ABEV vs. PG
Compare and contrast key facts about Ambev S.A. (ABEV) and The Procter & Gamble Company (PG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABEV or PG.
Key characteristics
| ABEV | PG | |
|---|---|---|
| YTD Return | -20.71% | 15.93% |
| 1Y Return | -14.87% | 12.55% |
| 3Y Return (Ann) | -7.34% | 6.95% |
| 5Y Return (Ann) | -8.67% | 9.44% |
| 10Y Return (Ann) | -7.01% | 9.46% |
| Sharpe Ratio | -0.55 | 0.89 |
| Sortino Ratio | -0.62 | 1.30 |
| Omega Ratio | 0.92 | 1.18 |
| Calmar Ratio | -0.20 | 1.56 |
| Martin Ratio | -0.80 | 5.11 |
| Ulcer Index | 16.60% | 2.58% |
| Daily Std Dev | 24.34% | 14.81% |
| Max Drawdown | -74.18% | -54.23% |
| Current Drawdown | -64.84% | -6.22% |
Fundamentals
| ABEV | PG | |
|---|---|---|
| Market Cap | $34.76B | $388.82B |
| EPS | $0.15 | $5.79 |
| PE Ratio | 14.73 | 28.51 |
| PEG Ratio | 1.98 | 3.48 |
| Total Revenue (TTM) | $60.31B | $83.91B |
| Gross Profit (TTM) | $29.38B | $43.14B |
| EBITDA (TTM) | $18.75B | $22.32B |
Correlation
The correlation between ABEV and PG is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ABEV vs. PG - Performance Comparison
In the year-to-date period, ABEV achieves a -20.71% return, which is significantly lower than PG's 15.93% return. Over the past 10 years, ABEV has underperformed PG with an annualized return of -7.01%, while PG has yielded a comparatively higher 9.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
ABEV vs. PG - Dividend Comparison
ABEV's dividend yield for the trailing twelve months is around 6.62%, more than PG's 2.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABEV Ambev S.A. | 6.62% | 5.25% | 5.37% | 4.39% | 2.68% | 2.51% | 3.80% | 2.57% | 3.75% | 5.09% | 5.31% | 1.64% |
PG The Procter & Gamble Company | 2.39% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
Drawdowns
ABEV vs. PG - Drawdown Comparison
The maximum ABEV drawdown since its inception was -74.18%, 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.
Volatility
ABEV vs. PG - Volatility Comparison
Ambev S.A. (ABEV) has a higher volatility of 6.92% compared to The Procter & Gamble Company (PG) at 3.01%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities