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

Performance

CIB vs. TRMD - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-7.19%
-32.90%
CIB
TRMD

Returns By Period

In the year-to-date period, CIB achieves a 15.53% return, which is significantly higher than TRMD's -12.34% return.


CIB

YTD

15.53%

1M

-0.97%

6M

-7.19%

1Y

33.60%

5Y (annualized)

-1.53%

10Y (annualized)

-0.31%

TRMD

YTD

-12.34%

1M

-21.95%

6M

-32.90%

1Y

-15.85%

5Y (annualized)

36.56%

10Y (annualized)

N/A

Fundamentals


CIBTRMD
Market Cap$7.81B$2.34B
EPS$5.61$7.53
PE Ratio5.663.05
Total Revenue (TTM)$30.86T$1.27B
Gross Profit (TTM)$30.61T$624.04M
EBITDA (TTM)$590.62B$678.59M

Key characteristics


CIBTRMD
Sharpe Ratio1.33-0.35
Sortino Ratio1.93-0.28
Omega Ratio1.230.97
Calmar Ratio0.87-0.29
Martin Ratio4.36-0.93
Ulcer Index7.88%12.55%
Daily Std Dev25.97%32.68%
Max Drawdown-93.43%-47.14%
Current Drawdown-18.00%-39.12%

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Correlation

-0.50.00.51.00.1

The correlation between CIB and TRMD is 0.14, 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. TRMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bancolombia S.A. (CIB) and TORM plc (TRMD). 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-4.00-2.000.002.004.001.33-0.35
The chart of Sortino ratio for CIB, currently valued at 1.93, compared to the broader market-4.00-2.000.002.004.001.93-0.28
The chart of Omega ratio for CIB, currently valued at 1.23, compared to the broader market0.501.001.502.001.230.97
The chart of Calmar ratio for CIB, currently valued at 0.89, compared to the broader market0.002.004.006.000.89-0.29
The chart of Martin ratio for CIB, currently valued at 4.36, compared to the broader market-10.000.0010.0020.0030.004.36-0.93
CIB
TRMD

The current CIB Sharpe Ratio is 1.33, which is higher than the TRMD Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of CIB and TRMD, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.33
-0.35
CIB
TRMD

Dividends

CIB vs. TRMD - Dividend Comparison

CIB's dividend yield for the trailing twelve months is around 10.79%, less than TRMD's 26.12% 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%
TRMD
TORM plc
26.12%23.05%6.99%0.00%14.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CIB vs. TRMD - Drawdown Comparison

The maximum CIB drawdown since its inception was -93.43%, which is greater than TRMD's maximum drawdown of -47.14%. Use the drawdown chart below to compare losses from any high point for CIB and TRMD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-16.54%
-39.12%
CIB
TRMD

Volatility

CIB vs. TRMD - Volatility Comparison

Bancolombia S.A. (CIB) and TORM plc (TRMD) have volatilities of 9.75% and 9.35%, 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%JuneJulyAugustSeptemberOctoberNovember
9.75%
9.35%
CIB
TRMD

Financials

CIB vs. TRMD - Financials Comparison

This section allows you to compare key financial metrics between Bancolombia S.A. and TORM plc. 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