's -30.61% return. Over the past 10 years, VALE has outperformed MOS with an annualized return of 7.61%, while MOS has yielded a comparatively lower -4.57% annualized return.


VALE

YTD

-38.65%

1M

-9.85%

6M

-17.23%

1Y

-38.18%

5Y*

1.89%

10Y*

7.61%

MOS

YTD

-30.61%

1M

-4.64%

6M

-12.06%

1Y

-31.76%

5Y*

3.85%

10Y*

-4.57%

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

VALE vs. MOS - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for VALE, currently valued at -1.28, compared to the broader market-4.00-2.000.002.00-1.28-0.96
The chart of Sortino ratio for VALE, currently valued at -2.01, compared to the broader market-4.00-2.000.002.004.00-2.01-1.33
The chart of Omega ratio for VALE, currently valued at 0.78, compared to the broader market0.501.001.502.000.780.85
The chart of Calmar ratio for VALE, currently valued at -0.71, compared to the broader market0.002.004.006.00-0.71-0.39
The chart of Martin ratio for VALE, currently valued at -1.46, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.46-1.50
VALE
MOS

The current VALE Sharpe Ratio is -1.28, which is lower than the MOS Sharpe Ratio of -0.96. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-1.28
-0.96
VALE
MOS

Dividends

VALE vs. MOS - Dividend Comparison

VALE's dividend yield for the trailing twelve months is around 11.34%, more than MOS's 3.49% yield.


TTM20232022202120202019201820172016201520142013
VALE
Vale S.A.
11.34%7.75%8.65%19.70%2.73%2.63%4.16%3.39%0.64%8.84%6.69%5.73%
MOS
The Mosaic Company
3.49%2.94%1.28%0.70%0.87%0.81%0.34%2.34%3.75%3.90%2.19%2.12%

Drawdowns

VALE vs. MOS - Drawdown Comparison

The maximum VALE drawdown since its inception was -93.21%, roughly equal to the maximum MOS drawdown of -94.70%. Use the drawdown chart below to compare losses from any high point for VALE and MOS. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-49.54%
-80.24%
VALE
MOS

Volatility

VALE vs. MOS - Volatility Comparison

The current volatility for Vale S.A. (VALE) is 9.28%, while The Mosaic Company (MOS) has a volatility of 11.30%. 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.


6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
9.28%
11.30%
VALE
MOS

Financials

VALE vs. MOS - Financials Comparison

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.


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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