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BCH vs. CAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BCHCAT
YTD Return13.91%32.84%
1Y Return32.92%45.52%
3Y Return (Ann)21.86%28.46%
5Y Return (Ann)3.74%28.90%
10Y Return (Ann)6.55%18.55%
Sharpe Ratio1.531.82
Sortino Ratio2.142.35
Omega Ratio1.261.32
Calmar Ratio1.462.27
Martin Ratio8.336.28
Ulcer Index3.95%7.71%
Daily Std Dev21.44%26.57%
Max Drawdown-57.66%-73.43%
Current Drawdown-5.07%-2.58%

Fundamentals


BCHCAT
Market Cap$12.37B$188.12B
EPS$2.99$21.96
PE Ratio8.1417.67
PEG Ratio1.862.99
Total Revenue (TTM)$2.78T$49.56B
Gross Profit (TTM)$2.56T$17.88B
EBITDA (TTM)$840.72B$11.99B

Correlation

-0.50.00.51.00.3

The correlation between BCH and CAT is 0.32, 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

BCH vs. CAT - Performance Comparison

In the year-to-date period, BCH achieves a 13.91% return, which is significantly lower than CAT's 32.84% return. Over the past 10 years, BCH has underperformed CAT with an annualized return of 6.55%, while CAT has yielded a comparatively higher 18.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
5.83%
5.12%
BCH
CAT

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Risk-Adjusted Performance

BCH vs. CAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco de Chile (BCH) and Caterpillar Inc. (CAT). 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.


BCH
Sharpe ratio
The chart of Sharpe ratio for BCH, currently valued at 1.53, compared to the broader market-4.00-2.000.002.001.53
Sortino ratio
The chart of Sortino ratio for BCH, currently valued at 2.14, compared to the broader market-4.00-2.000.002.004.002.14
Omega ratio
The chart of Omega ratio for BCH, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for BCH, currently valued at 1.46, compared to the broader market0.002.004.006.001.46
Martin ratio
The chart of Martin ratio for BCH, currently valued at 8.33, compared to the broader market-10.000.0010.0020.008.33
CAT
Sharpe ratio
The chart of Sharpe ratio for CAT, currently valued at 1.82, compared to the broader market-4.00-2.000.002.001.82
Sortino ratio
The chart of Sortino ratio for CAT, currently valued at 2.35, compared to the broader market-4.00-2.000.002.004.002.35
Omega ratio
The chart of Omega ratio for CAT, currently valued at 1.32, compared to the broader market0.501.001.502.001.32
Calmar ratio
The chart of Calmar ratio for CAT, currently valued at 2.27, compared to the broader market0.002.004.006.002.27
Martin ratio
The chart of Martin ratio for CAT, currently valued at 6.28, compared to the broader market-10.000.0010.0020.006.28

BCH vs. CAT - Sharpe Ratio Comparison

The current BCH Sharpe Ratio is 1.53, which roughly equals the CAT Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of BCH and CAT, offering insights into how both instruments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
1.53
1.82
BCH
CAT

Dividends

BCH vs. CAT - Dividend Comparison

BCH's dividend yield for the trailing twelve months is around 6.95%, more than CAT's 1.37% yield.


TTM20232022202120202019201820172016201520142013
BCH
Banco de Chile
6.95%9.01%6.39%3.86%4.10%5.03%3.63%2.86%4.35%5.78%5.58%5.49%
CAT
Caterpillar Inc.
1.37%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%1.89%

Drawdowns

BCH vs. CAT - Drawdown Comparison

The maximum BCH drawdown since its inception was -57.66%, smaller than the maximum CAT drawdown of -73.43%. Use the drawdown chart below to compare losses from any high point for BCH and CAT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-5.07%
-2.58%
BCH
CAT

Volatility

BCH vs. CAT - Volatility Comparison

The current volatility for Banco de Chile (BCH) is 5.93%, while Caterpillar Inc. (CAT) has a volatility of 8.23%. This indicates that BCH experiences smaller price fluctuations and is considered to be less risky than CAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%MayJuneJulyAugustSeptemberOctober
5.93%
8.23%
BCH
CAT

Financials

BCH vs. CAT - Financials Comparison

This section allows you to compare key financial metrics between Banco de Chile and Caterpillar Inc.. 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