VALE vs. SAF.PA
VALE (Vale S.A.) and SAF.PA (Safran SA) are both stocks. VALE operates in Other Industrial Metals & Mining (Basic Materials), while SAF.PA operates in Aerospace & Defense (Industrials). Over the past 10 years, VALE returned 20.98%/yr vs 18.67%/yr for SAF.PA. At a 0.27 correlation, their price movements are largely independent.
Performance
VALE vs. SAF.PA - Performance Comparison
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Different Trading Currencies
VALE is traded in USD, while SAF.PA is traded in EUR. To make them comparable, the SAF.PA values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VALE achieves a 15.04% return, which is significantly higher than SAF.PA's 0.94% return. Over the past 10 years, VALE has outperformed SAF.PA with an annualized return of 20.98%, while SAF.PA has yielded a comparatively lower 18.67% annualized return.
VALE
- 1D
- -1.58%
- 1M
- -9.86%
- YTD
- 15.04%
- 6M
- 19.11%
- 1Y
- 66.24%
- 3Y*
- 10.73%
- 5Y*
- 1.65%
- 10Y*
- 20.98%
SAF.PA
- 1D
- 2.32%
- 1M
- 4.50%
- YTD
- 0.94%
- 6M
- 3.39%
- 1Y
- 16.48%
- 3Y*
- 34.81%
- 5Y*
- 19.65%
- 10Y*
- 18.67%
VALE vs. SAF.PA - Yearly Performance Comparison
Correlation
The correlation between VALE and SAF.PA is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 29, 2007 | 0.27 |
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Return for Risk
VALE vs. SAF.PA — Risk / Return Rank
VALE
SAF.PA
VALE vs. SAF.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vale S.A. (VALE) and Safran SA (SAF.PA). 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 | SAF.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.59 | ||
| Sortino ratioReturn per unit of downside risk | +1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.12 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 0.67 | +2.69 |
| Martin ratioReturn relative to average drawdown | 11.56 | 1.80 | +9.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VALE | SAF.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 0.50 | +1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.64 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.53 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.45 | -0.15 |
Drawdowns
VALE vs. SAF.PA - Drawdown Comparison
The maximum VALE drawdown since its inception was -92.78%, which is greater than SAF.PA's maximum drawdown of -65.85%. Use the drawdown chart below to compare losses from any high point for VALE and SAF.PA.
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Drawdown Indicators
| VALE | SAF.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.78% | -65.85% | -26.93% |
Max Drawdown (1Y)Largest decline over 1 year | -19.85% | -24.21% | +4.36% |
Max Drawdown (3Y)Largest decline over 3 years | -41.94% | -24.21% | -17.73% |
Max Drawdown (5Y)Largest decline over 5 years | -49.79% | -41.76% | -8.03% |
Max Drawdown (10Y)Largest decline over 10 years | -57.60% | -65.00% | +7.40% |
Current DrawdownCurrent decline from peak | -15.88% | -13.82% | -2.06% |
Average DrawdownAverage peak-to-trough decline | -36.72% | -13.89% | -22.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 9.01% | -3.26% |
Volatility
VALE vs. SAF.PA - Volatility Comparison
The current volatility for Vale S.A. (VALE) is 9.08%, while Safran SA (SAF.PA) has a volatility of 10.60%. This indicates that VALE experiences smaller price fluctuations and is considered to be less risky than SAF.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VALE | SAF.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.08% | 10.60% | -1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 26.61% | 28.77% | -2.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.92% | 32.42% | -0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.45% | 30.36% | +5.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.87% | 34.60% | +6.27% |
Dividends
VALE vs. SAF.PA - Dividend Comparison
VALE's dividend yield for the trailing twelve months is around 3.83%, more than SAF.PA's 1.12% yield.
Financials
VALE vs. SAF.PA - Financials Comparison
This section allows you to compare key financial metrics between Vale S.A. and Safran SA. 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
Frequently Asked Questions
VALE and SAF.PA have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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