VALE vs. NGLOY

Last updated Apr 1, 2026

Compare and contrast key facts about Vale S.A. (VALE) and Anglo American plc ADR (NGLOY).

Performance

VALE vs. NGLOY - Performance Comparison

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

VALE vs. NGLOY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VALE Vale S.A.	22.10%	60.70%	-38.83%	1.57%	32.54%	-1.45%	32.40%	2.72%	12.25%	68.03%
NGLOY Anglo American plc ADR	4.88%	45.24%	21.97%	-33.36%	2.18%	30.09%	20.20%	36.97%	11.43%	50.83%

Fundamentals

Market Cap VALE : $67.92B NGLOY : $50.94B
EPS VALE : $0.54 NGLOY : -$2.86
PS Ratio VALE : 1.77 NGLOY : 1.25
PB Ratio VALE : 2.02 NGLOY : 2.83
Total Revenue (TTM) VALE : $38.39B NGLOY : $40.97B
Gross Profit (TTM) VALE : $13.26B NGLOY : $19.76B
EBITDA (TTM) VALE : $13.88B NGLOY : $9.15B

Returns By Period

In the year-to-date period, VALE achieves a 22.10% return, which is significantly higher than NGLOY's 4.88% return. Over the past 10 years, VALE has underperformed NGLOY with an annualized return of 21.95%, while NGLOY has yielded a comparatively higher 23.79% annualized return.

VALE

• 1D: 5.36%
• 1M: -7.39%
• YTD: 22.10%
• 6M: 49.12%
• 1Y: 67.78%
• 3Y*: 8.64%
• 5Y*: 8.31%
• 10Y*: 21.95%

NGLOY

• 1D: 6.61%
• 1M: -13.20%
• YTD: 4.88%
• 6M: 14.27%
• 1Y: 59.51%
• 3Y*: 12.76%
• 5Y*: 5.81%
• 10Y*: 23.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VALE vs. NGLOY — Risk / Return Rank

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

VALE

VALE Risk / Return Rank: 89
VALE Sharpe Ratio Rank: 91
VALE Sortino Ratio Rank: 88
VALE Omega Ratio Rank: 87
VALE Calmar Ratio Rank: 88
VALE Martin Ratio Rank: 91

NGLOY

NGLOY Risk / Return Rank: 80
NGLOY Sharpe Ratio Rank: 84
NGLOY Sortino Ratio Rank: 79
NGLOY Omega Ratio Rank: 76
NGLOY Calmar Ratio Rank: 78
NGLOY Martin Ratio Rank: 83

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. NGLOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vale S.A. (VALE) and Anglo American plc ADR (NGLOY). 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.

	VALE	NGLOY	Difference
Sharpe ratio Return per unit of total volatility	2.07	1.43	+0.64
Sortino ratio Return per unit of downside risk	2.61	2.04	+0.57
Omega ratio Gain probability vs. loss probability	1.35	1.25	+0.09
Calmar ratio Return relative to maximum drawdown	3.36	2.08	+1.28
Martin ratio Return relative to average drawdown	11.28	6.86	+4.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VALE vs. NGLOY - Sharpe Ratio Comparison

The current VALE Sharpe Ratio is 2.07, which is higher than the NGLOY Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of VALE and NGLOY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VALE	NGLOY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.07	1.43	+0.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	0.14	+0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	0.54	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.11	+0.20

Correlation

The correlation between VALE and NGLOY is 0.63, 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.

Dividends

VALE vs. NGLOY - Dividend Comparison

VALE's dividend yield for the trailing twelve months is around 3.61%, more than NGLOY's 0.53% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VALE Vale S.A.	3.61%	7.29%	11.41%	7.75%	8.63%	19.70%	2.72%	2.63%	4.16%	3.77%	1.06%	7.48%
NGLOY Anglo American plc ADR	0.53%	0.69%	2.81%	5.17%	7.45%	6.24%	2.06%	3.67%	4.35%	2.16%	0.00%	19.68%

Drawdowns

VALE vs. NGLOY - Drawdown Comparison

The maximum VALE drawdown since its inception was -92.78%, roughly equal to the maximum NGLOY drawdown of -92.97%. Use the drawdown chart below to compare losses from any high point for VALE and NGLOY.

Drawdown Indicators

	VALE	NGLOY	Difference
Max Drawdown Largest peak-to-trough decline	-92.78%	-92.97%	+0.19%
Max Drawdown (1Y) Largest decline over 1 year	-19.85%	-25.75%	+5.90%
Max Drawdown (5Y) Largest decline over 5 years	-49.79%	-58.28%	+8.49%
Max Drawdown (10Y) Largest decline over 10 years	-57.60%	-58.28%	+0.68%
Current Drawdown Current decline from peak	-9.24%	-16.22%	+6.98%
Average Drawdown Average peak-to-trough decline	-36.95%	-40.52%	+3.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.92%	7.81%	-1.89%

Volatility

VALE vs. NGLOY - Volatility Comparison

The current volatility for Vale S.A. (VALE) is 13.54%, while Anglo American plc ADR (NGLOY) has a volatility of 15.58%. This indicates that VALE experiences smaller price fluctuations and is considered to be less risky than NGLOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VALE	NGLOY	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.54%	15.58%	-2.04%
Volatility (6M) Calculated over the trailing 6-month period	24.51%	28.49%	-3.98%
Volatility (1Y) Calculated over the trailing 1-year period	32.86%	41.92%	-9.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.65%	42.90%	-7.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.24%	44.52%	-2.28%

Financials

VALE vs. NGLOY - Profitability Comparison

The chart below illustrates the profitability comparison between Vale S.A. and Anglo American plc ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

VALE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Vale S.A. reported a gross profit of 4.08B and revenue of 11.06B. Therefore, the gross margin over that period was 36.9%.

NGLOY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Anglo American plc ADR reported a gross profit of 3.87B and revenue of 9.53B. Therefore, the gross margin over that period was 40.7%.

VALE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Vale S.A. reported an operating income of 2.91B and revenue of 11.06B, resulting in an operating margin of 26.3%.

NGLOY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Anglo American plc ADR reported an operating income of 1.94B and revenue of 9.53B, resulting in an operating margin of 20.4%.

VALE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Vale S.A. reported a net income of -3.90B and revenue of 11.06B, resulting in a net margin of -35.3%.

NGLOY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Anglo American plc ADR reported a net income of -1.86B and revenue of 9.53B, resulting in a net margin of -19.5%.