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BMA vs. GGAL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BMA and GGAL is 0.37, 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

BMA vs. GGAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Banco Macro S.A. (BMA) and Grupo Financiero Galicia S.A. (GGAL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BMA:

1.11

GGAL:

1.76

Sortino Ratio

BMA:

1.61

GGAL:

2.12

Omega Ratio

BMA:

1.18

GGAL:

1.25

Calmar Ratio

BMA:

1.01

GGAL:

1.48

Martin Ratio

BMA:

3.24

GGAL:

5.94

Ulcer Index

BMA:

16.65%

GGAL:

13.50%

Daily Std Dev

BMA:

61.77%

GGAL:

57.75%

Max Drawdown

BMA:

-91.66%

GGAL:

-98.98%

Current Drawdown

BMA:

-19.72%

GGAL:

-13.69%

Fundamentals

Market Cap

BMA:

$6.14B

GGAL:

$10.46B

EPS

BMA:

$4.47

GGAL:

$9.60

PE Ratio

BMA:

20.79

GGAL:

6.45

PEG Ratio

BMA:

0.90

GGAL:

0.75

PS Ratio

BMA:

0.00

GGAL:

0.00

PB Ratio

BMA:

1.64

GGAL:

1.87

Total Revenue (TTM)

BMA:

$3.49T

GGAL:

$6.55T

Gross Profit (TTM)

BMA:

$2.40T

GGAL:

$6.55T

EBITDA (TTM)

BMA:

-$336.62B

GGAL:

$665.32B

Returns By Period

In the year-to-date period, BMA achieves a -3.89% return, which is significantly lower than GGAL's 0.02% return. Over the past 10 years, BMA has underperformed GGAL with an annualized return of 9.63%, while GGAL has yielded a comparatively higher 14.10% annualized return.


BMA

YTD

-3.89%

1M

-0.18%

6M

16.24%

1Y

67.92%

3Y*

95.61%

5Y*

42.15%

10Y*

9.63%

GGAL

YTD

0.02%

1M

-0.94%

6M

11.44%

1Y

100.06%

3Y*

98.99%

5Y*

52.39%

10Y*

14.10%

*Annualized

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Banco Macro S.A.

Grupo Financiero Galicia S.A.

Risk-Adjusted Performance

BMA vs. GGAL — Risk-Adjusted Performance Rank

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

BMA
The Risk-Adjusted Performance Rank of BMA is 8181
Overall Rank
The Sharpe Ratio Rank of BMA is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of BMA is 8080
Sortino Ratio Rank
The Omega Ratio Rank of BMA is 7474
Omega Ratio Rank
The Calmar Ratio Rank of BMA is 8484
Calmar Ratio Rank
The Martin Ratio Rank of BMA is 8080
Martin Ratio Rank

GGAL
The Risk-Adjusted Performance Rank of GGAL is 8888
Overall Rank
The Sharpe Ratio Rank of GGAL is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of GGAL is 8787
Sortino Ratio Rank
The Omega Ratio Rank of GGAL is 8383
Omega Ratio Rank
The Calmar Ratio Rank of GGAL is 8989
Calmar Ratio Rank
The Martin Ratio Rank of GGAL is 8989
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.

BMA vs. GGAL - Risk-Adjusted Performance Comparison

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 1.11, which is lower than the GGAL Sharpe Ratio of 1.76. 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.


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Dividends

BMA vs. GGAL - Dividend Comparison

BMA's dividend yield for the trailing twelve months is around 5.70%, more than GGAL's 3.81% yield.


TTM20242023202220212020201920182017201620152014
BMA
Banco Macro S.A.
5.70%6.10%6.20%6.79%0.00%0.00%6.20%5.05%0.65%1.56%0.00%2.87%
GGAL
Grupo Financiero Galicia S.A.
3.81%3.81%6.49%4.62%0.67%0.94%1.93%1.31%0.18%0.30%0.32%0.23%

Drawdowns

BMA vs. GGAL - Drawdown Comparison

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.


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Volatility

BMA vs. GGAL - Volatility Comparison

Banco Macro S.A. (BMA) has a higher volatility of 11.13% compared to Grupo Financiero Galicia S.A. (GGAL) at 8.38%. 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.


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Financials

BMA vs. GGAL - Financials Comparison

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.


Quarterly
Annual

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


0.00500.00B1.00T1.50T2.00T20212022202320242025
1.09T
1.66T
(BMA) Total Revenue
(GGAL) Total Revenue
Values in USD except per share items