Vale S.A. (VALE) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Vale S.A. (VALE): 1Y return 87.5%, Sharpe ratio 2.14, volatility 30.6%, max drawdown -19.9%. 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: -0.7%, Sharpe: -0.19, Volatility: 26.1%, Max Drawdown: -6.2%
- YTD
- Return: 24.7%, Sharpe: 1.58, Volatility: 37.4%, Max Drawdown: -19.9%
- 1Y
- Return: 87.5%, Sharpe: 2.14, Volatility: 30.6%, Max Drawdown: -19.9%
- 5Y
- Return: 25.3%, Sharpe: 0.30, Volatility: 34.7%, Max Drawdown: -49.8%
- 10Y
- Return: 729.3%, Sharpe: 0.71, Volatility: 40.3%, 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.