VALE vs. PBR
Compare and contrast key facts about Vale S.A. (VALE) and Petróleo Brasileiro S.A. - Petrobras (PBR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VALE or PBR.
Performance
VALE vs. PBR - Performance Comparison
Returns By Period
In the year-to-date period, VALE achieves a -31.95% return, which is significantly lower than PBR's 0.08% return. Over the past 10 years, VALE has underperformed PBR with an annualized return of 7.14%, while PBR has yielded a comparatively higher 14.97% annualized return.
VALE
-31.95%
-6.21%
-17.90%
-29.04%
6.38%
7.14%
PBR
0.08%
1.95%
0.51%
4.46%
22.04%
14.97%
Fundamentals
| VALE | PBR | |
|---|---|---|
| Market Cap | $42.82B | $89.21B |
| EPS | $2.16 | $2.56 |
| PE Ratio | 4.64 | 5.55 |
| PEG Ratio | 10.64 | 2.61 |
| Total Revenue (TTM) | $40.95B | $97.68B |
| Gross Profit (TTM) | $15.89B | $49.47B |
| EBITDA (TTM) | $17.22B | $42.15B |
Key characteristics
| VALE | PBR | |
|---|---|---|
| Sharpe Ratio | -1.10 | 0.15 |
| Sortino Ratio | -1.65 | 0.41 |
| Omega Ratio | 0.82 | 1.05 |
| Calmar Ratio | -0.67 | 0.12 |
| Martin Ratio | -1.33 | 0.42 |
| Ulcer Index | 22.43% | 10.68% |
| Daily Std Dev | 27.10% | 29.43% |
| Max Drawdown | -93.21% | -95.28% |
| Current Drawdown | -44.12% | -31.27% |
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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.
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.
Dividends
VALE vs. PBR - Dividend Comparison
VALE's dividend yield for the trailing twelve months is around 9.26%, less than PBR's 13.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VALE Vale S.A. | 9.26% | 7.75% | 8.61% | 19.70% | 2.73% | 2.63% | 4.16% | 3.39% | 0.64% | 8.84% | 6.69% | 5.73% |
PBR Petróleo Brasileiro S.A. - Petrobras | 13.27% | 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.
Volatility
VALE vs. PBR - Volatility Comparison
Vale S.A. (VALE) has a higher volatility of 9.86% compared to Petróleo Brasileiro S.A. - Petrobras (PBR) at 5.30%. This indicates that VALE's price experiences larger fluctuations and is considered to be riskier than PBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities