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CAAP vs. CPA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CAAP and CPA is 0.27, 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.


-0.50.00.51.00.3

Performance

CAAP vs. CPA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corporación América Airports S.A. (CAAP) and Copa Holdings, S.A. (CPA). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.71%
-3.57%
CAAP
CPA

Key characteristics

Sharpe Ratio

CAAP:

0.39

CPA:

-0.31

Sortino Ratio

CAAP:

0.78

CPA:

-0.23

Omega Ratio

CAAP:

1.10

CPA:

0.97

Calmar Ratio

CAAP:

0.54

CPA:

-0.28

Martin Ratio

CAAP:

1.40

CPA:

-0.84

Ulcer Index

CAAP:

9.65%

CPA:

11.09%

Daily Std Dev

CAAP:

34.37%

CPA:

30.01%

Max Drawdown

CAAP:

-89.88%

CPA:

-78.99%

Current Drawdown

CAAP:

-9.82%

CPA:

-25.36%

Fundamentals

Market Cap

CAAP:

$3.27B

CPA:

$3.66B

EPS

CAAP:

$2.09

CPA:

$15.11

PE Ratio

CAAP:

9.72

CPA:

5.82

Total Revenue (TTM)

CAAP:

$1.74B

CPA:

$3.48B

Gross Profit (TTM)

CAAP:

$602.63M

CPA:

$1.15B

EBITDA (TTM)

CAAP:

$417.16M

CPA:

$1.03B

Returns By Period

In the year-to-date period, CAAP achieves a 16.06% return, which is significantly higher than CPA's -10.81% return.


CAAP

YTD

16.06%

1M

-5.43%

6M

9.71%

1Y

17.68%

5Y*

28.19%

10Y*

N/A

CPA

YTD

-10.81%

1M

-15.94%

6M

-3.57%

1Y

-7.77%

5Y*

-1.74%

10Y*

1.66%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CAAP vs. CPA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Corporación América Airports S.A. (CAAP) and Copa Holdings, S.A. (CPA). 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 CAAP, currently valued at 0.39, compared to the broader market-4.00-2.000.002.000.39-0.31
The chart of Sortino ratio for CAAP, currently valued at 0.78, compared to the broader market-4.00-2.000.002.004.000.78-0.23
The chart of Omega ratio for CAAP, currently valued at 1.10, compared to the broader market0.501.001.502.001.100.97
The chart of Calmar ratio for CAAP, currently valued at 0.54, compared to the broader market0.002.004.006.000.54-0.28
The chart of Martin ratio for CAAP, currently valued at 1.40, compared to the broader market0.0010.0020.001.40-0.84
CAAP
CPA

The current CAAP Sharpe Ratio is 0.39, which is higher than the CPA Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of CAAP and CPA, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.39
-0.31
CAAP
CPA

Dividends

CAAP vs. CPA - Dividend Comparison

CAAP has not paid dividends to shareholders, while CPA's dividend yield for the trailing twelve months is around 7.27%.


TTM20232022202120202019201820172016201520142013
CAAP
Corporación América Airports S.A.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CPA
Copa Holdings, S.A.
7.27%3.09%0.00%0.00%1.04%2.41%4.42%1.88%2.25%6.96%3.71%0.91%

Drawdowns

CAAP vs. CPA - Drawdown Comparison

The maximum CAAP drawdown since its inception was -89.88%, which is greater than CPA's maximum drawdown of -78.99%. Use the drawdown chart below to compare losses from any high point for CAAP and CPA. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.82%
-24.92%
CAAP
CPA

Volatility

CAAP vs. CPA - Volatility Comparison

Corporación América Airports S.A. (CAAP) and Copa Holdings, S.A. (CPA) have volatilities of 14.25% and 14.96%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
14.25%
14.96%
CAAP
CPA

Financials

CAAP vs. CPA - Financials Comparison

This section allows you to compare key financial metrics between Corporación América Airports S.A. and Copa Holdings, 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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