I tried to install Valgrind with brew install Valgrind and got :
brew install Valgrind
valgrind: This formula either does not compile or function as expected on macOS
addition: I found this one worked for me on my OSX 10.14
brew install --HEAD https://raw.githubusercontent.com/LouisBrunner/valgrind-macos/master/valgrind.rb
A branch that is working to get OSX correct. something to tide us over until we get a real valgrind version fixed.