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BWMX vs. GPC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BWMXGPC
YTD Return-4.20%-8.82%
1Y Return3.18%-8.01%
3Y Return (Ann)-15.01%-0.57%
Sharpe Ratio0.07-0.19
Sortino Ratio0.44-0.04
Omega Ratio1.050.99
Calmar Ratio0.05-0.16
Martin Ratio0.16-0.52
Ulcer Index21.53%11.59%
Daily Std Dev45.69%31.42%
Max Drawdown-85.66%-54.89%
Current Drawdown-67.30%-30.83%

Fundamentals


BWMXGPC
Market Cap$461.23M$17.06B
EPS$1.17$7.76
PE Ratio10.5615.81
Total Revenue (TTM)$13.72B$23.30B
Gross Profit (TTM)$9.85B$8.30B
EBITDA (TTM)$2.46B$1.90B

Correlation

-0.50.00.51.00.1

The correlation between BWMX and GPC is 0.15, 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

BWMX vs. GPC - Performance Comparison

In the year-to-date period, BWMX achieves a -4.20% return, which is significantly higher than GPC's -8.82% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-25.88%
-19.07%
BWMX
GPC

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Risk-Adjusted Performance

BWMX vs. GPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Betterware de Mexico, S.A.B. de C.V. (BWMX) and Genuine Parts Company (GPC). 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.


BWMX
Sharpe ratio
The chart of Sharpe ratio for BWMX, currently valued at 0.07, compared to the broader market-4.00-2.000.002.004.000.07
Sortino ratio
The chart of Sortino ratio for BWMX, currently valued at 0.44, compared to the broader market-4.00-2.000.002.004.006.000.44
Omega ratio
The chart of Omega ratio for BWMX, currently valued at 1.05, compared to the broader market0.501.001.502.001.05
Calmar ratio
The chart of Calmar ratio for BWMX, currently valued at 0.05, compared to the broader market0.002.004.006.000.05
Martin ratio
The chart of Martin ratio for BWMX, currently valued at 0.16, compared to the broader market0.0010.0020.0030.000.16
GPC
Sharpe ratio
The chart of Sharpe ratio for GPC, currently valued at -0.19, compared to the broader market-4.00-2.000.002.004.00-0.19
Sortino ratio
The chart of Sortino ratio for GPC, currently valued at -0.04, compared to the broader market-4.00-2.000.002.004.006.00-0.04
Omega ratio
The chart of Omega ratio for GPC, currently valued at 0.99, compared to the broader market0.501.001.502.000.99
Calmar ratio
The chart of Calmar ratio for GPC, currently valued at -0.16, compared to the broader market0.002.004.006.00-0.16
Martin ratio
The chart of Martin ratio for GPC, currently valued at -0.52, compared to the broader market0.0010.0020.0030.00-0.52

BWMX vs. GPC - Sharpe Ratio Comparison

The current BWMX Sharpe Ratio is 0.07, which is higher than the GPC Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of BWMX and GPC, 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.07
-0.19
BWMX
GPC

Dividends

BWMX vs. GPC - Dividend Comparison

BWMX's dividend yield for the trailing twelve months is around 14.44%, more than GPC's 3.19% yield.


TTM20232022202120202019201820172016201520142013
BWMX
Betterware de Mexico, S.A.B. de C.V.
14.44%7.02%19.38%8.54%2.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GPC
Genuine Parts Company
3.19%2.74%2.06%2.33%3.15%2.87%3.00%2.84%2.75%2.86%2.16%2.58%

Drawdowns

BWMX vs. GPC - Drawdown Comparison

The maximum BWMX drawdown since its inception was -85.66%, which is greater than GPC's maximum drawdown of -54.89%. Use the drawdown chart below to compare losses from any high point for BWMX and GPC. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-67.30%
-30.83%
BWMX
GPC

Volatility

BWMX vs. GPC - Volatility Comparison

The current volatility for Betterware de Mexico, S.A.B. de C.V. (BWMX) is 8.29%, while Genuine Parts Company (GPC) has a volatility of 25.51%. This indicates that BWMX experiences smaller price fluctuations and is considered to be less risky than GPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
8.29%
25.51%
BWMX
GPC

Financials

BWMX vs. GPC - Financials Comparison

This section allows you to compare key financial metrics between Betterware de Mexico, S.A.B. de C.V. and Genuine Parts 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