PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CPA vs. CAAP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CPA and CAAP 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

CPA vs. CAAP - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
8.59%
18.97%
CPA
CAAP

Key characteristics

Sharpe Ratio

CPA:

0.05

CAAP:

0.48

Sortino Ratio

CPA:

0.27

CAAP:

0.90

Omega Ratio

CPA:

1.04

CAAP:

1.11

Calmar Ratio

CPA:

0.05

CAAP:

0.66

Martin Ratio

CPA:

0.13

CAAP:

1.90

Ulcer Index

CPA:

11.77%

CAAP:

8.72%

Daily Std Dev

CPA:

29.67%

CAAP:

34.01%

Max Drawdown

CPA:

-78.99%

CAAP:

-89.88%

Current Drawdown

CPA:

-20.14%

CAAP:

-8.08%

Fundamentals

Market Cap

CPA:

$3.72B

CAAP:

$3.05B

EPS

CPA:

$15.11

CAAP:

$2.09

PE Ratio

CPA:

5.92

CAAP:

9.07

Total Revenue (TTM)

CPA:

$2.57B

CAAP:

$1.31B

Gross Profit (TTM)

CPA:

$838.86M

CAAP:

$437.92M

EBITDA (TTM)

CPA:

$731.13M

CAAP:

$256.42M

Returns By Period

In the year-to-date period, CPA achieves a 7.87% return, which is significantly higher than CAAP's 1.82% return.


CPA

YTD

7.87%

1M

3.31%

6M

8.59%

1Y

1.88%

5Y*

-0.74%

10Y*

0.47%

CAAP

YTD

1.82%

1M

-0.63%

6M

18.97%

1Y

26.08%

5Y*

29.24%

10Y*

N/A

*Annualized

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

CPA vs. CAAP — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CPA
The Risk-Adjusted Performance Rank of CPA is 4444
Overall Rank
The Sharpe Ratio Rank of CPA is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of CPA is 3939
Sortino Ratio Rank
The Omega Ratio Rank of CPA is 3939
Omega Ratio Rank
The Calmar Ratio Rank of CPA is 4848
Calmar Ratio Rank
The Martin Ratio Rank of CPA is 4747
Martin Ratio Rank

CAAP
The Risk-Adjusted Performance Rank of CAAP is 6262
Overall Rank
The Sharpe Ratio Rank of CAAP is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of CAAP is 5656
Sortino Ratio Rank
The Omega Ratio Rank of CAAP is 5454
Omega Ratio Rank
The Calmar Ratio Rank of CAAP is 7171
Calmar Ratio Rank
The Martin Ratio Rank of CAAP is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CPA vs. CAAP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Copa Holdings, S.A. (CPA) and Corporación América Airports S.A. (CAAP). 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 CPA, currently valued at 0.05, compared to the broader market-2.000.002.004.000.050.48
The chart of Sortino ratio for CPA, currently valued at 0.27, compared to the broader market-6.00-4.00-2.000.002.004.006.000.270.90
The chart of Omega ratio for CPA, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.11
The chart of Calmar ratio for CPA, currently valued at 0.05, compared to the broader market0.002.004.006.000.050.66
The chart of Martin ratio for CPA, currently valued at 0.13, compared to the broader market0.0010.0020.0030.000.131.90
CPA
CAAP

The current CPA Sharpe Ratio is 0.05, which is lower than the CAAP Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of CPA and CAAP, 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-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.05
0.48
CPA
CAAP

Dividends

CPA vs. CAAP - Dividend Comparison

CPA's dividend yield for the trailing twelve months is around 6.79%, while CAAP has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CPA
Copa Holdings, S.A.
6.79%7.33%3.09%0.00%0.00%1.04%2.41%4.42%1.88%2.25%6.96%3.71%
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%

Drawdowns

CPA vs. CAAP - Drawdown Comparison

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


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-19.67%
-8.08%
CPA
CAAP

Volatility

CPA vs. CAAP - Volatility Comparison

The current volatility for Copa Holdings, S.A. (CPA) is 8.32%, while Corporación América Airports S.A. (CAAP) has a volatility of 11.73%. This indicates that CPA experiences smaller price fluctuations and is considered to be less risky than CAAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
8.32%
11.73%
CPA
CAAP

Financials

CPA vs. CAAP - Financials Comparison

This section allows you to compare key financial metrics between Copa Holdings, S.A. and Corporación América Airports 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab