VALE Vale S.A.

Fundamental Data

Get detailed Fundamental insights of Vale S.A. and compare it to the S&P500.
YTD Return
VALE -35.44%
vs.
SPY +15.63%
1-Year Return
VALE -26.80%
vs.
SPY +21.81%
3-Year Return
VALE -6.95%
vs.
SPY +6.05%

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 Sep 5, 2024 -56.63% 1135
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 - September 5, 2024

Annual Return (%)

VALE
S&P500
Metric VALE S&P500
Cumulative Return +28.97% +167.54%
Compound Annual Growth Rate (CAGR) +1.83% +7.28%
Sharpe 0.30 0.66
Sortino 0.44 0.92
Max Drawdown -75.57% -34.1%
Longest Drawdown Days 1135 745
Volatility (ann.) 48.8% 17.85%
Correlation 45.65% -
R^2 0.21 -
Calmar 0.02 0.21
Skew 0.33 -0.55
Kurtosis 4.10 12.49
Expected Daily +0.01% +0.04%
Expected Monthly +0.22% +0.84%
Expected Yearly +2.58% +10.34%
Kelly Criterion 1% 4.74%
Risk of Ruin 0% 0%
Daily Value-at-Risk -5.00% -1.80%
Expected Shortfall (cVaR) -5.00% -1.80%
Max Consecutive Wins 9 10
Max Consecutive Losses 12 8
Gain/Pain Ratio 0.05 0.13
Gain/Pain (1M) 0.26 0.75
Payoff Ratio 0.99 0.92
Profit Factor 1.05 1.13
Outlier Win Ratio 2.64 8.05
Outlier Loss Ratio 2.44 7.13
MTD -2.66% -2.50%
3M -11.27% +4.02%
6M -23.81% +7.28%
Best Day +21.51% +9.06%
Worst Day -18.01% -10.94%
Best Month +43.20% +12.70%
Worst Month -30.69% -13.00%
Best Year +131.61% +28.79%
Worst Year -58.56% -19.48%
Avg. Drawdown -12.47% -1.83%
Avg. Drawdown Days 98 21
Recovery Factor 1.85 3.34
Ulcer Index 0.32 0.08
Avg. Up Month +12.37% +3.53%
Avg. Down Month -10.21% -4.12%
Win Days 50.65% 54.28%
Win Month 47.86% 66.67%
Win Quarter 56.41% 76.92%
Win Year 60.00% 70.00%