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

Correlation

The correlation between BMA and TEO is 0.50, 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.


-0.50.00.51.00.5

Performance

BMA vs. TEO - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
72.53%
76.10%
BMA
TEO

Key characteristics

Sharpe Ratio

BMA:

5.09

TEO:

1.15

Sortino Ratio

BMA:

4.44

TEO:

1.89

Omega Ratio

BMA:

1.55

TEO:

1.21

Calmar Ratio

BMA:

3.74

TEO:

0.78

Martin Ratio

BMA:

32.54

TEO:

3.54

Ulcer Index

BMA:

8.79%

TEO:

16.91%

Daily Std Dev

BMA:

56.23%

TEO:

52.02%

Max Drawdown

BMA:

-91.66%

TEO:

-98.60%

Current Drawdown

BMA:

-10.85%

TEO:

-51.77%

Fundamentals

Market Cap

BMA:

$6.71B

TEO:

$3.83B

EPS

BMA:

$7.25

TEO:

$1.05

PE Ratio

BMA:

14.74

TEO:

10.31

PEG Ratio

BMA:

0.90

TEO:

1.15

Total Revenue (TTM)

BMA:

$4.80T

TEO:

$3.55T

Gross Profit (TTM)

BMA:

$4.80T

TEO:

$2.60T

EBITDA (TTM)

BMA:

$669.76B

TEO:

$1.47T

Returns By Period

In the year-to-date period, BMA achieves a 271.85% return, which is significantly higher than TEO's 73.15% return. Over the past 10 years, BMA has outperformed TEO with an annualized return of 12.25%, while TEO has yielded a comparatively lower 0.40% annualized return.


BMA

YTD

271.85%

1M

17.80%

6M

72.53%

1Y

265.61%

5Y*

29.75%

10Y*

12.25%

TEO

YTD

73.15%

1M

-11.06%

6M

68.21%

1Y

57.51%

5Y*

7.74%

10Y*

0.40%

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Risk-Adjusted Performance

BMA vs. TEO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco Macro S.A. (BMA) and Telecom Argentina S.A. (TEO). 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.


Sharpe ratio
The chart of Sharpe ratio for BMA, currently valued at 5.09, compared to the broader market-4.00-2.000.002.005.091.11
The chart of Sortino ratio for BMA, currently valued at 4.44, compared to the broader market-4.00-2.000.002.004.004.441.84
The chart of Omega ratio for BMA, currently valued at 1.55, compared to the broader market0.501.001.502.001.551.20
The chart of Calmar ratio for BMA, currently valued at 3.74, compared to the broader market0.002.004.006.003.740.75
The chart of Martin ratio for BMA, currently valued at 32.54, compared to the broader market0.0010.0020.0032.543.40
BMA
TEO

The current BMA Sharpe Ratio is 5.09, which is higher than the TEO Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of BMA and TEO, 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 Ratio0.002.004.006.00JulyAugustSeptemberOctoberNovemberDecember
5.09
1.11
BMA
TEO

Dividends

BMA vs. TEO - Dividend Comparison

BMA's dividend yield for the trailing twelve months is around 6.20%, while TEO has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BMA
Banco Macro S.A.
6.20%6.20%6.79%0.00%0.00%6.20%5.05%0.65%1.56%0.00%2.87%0.00%
TEO
Telecom Argentina S.A.
0.00%3.43%5.76%7.89%5.66%11.72%15.08%3.33%3.90%2.91%5.90%4.62%

Drawdowns

BMA vs. TEO - Drawdown Comparison

The maximum BMA drawdown since its inception was -91.66%, smaller than the maximum TEO drawdown of -98.60%. Use the drawdown chart below to compare losses from any high point for BMA and TEO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.85%
-51.77%
BMA
TEO

Volatility

BMA vs. TEO - Volatility Comparison

Banco Macro S.A. (BMA) has a higher volatility of 20.85% compared to Telecom Argentina S.A. (TEO) at 13.67%. This indicates that BMA's price experiences larger fluctuations and is considered to be riskier than TEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%22.00%JulyAugustSeptemberOctoberNovemberDecember
20.85%
13.67%
BMA
TEO

Financials

BMA vs. TEO - Financials Comparison

This section allows you to compare key financial metrics between Banco Macro S.A. and Telecom Argentina 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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