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

Correlation

The correlation between VALE and VICI is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

VALE vs. VICI - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-19.01%
5.78%
VALE
VICI

Key characteristics

Sharpe Ratio

VALE:

-1.33

VICI:

-0.04

Sortino Ratio

VALE:

-2.10

VICI:

0.07

Omega Ratio

VALE:

0.77

VICI:

1.01

Calmar Ratio

VALE:

-0.74

VICI:

-0.05

Martin Ratio

VALE:

-1.53

VICI:

-0.10

Ulcer Index

VALE:

24.27%

VICI:

7.66%

Daily Std Dev

VALE:

27.95%

VICI:

18.47%

Max Drawdown

VALE:

-93.21%

VICI:

-60.21%

Current Drawdown

VALE:

-50.45%

VICI:

-12.80%

Fundamentals

Market Cap

VALE:

$39.42B

VICI:

$31.68B

EPS

VALE:

$2.16

VICI:

$2.70

PE Ratio

VALE:

4.25

VICI:

11.13

Total Revenue (TTM)

VALE:

$40.95B

VICI:

$3.81B

Gross Profit (TTM)

VALE:

$15.89B

VICI:

$3.78B

EBITDA (TTM)

VALE:

$17.22B

VICI:

$3.67B

Returns By Period

In the year-to-date period, VALE achieves a -39.75% return, which is significantly lower than VICI's -4.07% return.


VALE

YTD

-39.75%

1M

-12.08%

6M

-18.21%

1Y

-37.79%

5Y*

1.57%

10Y*

7.35%

VICI

YTD

-4.07%

1M

-8.06%

6M

5.66%

1Y

-2.55%

5Y*

8.51%

10Y*

N/A

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Risk-Adjusted Performance

VALE vs. VICI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vale S.A. (VALE) and VICI Properties Inc. (VICI). 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 -1.33, compared to the broader market-4.00-2.000.002.00-1.33-0.04
The chart of Sortino ratio for VALE, currently valued at -2.10, compared to the broader market-4.00-2.000.002.004.00-2.100.07
The chart of Omega ratio for VALE, currently valued at 0.77, compared to the broader market0.501.001.502.000.771.01
The chart of Calmar ratio for VALE, currently valued at -0.77, compared to the broader market0.002.004.006.00-0.77-0.05
The chart of Martin ratio for VALE, currently valued at -1.53, compared to the broader market0.0010.0020.00-1.53-0.10
VALE
VICI

The current VALE Sharpe Ratio is -1.33, which is lower than the VICI Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of VALE and VICI, 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-1.33
-0.04
VALE
VICI

Dividends

VALE vs. VICI - Dividend Comparison

VALE's dividend yield for the trailing twelve months is around 11.54%, more than VICI's 7.30% yield.


TTM20232022202120202019201820172016201520142013
VALE
Vale S.A.
11.54%7.75%8.65%19.70%2.73%2.63%4.16%3.39%0.64%8.84%6.69%5.73%
VICI
VICI Properties Inc.
5.87%5.05%4.63%4.58%4.93%4.59%5.32%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VALE vs. VICI - Drawdown Comparison

The maximum VALE drawdown since its inception was -93.21%, which is greater than VICI's maximum drawdown of -60.21%. Use the drawdown chart below to compare losses from any high point for VALE and VICI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-48.38%
-12.80%
VALE
VICI

Volatility

VALE vs. VICI - Volatility Comparison

Vale S.A. (VALE) has a higher volatility of 9.04% compared to VICI Properties Inc. (VICI) at 5.06%. This indicates that VALE's price experiences larger fluctuations and is considered to be riskier than VICI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
9.04%
5.06%
VALE
VICI

Financials

VALE vs. VICI - Financials Comparison

This section allows you to compare key financial metrics between Vale S.A. and VICI Properties Inc.. 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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