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BUD vs. ABEV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

BUD vs. ABEV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Anheuser-Busch InBev SA/NV (BUD) and Ambev S.A. (ABEV). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-14.83%
-6.84%
BUD
ABEV

Returns By Period

In the year-to-date period, BUD achieves a -11.26% return, which is significantly higher than ABEV's -22.14% return. Over the past 10 years, BUD has outperformed ABEV with an annualized return of -5.09%, while ABEV has yielded a comparatively lower -7.65% annualized return.


BUD

YTD

-11.26%

1M

-14.45%

6M

-14.83%

1Y

-6.50%

5Y (annualized)

-5.36%

10Y (annualized)

-5.09%

ABEV

YTD

-22.14%

1M

-4.39%

6M

-6.84%

1Y

-17.01%

5Y (annualized)

-8.78%

10Y (annualized)

-7.65%

Fundamentals


BUDABEV
Market Cap$110.42B$34.92B
EPS$3.20$0.15
PE Ratio17.6614.80
PEG Ratio0.801.95
Total Revenue (TTM)$74.02B$82.41B
Gross Profit (TTM)$40.62B$41.27B
EBITDA (TTM)$21.64B$26.30B

Key characteristics


BUDABEV
Sharpe Ratio-0.31-0.72
Sortino Ratio-0.29-0.89
Omega Ratio0.960.89
Calmar Ratio-0.12-0.26
Martin Ratio-0.79-1.03
Ulcer Index7.84%17.13%
Daily Std Dev20.14%24.37%
Max Drawdown-71.10%-74.18%
Current Drawdown-51.04%-65.48%

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Correlation

-0.50.00.51.00.4

The correlation between BUD and ABEV is 0.45, 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.

Risk-Adjusted Performance

BUD vs. ABEV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Anheuser-Busch InBev SA/NV (BUD) and Ambev S.A. (ABEV). 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 BUD, currently valued at -0.31, compared to the broader market-4.00-2.000.002.004.00-0.31-0.72
The chart of Sortino ratio for BUD, currently valued at -0.29, compared to the broader market-4.00-2.000.002.004.00-0.29-0.89
The chart of Omega ratio for BUD, currently valued at 0.96, compared to the broader market0.501.001.502.000.960.89
The chart of Calmar ratio for BUD, currently valued at -0.12, compared to the broader market0.002.004.006.00-0.12-0.26
The chart of Martin ratio for BUD, currently valued at -0.79, compared to the broader market-10.000.0010.0020.0030.00-0.79-1.03
BUD
ABEV

The current BUD Sharpe Ratio is -0.31, which is higher than the ABEV Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of BUD and ABEV, 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 Ratio-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.31
-0.72
BUD
ABEV

Dividends

BUD vs. ABEV - Dividend Comparison

BUD's dividend yield for the trailing twelve months is around 1.56%, less than ABEV's 6.74% yield.


TTM20232022202120202019201820172016201520142013
BUD
Anheuser-Busch InBev SA/NV
1.56%1.28%0.67%0.98%0.81%2.45%3.84%2.88%3.03%2.58%2.38%2.35%
ABEV
Ambev S.A.
6.74%5.25%5.37%4.39%2.68%2.51%3.80%2.57%3.75%5.09%5.31%1.64%

Drawdowns

BUD vs. ABEV - Drawdown Comparison

The maximum BUD drawdown since its inception was -71.10%, roughly equal to the maximum ABEV drawdown of -74.18%. Use the drawdown chart below to compare losses from any high point for BUD and ABEV. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%-45.00%JuneJulyAugustSeptemberOctoberNovember
-51.04%
-65.48%
BUD
ABEV

Volatility

BUD vs. ABEV - Volatility Comparison

Anheuser-Busch InBev SA/NV (BUD) and Ambev S.A. (ABEV) have volatilities of 6.91% and 6.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
6.91%
6.77%
BUD
ABEV

Financials

BUD vs. ABEV - Financials Comparison

This section allows you to compare key financial metrics between Anheuser-Busch InBev SA/NV and Ambev 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