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

Correlation

The correlation between VALE and PBR 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.


-0.50.00.51.00.6

Performance

VALE vs. PBR - Performance Comparison

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

1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,572.30%
990.57%
VALE
PBR

Key characteristics

Sharpe Ratio

VALE:

-1.28

PBR:

-0.04

Sortino Ratio

VALE:

-2.01

PBR:

0.15

Omega Ratio

VALE:

0.78

PBR:

1.02

Calmar Ratio

VALE:

-0.71

PBR:

-0.04

Martin Ratio

VALE:

-1.46

PBR:

-0.12

Ulcer Index

VALE:

24.53%

PBR:

11.37%

Daily Std Dev

VALE:

27.95%

PBR:

30.13%

Max Drawdown

VALE:

-93.21%

PBR:

-95.28%

Current Drawdown

VALE:

-49.54%

PBR:

-34.31%

Fundamentals

Market Cap

VALE:

$39.42B

PBR:

$84.25B

EPS

VALE:

$2.16

PBR:

$2.56

PE Ratio

VALE:

4.25

PBR:

5.28

PEG Ratio

VALE:

10.64

PBR:

2.58

Total Revenue (TTM)

VALE:

$40.95B

PBR:

$97.69B

Gross Profit (TTM)

VALE:

$15.89B

PBR:

$50.10B

EBITDA (TTM)

VALE:

$17.22B

PBR:

$40.95B

Returns By Period

In the year-to-date period, VALE achieves a -38.65% return, which is significantly lower than PBR's -4.36% return. Over the past 10 years, VALE has underperformed PBR with an annualized return of 7.61%, while PBR has yielded a comparatively higher 18.05% annualized return.


VALE

YTD

-38.65%

1M

-9.85%

6M

-17.23%

1Y

-38.18%

5Y*

1.89%

10Y*

7.61%

PBR

YTD

-4.36%

1M

-5.13%

6M

-1.25%

1Y

-1.84%

5Y*

20.43%

10Y*

18.05%

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Risk-Adjusted Performance

VALE vs. PBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vale S.A. (VALE) and Petróleo Brasileiro S.A. - Petrobras (PBR). 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-4.00-2.000.002.00-1.28-0.04
The chart of Sortino ratio for VALE, currently valued at -2.01, compared to the broader market-4.00-2.000.002.004.00-2.010.15
The chart of Omega ratio for VALE, currently valued at 0.78, compared to the broader market0.501.001.502.000.781.02
The chart of Calmar ratio for VALE, currently valued at -0.71, compared to the broader market0.002.004.006.00-0.71-0.04
The chart of Martin ratio for VALE, currently valued at -1.46, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.46-0.12
VALE
PBR

The current VALE Sharpe Ratio is -1.28, which is lower than the PBR Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of VALE and PBR, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-1.28
-0.04
VALE
PBR

Dividends

VALE vs. PBR - Dividend Comparison

VALE's dividend yield for the trailing twelve months is around 11.34%, less than PBR's 18.54% 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%
PBR
Petróleo Brasileiro S.A. - Petrobras
18.54%18.47%60.50%18.59%2.42%1.53%0.98%0.00%0.00%0.00%6.57%1.91%

Drawdowns

VALE vs. PBR - Drawdown Comparison

The maximum VALE drawdown since its inception was -93.21%, roughly equal to the maximum PBR drawdown of -95.28%. Use the drawdown chart below to compare losses from any high point for VALE and PBR. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%JulyAugustSeptemberOctoberNovemberDecember
-49.54%
-34.31%
VALE
PBR

Volatility

VALE vs. PBR - Volatility Comparison

The current volatility for Vale S.A. (VALE) is 9.28%, while Petróleo Brasileiro S.A. - Petrobras (PBR) has a volatility of 10.21%. This indicates that VALE experiences smaller price fluctuations and is considered to be less risky than PBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
9.28%
10.21%
VALE
PBR

Financials

VALE vs. PBR - Financials Comparison

This section allows you to compare key financial metrics between Vale S.A. and Petróleo Brasileiro S.A. - Petrobras. 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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