VALE Vale S.A.

Fundamental Data

Get detailed Fundamental insights of Vale S.A. and compare it to the S&P500.
1-Day Range
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1-Year Range
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Company Stats

Mkt Cap $0 Volume 0
Price $undefined Prev. Close $undefined
Alpha 0 Beta -
EPS undefined PE undefined

Worst 10 Drawdowns of VALE

Started Recovered Drawdown Days
May 6, 2015 Nov 25, 2016 -75.57% 570
Oct 18, 2018 Dec 3, 2020 -58.69% 778
Jul 29, 2021 Jul 19, 2024 -52.35% 1087
Jan 23, 2015 May 4, 2015 -35.79% 102
Feb 22, 2017 Sep 6, 2017 -32.55% 197
May 17, 2018 Sep 24, 2018 -17.65% 131
Dec 8, 2016 Jan 10, 2017 -16.81% 34
Feb 27, 2018 May 11, 2018 -16.52% 74
Sep 8, 2017 Dec 19, 2017 -16.07% 103
Jan 15, 2021 Apr 14, 2021 -14.73% 90

VALE vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - July 19, 2024

Annual Return (%)

VALE
S&P500
Metric VALE S&P500
Cumulative Return +37.66% +167.24%
Compound Annual Growth Rate (CAGR) +2.34% +7.37%
Sharpe 0.31 0.67
Sortino 0.46 0.93
Max Drawdown -75.57% -34.1%
Longest Drawdown Days 1087 745
Volatility (ann.) 49.02% 17.83%
Correlation 45.55% -
R^2 0.21 -
Calmar 0.03 0.22
Skew 0.33 -0.55
Kurtosis 4.07 12.70
Expected Daily +0.01% +0.04%
Expected Monthly +0.28% +0.86%
Expected Yearly +3.25% +10.33%
Kelly Criterion 1.22% 4.9%
Risk of Ruin 0% 0%
Daily Value-at-Risk -5.02% -1.80%
Expected Shortfall (cVaR) -5.02% -1.80%
Max Consecutive Wins 9 10
Max Consecutive Losses 12 8
Gain/Pain Ratio 0.06 0.14
Gain/Pain (1M) 0.28 0.76
Payoff Ratio 1.00 0.93
Profit Factor 1.06 1.14
Outlier Win Ratio 2.62 8.07
Outlier Loss Ratio 2.44 7.17
MTD -2.15% +0.88%
3M -7.69% +9.90%
6M -22.15% +15.22%
YTD -31.08% +15.50%
1Y -22.10% +20.87%
3Y (ann.) -12.60% +5.42%
Best Day +21.51% +9.06%
Worst Day -18.01% -10.94%
Best Month -18.01% -10.94%
Worst Month -30.69% -13.00%
Best Year +131.61% +28.79%
Worst Year -58.56% -19.48%
Avg. Drawdown -12.35% -1.80%
Avg. Drawdown Days 97 21
Recovery Factor 1.93 3.33
Ulcer Index 0.32 0.08
Avg. Up Month +12.37% +3.53%
Avg. Down Month -10.50% -4.18%
Win Days 50.59% 54.28%
Win Month 48.70% 66.96%
Win Quarter 56.41% 76.92%
Win Year 60.00% 70.00%