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CRESY vs. BMA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CRESY and BMA is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

CRESY vs. BMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cresud Sociedad Anónima Comercial, Inmobiliaria, Financiera y Agropecuaria (CRESY) and Banco Macro S.A. (BMA). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
64.26%
72.53%
CRESY
BMA

Key characteristics

Sharpe Ratio

CRESY:

1.03

BMA:

5.09

Sortino Ratio

CRESY:

1.64

BMA:

4.44

Omega Ratio

CRESY:

1.19

BMA:

1.55

Calmar Ratio

CRESY:

0.68

BMA:

3.74

Martin Ratio

CRESY:

3.27

BMA:

32.54

Ulcer Index

CRESY:

12.82%

BMA:

8.79%

Daily Std Dev

CRESY:

40.60%

BMA:

56.23%

Max Drawdown

CRESY:

-89.41%

BMA:

-91.66%

Current Drawdown

CRESY:

-30.08%

BMA:

-10.85%

Fundamentals

Market Cap

CRESY:

$911.33M

BMA:

$6.71B

EPS

CRESY:

-$1.64

BMA:

$7.25

PEG Ratio

CRESY:

0.00

BMA:

0.90

Total Revenue (TTM)

CRESY:

$762.73B

BMA:

$4.80T

Gross Profit (TTM)

CRESY:

$289.91B

BMA:

$4.80T

EBITDA (TTM)

CRESY:

-$9.60B

BMA:

$669.76B

Returns By Period

In the year-to-date period, CRESY achieves a 44.90% return, which is significantly lower than BMA's 271.85% return. Over the past 10 years, CRESY has underperformed BMA with an annualized return of 4.68%, while BMA has yielded a comparatively higher 12.25% annualized return.


CRESY

YTD

44.90%

1M

14.68%

6M

64.26%

1Y

44.90%

5Y*

18.00%

10Y*

4.68%

BMA

YTD

271.85%

1M

17.80%

6M

72.53%

1Y

265.61%

5Y*

29.75%

10Y*

12.25%

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Risk-Adjusted Performance

CRESY vs. BMA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cresud Sociedad Anónima Comercial, Inmobiliaria, Financiera y Agropecuaria (CRESY) and Banco Macro S.A. (BMA). 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 CRESY, currently valued at 1.03, compared to the broader market-4.00-2.000.002.001.035.09
The chart of Sortino ratio for CRESY, currently valued at 1.64, compared to the broader market-4.00-2.000.002.004.001.644.44
The chart of Omega ratio for CRESY, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.55
The chart of Calmar ratio for CRESY, currently valued at 0.68, compared to the broader market0.002.004.006.000.683.74
The chart of Martin ratio for CRESY, currently valued at 3.27, compared to the broader market0.0010.0020.003.2732.54
CRESY
BMA

The current CRESY Sharpe Ratio is 1.03, which is lower than the BMA Sharpe Ratio of 5.09. The chart below compares the historical Sharpe Ratios of CRESY and BMA, 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 Ratio0.001.002.003.004.005.006.007.00JulyAugustSeptemberOctoberNovemberDecember
1.03
5.09
CRESY
BMA

Dividends

CRESY vs. BMA - Dividend Comparison

CRESY's dividend yield for the trailing twelve months is around 7.95%, more than BMA's 6.20% yield.


TTM20232022202120202019201820172016201520142013
CRESY
Cresud Sociedad Anónima Comercial, Inmobiliaria, Financiera y Agropecuaria
7.95%7.34%2.30%0.00%0.00%0.00%0.00%2.03%0.00%0.00%0.00%4.01%
BMA
Banco Macro S.A.
6.20%6.20%6.79%0.00%0.00%6.20%5.05%0.65%1.56%0.00%2.87%0.00%

Drawdowns

CRESY vs. BMA - Drawdown Comparison

The maximum CRESY drawdown since its inception was -89.41%, roughly equal to the maximum BMA drawdown of -91.66%. Use the drawdown chart below to compare losses from any high point for CRESY and BMA. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.08%
-10.85%
CRESY
BMA

Volatility

CRESY vs. BMA - Volatility Comparison

The current volatility for Cresud Sociedad Anónima Comercial, Inmobiliaria, Financiera y Agropecuaria (CRESY) is 17.53%, while Banco Macro S.A. (BMA) has a volatility of 20.85%. This indicates that CRESY experiences smaller price fluctuations and is considered to be less risky than BMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
17.53%
20.85%
CRESY
BMA

Financials

CRESY vs. BMA - Financials Comparison

This section allows you to compare key financial metrics between Cresud Sociedad Anónima Comercial, Inmobiliaria, Financiera y Agropecuaria and Banco Macro 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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