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CIB vs. ARCC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CIB vs. ARCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bancolombia S.A. (CIB) and Ares Capital Corporation (ARCC). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-7.19%
6.46%
CIB
ARCC

Returns By Period

The year-to-date returns for both investments are quite close, with CIB having a 15.53% return and ARCC slightly higher at 16.05%. Over the past 10 years, CIB has underperformed ARCC with an annualized return of -0.31%, while ARCC has yielded a comparatively higher 13.31% annualized return.


CIB

YTD

15.53%

1M

-0.97%

6M

-7.19%

1Y

33.60%

5Y (annualized)

-1.53%

10Y (annualized)

-0.31%

ARCC

YTD

16.05%

1M

0.14%

6M

6.46%

1Y

21.17%

5Y (annualized)

13.40%

10Y (annualized)

13.31%

Fundamentals


CIBARCC
Market Cap$7.81B$14.01B
EPS$5.61$2.60
PE Ratio5.668.34
PEG Ratio1.653.95
Total Revenue (TTM)$30.86T$2.46B
Gross Profit (TTM)$30.61T$2.10B
EBITDA (TTM)$590.62B$897.00M

Key characteristics


CIBARCC
Sharpe Ratio1.331.87
Sortino Ratio1.932.63
Omega Ratio1.231.34
Calmar Ratio0.873.06
Martin Ratio4.3612.97
Ulcer Index7.88%1.64%
Daily Std Dev25.97%11.39%
Max Drawdown-93.43%-79.36%
Current Drawdown-18.00%-0.18%

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Correlation

-0.50.00.51.00.3

The correlation between CIB and ARCC is 0.34, 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.

Risk-Adjusted Performance

CIB vs. ARCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bancolombia S.A. (CIB) and Ares Capital Corporation (ARCC). 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 CIB, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.001.331.87
The chart of Sortino ratio for CIB, currently valued at 1.93, compared to the broader market-4.00-2.000.002.004.001.932.63
The chart of Omega ratio for CIB, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.34
The chart of Calmar ratio for CIB, currently valued at 0.87, compared to the broader market0.002.004.006.000.873.06
The chart of Martin ratio for CIB, currently valued at 4.36, compared to the broader market-10.000.0010.0020.0030.004.3612.97
CIB
ARCC

The current CIB Sharpe Ratio is 1.33, which is comparable to the ARCC Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of CIB and ARCC, 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 Ratio1.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.33
1.87
CIB
ARCC

Dividends

CIB vs. ARCC - Dividend Comparison

CIB's dividend yield for the trailing twelve months is around 10.79%, more than ARCC's 8.86% yield.


TTM20232022202120202019201820172016201520142013
CIB
Bancolombia S.A.
10.79%10.92%10.68%0.87%2.99%2.41%3.62%3.23%3.21%4.81%3.19%3.29%
ARCC
Ares Capital Corporation
8.86%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%10.06%8.84%

Drawdowns

CIB vs. ARCC - Drawdown Comparison

The maximum CIB drawdown since its inception was -93.43%, which is greater than ARCC's maximum drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for CIB and ARCC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-18.00%
-0.18%
CIB
ARCC

Volatility

CIB vs. ARCC - Volatility Comparison

Bancolombia S.A. (CIB) has a higher volatility of 9.75% compared to Ares Capital Corporation (ARCC) at 3.29%. This indicates that CIB's price experiences larger fluctuations and is considered to be riskier than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.75%
3.29%
CIB
ARCC

Financials

CIB vs. ARCC - Financials Comparison

This section allows you to compare key financial metrics between Bancolombia S.A. and Ares Capital Corporation. 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