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

Correlation

The correlation between VALE and VICI is 0.46, 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.


-0.50.00.51.0
Correlation: 0.5

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.

40.00%60.00%80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
67.93%
154.64%
VALE
VICI

Key characteristics

Sharpe Ratio

VALE:

-0.51

VICI:

0.96

Sortino Ratio

VALE:

-0.57

VICI:

1.50

Omega Ratio

VALE:

0.93

VICI:

1.18

Calmar Ratio

VALE:

-0.30

VICI:

1.28

Martin Ratio

VALE:

-0.83

VICI:

3.24

Ulcer Index

VALE:

18.60%

VICI:

5.92%

Daily Std Dev

VALE:

30.21%

VICI:

19.90%

Max Drawdown

VALE:

-93.21%

VICI:

-60.21%

Current Drawdown

VALE:

-44.01%

VICI:

-2.27%

Fundamentals

Market Cap

VALE:

$41.62B

VICI:

$34.30B

EPS

VALE:

$1.44

VICI:

$2.56

PE Ratio

VALE:

6.77

VICI:

12.68

PS Ratio

VALE:

0.20

VICI:

8.91

PB Ratio

VALE:

1.25

VICI:

1.29

Total Revenue (TTM)

VALE:

$29.08B

VICI:

$2.90B

Gross Profit (TTM)

VALE:

$10.50B

VICI:

$2.88B

EBITDA (TTM)

VALE:

$10.46B

VICI:

$2.75B

Returns By Period

The year-to-date returns for both investments are quite close, with VALE having a 11.33% return and VICI slightly higher at 11.80%.


VALE

YTD

11.33%

1M

-6.22%

6M

-8.43%

1Y

-14.33%

5Y*

15.57%

10Y*

8.94%

VICI

YTD

11.80%

1M

1.00%

6M

3.18%

1Y

19.27%

5Y*

21.84%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VALE vs. VICI — Risk-Adjusted Performance Rank

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

VALE
The Risk-Adjusted Performance Rank of VALE is 2727
Overall Rank
The Sharpe Ratio Rank of VALE is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of VALE is 2222
Sortino Ratio Rank
The Omega Ratio Rank of VALE is 2323
Omega Ratio Rank
The Calmar Ratio Rank of VALE is 3333
Calmar Ratio Rank
The Martin Ratio Rank of VALE is 3333
Martin Ratio Rank

VICI
The Risk-Adjusted Performance Rank of VICI is 8181
Overall Rank
The Sharpe Ratio Rank of VICI is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VICI is 7878
Sortino Ratio Rank
The Omega Ratio Rank of VICI is 7575
Omega Ratio Rank
The Calmar Ratio Rank of VICI is 8888
Calmar Ratio Rank
The Martin Ratio Rank of VICI is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for VALE, currently valued at -0.51, compared to the broader market-2.00-1.000.001.002.003.00
VALE: -0.51
VICI: 0.96
The chart of Sortino ratio for VALE, currently valued at -0.57, compared to the broader market-6.00-4.00-2.000.002.004.00
VALE: -0.57
VICI: 1.50
The chart of Omega ratio for VALE, currently valued at 0.93, compared to the broader market0.501.001.502.00
VALE: 0.93
VICI: 1.18
The chart of Calmar ratio for VALE, currently valued at -0.31, compared to the broader market0.001.002.003.004.005.00
VALE: -0.31
VICI: 1.28
The chart of Martin ratio for VALE, currently valued at -0.83, compared to the broader market-5.000.005.0010.0015.0020.00
VALE: -0.83
VICI: 3.24

The current VALE Sharpe Ratio is -0.51, which is lower than the VICI Sharpe Ratio of 0.96. 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-1.50-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.51
0.96
VALE
VICI

Dividends

VALE vs. VICI - Dividend Comparison

VALE's dividend yield for the trailing twelve months is around 8.74%, more than VICI's 5.32% yield.


TTM20242023202220212020201920182017201620152014
VALE
Vale S.A.
8.74%11.29%7.75%8.65%19.70%2.73%2.63%4.16%3.39%0.64%8.84%6.69%
VICI
VICI Properties Inc.
5.32%5.81%5.05%4.63%4.58%4.93%4.59%5.32%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%NovemberDecember2025FebruaryMarchApril
-41.68%
-2.27%
VALE
VICI

Volatility

VALE vs. VICI - Volatility Comparison

Vale S.A. (VALE) has a higher volatility of 14.75% compared to VICI Properties Inc. (VICI) at 9.26%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.75%
9.26%
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