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ABEV vs. PG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ABEV and PG is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

ABEV vs. PG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ambev S.A. (ABEV) and The Procter & Gamble Company (PG). The values are adjusted to include any dividend payments, if applicable.

800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%NovemberDecember2025FebruaryMarchApril
2,033.56%
868.05%
ABEV
PG

Key characteristics

Sharpe Ratio

ABEV:

0.49

PG:

0.10

Sortino Ratio

ABEV:

0.90

PG:

0.25

Omega Ratio

ABEV:

1.11

PG:

1.03

Calmar Ratio

ABEV:

0.20

PG:

0.15

Martin Ratio

ABEV:

1.02

PG:

0.39

Ulcer Index

ABEV:

13.66%

PG:

4.67%

Daily Std Dev

ABEV:

28.83%

PG:

18.80%

Max Drawdown

ABEV:

-74.20%

PG:

-54.23%

Current Drawdown

ABEV:

-58.50%

PG:

-10.11%

Fundamentals

Market Cap

ABEV:

$38.34B

PG:

$374.07B

EPS

ABEV:

$0.16

PG:

$6.28

PE Ratio

ABEV:

15.31

PG:

25.40

PEG Ratio

ABEV:

1.47

PG:

3.34

PS Ratio

ABEV:

0.43

PG:

4.44

PB Ratio

ABEV:

2.26

PG:

7.71

Total Revenue (TTM)

ABEV:

$69.18B

PG:

$64.15B

Gross Profit (TTM)

ABEV:

$35.62B

PG:

$32.96B

EBITDA (TTM)

ABEV:

$19.99B

PG:

$17.82B

Returns By Period

In the year-to-date period, ABEV achieves a 34.24% return, which is significantly higher than PG's -3.65% return. Over the past 10 years, ABEV has underperformed PG with an annualized return of -5.62%, while PG has yielded a comparatively higher 10.11% annualized return.


ABEV

YTD

34.24%

1M

5.58%

6M

15.48%

1Y

12.99%

5Y*

9.34%

10Y*

-5.62%

PG

YTD

-3.65%

1M

-1.41%

6M

-4.77%

1Y

0.53%

5Y*

8.75%

10Y*

10.11%

*Annualized

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Risk-Adjusted Performance

ABEV vs. PG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABEV
The Risk-Adjusted Performance Rank of ABEV is 6565
Overall Rank
The Sharpe Ratio Rank of ABEV is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of ABEV is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ABEV is 6161
Omega Ratio Rank
The Calmar Ratio Rank of ABEV is 6262
Calmar Ratio Rank
The Martin Ratio Rank of ABEV is 6565
Martin Ratio Rank

PG
The Risk-Adjusted Performance Rank of PG is 5353
Overall Rank
The Sharpe Ratio Rank of PG is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of PG is 4545
Sortino Ratio Rank
The Omega Ratio Rank of PG is 4545
Omega Ratio Rank
The Calmar Ratio Rank of PG is 6060
Calmar Ratio Rank
The Martin Ratio Rank of PG is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ABEV vs. PG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ambev S.A. (ABEV) and The Procter & Gamble Company (PG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for ABEV, currently valued at 0.49, compared to the broader market-2.00-1.000.001.002.003.00
ABEV: 0.49
PG: 0.10
The chart of Sortino ratio for ABEV, currently valued at 0.90, compared to the broader market-6.00-4.00-2.000.002.004.00
ABEV: 0.90
PG: 0.25
The chart of Omega ratio for ABEV, currently valued at 1.11, compared to the broader market0.501.001.502.00
ABEV: 1.11
PG: 1.03
The chart of Calmar ratio for ABEV, currently valued at 0.20, compared to the broader market0.001.002.003.004.005.00
ABEV: 0.20
PG: 0.15
The chart of Martin ratio for ABEV, currently valued at 1.02, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ABEV: 1.02
PG: 0.39

The current ABEV Sharpe Ratio is 0.49, which is higher than the PG Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of ABEV and PG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.49
0.10
ABEV
PG

Dividends

ABEV vs. PG - Dividend Comparison

ABEV's dividend yield for the trailing twelve months is around 5.30%, more than PG's 2.56% yield.


TTM20242023202220212020201920182017201620152014
ABEV
Ambev S.A.
5.30%5.86%5.25%5.37%4.39%2.68%2.51%3.80%2.57%3.75%5.09%5.31%
PG
The Procter & Gamble Company
2.56%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%

Drawdowns

ABEV vs. PG - Drawdown Comparison

The maximum ABEV drawdown since its inception was -74.20%, which is greater than PG's maximum drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for ABEV and PG. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-58.50%
-10.11%
ABEV
PG

Volatility

ABEV vs. PG - Volatility Comparison

Ambev S.A. (ABEV) has a higher volatility of 11.62% compared to The Procter & Gamble Company (PG) at 9.61%. This indicates that ABEV's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.62%
9.61%
ABEV
PG

Financials

ABEV vs. PG - Financials Comparison

This section allows you to compare key financial metrics between Ambev S.A. and The Procter & Gamble Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items