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

Performance

BUD vs. TAP - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-15.37%
14.45%
BUD
TAP

Returns By Period

In the year-to-date period, BUD achieves a -14.10% return, which is significantly lower than TAP's 1.15% return. Over the past 10 years, BUD has underperformed TAP with an annualized return of -5.45%, while TAP has yielded a comparatively higher -0.10% annualized return.


BUD

YTD

-14.10%

1M

-15.41%

6M

-15.37%

1Y

-11.47%

5Y (annualized)

-6.13%

10Y (annualized)

-5.45%

TAP

YTD

1.15%

1M

8.23%

6M

14.45%

1Y

3.90%

5Y (annualized)

5.42%

10Y (annualized)

-0.10%

Fundamentals


BUDTAP
Market Cap$109.44B$12.44B
EPS$3.20$4.44
PE Ratio17.0913.60
PEG Ratio0.782.83
Total Revenue (TTM)$59.47B$11.68B
Gross Profit (TTM)$40.62B$4.46B
EBITDA (TTM)$21.64B$2.48B

Key characteristics


BUDTAP
Sharpe Ratio-0.520.20
Sortino Ratio-0.610.43
Omega Ratio0.931.06
Calmar Ratio-0.200.10
Martin Ratio-1.300.31
Ulcer Index8.08%14.98%
Daily Std Dev20.17%23.22%
Max Drawdown-71.10%-67.73%
Current Drawdown-52.61%-34.27%

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Correlation

-0.50.00.51.00.5

The correlation between BUD and TAP is 0.51, 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. TAP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Anheuser-Busch InBev SA/NV (BUD) and Molson Coors Brewing Company (TAP). 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 -0.52, compared to the broader market-4.00-2.000.002.004.00-0.520.20
The chart of Sortino ratio for BUD, currently valued at -0.61, compared to the broader market-4.00-2.000.002.004.00-0.610.43
The chart of Omega ratio for BUD, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.06
The chart of Calmar ratio for BUD, currently valued at -0.20, compared to the broader market0.002.004.006.00-0.200.10
The chart of Martin ratio for BUD, currently valued at -1.30, compared to the broader market0.0010.0020.0030.00-1.300.31
BUD
TAP

The current BUD Sharpe Ratio is -0.52, which is lower than the TAP Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of BUD and TAP, 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
-0.52
0.20
BUD
TAP

Dividends

BUD vs. TAP - Dividend Comparison

BUD's dividend yield for the trailing twelve months is around 1.61%, less than TAP's 2.86% yield.


TTM20232022202120202019201820172016201520142013
BUD
Anheuser-Busch InBev SA/NV
1.61%1.28%0.67%0.98%0.81%2.45%3.84%2.88%3.03%2.58%2.38%2.35%
TAP
Molson Coors Brewing Company
2.86%2.68%2.95%1.47%1.26%3.64%2.92%2.00%1.69%1.75%1.99%2.28%

Drawdowns

BUD vs. TAP - Drawdown Comparison

The maximum BUD drawdown since its inception was -71.10%, roughly equal to the maximum TAP drawdown of -67.73%. Use the drawdown chart below to compare losses from any high point for BUD and TAP. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-52.61%
-34.27%
BUD
TAP

Volatility

BUD vs. TAP - Volatility Comparison

The current volatility for Anheuser-Busch InBev SA/NV (BUD) is 6.89%, while Molson Coors Brewing Company (TAP) has a volatility of 7.58%. This indicates that BUD experiences smaller price fluctuations and is considered to be less risky than TAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.89%
7.58%
BUD
TAP

Financials

BUD vs. TAP - Financials Comparison

This section allows you to compare key financial metrics between Anheuser-Busch InBev SA/NV and Molson Coors Brewing Company. 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