BMA vs. GGAL

In the year-to-date period, BMA achieves a 219.38% return, which is significantly lower than GGAL's 259.95% return. Over the past 10 years, BMA has underperformed GGAL with an annualized return of 10.49%, while GGAL has yielded a comparatively higher 16.73% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Banco Macro S.A. (BMA) and Grupo Financiero Galicia S.A. (GGAL). 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 current BMA Sharpe Ratio is 4.95, which is comparable to the GGAL Sharpe Ratio of 5.90. The chart below compares the historical Sharpe Ratios of BMA and GGAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BMA's dividend yield for the trailing twelve months is around 7.21%, more than GGAL's 4.11% yield.

The maximum BMA drawdown since its inception was -91.66%, smaller than the maximum GGAL drawdown of -98.98%. Use the drawdown chart below to compare losses from any high point for BMA and GGAL. For additional features, visit the drawdowns tool.

Banco Macro S.A. (BMA) has a higher volatility of 15.17% compared to Grupo Financiero Galicia S.A. (GGAL) at 11.89%. This indicates that BMA's price experiences larger fluctuations and is considered to be riskier than GGAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Banco Macro S.A. and Grupo Financiero Galicia S.A.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.