Vale S.A. (VALE) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Vale S.A. (VALE): 1Y return 52.3%, Sharpe ratio 1.48, volatility 30.8%, max drawdown -21.2%. A Stock in the Equity asset class. Compare VALE with other assets and invest through your own broker with pfolio.
Vale S.A. (VALE) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: BR (Emerging)
- Currency: USD
VALE Performance
- MTD
- Return: -5.7%, Sharpe: -5.02, Volatility: 31.8%, Max Drawdown: -6.9%
- YTD
- Return: 8.8%, Sharpe: 0.60, Volatility: 36.6%, Max Drawdown: -21.2%
- 1Y
- Return: 52.3%, Sharpe: 1.48, Volatility: 30.8%, Max Drawdown: -21.2%
- 5Y
- Return: 3.0%, Sharpe: 0.19, Volatility: 34.8%, Max Drawdown: -49.8%
- 10Y
- Return: 427.5%, Sharpe: 0.60, Volatility: 39.8%, Max Drawdown: -57.6%
Frequently Asked Questions
- What is Vale S.A. (VALE)?
- Vale S.A. (VALE) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does VALE compare to other assets?
- You can compare VALE with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in VALE through pfolio?
- pfolio helps you build diversified portfolios that may include VALE. You invest through your own broker — pfolio provides the analytics.