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EDN vs. YPF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EDN and YPF 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.


-0.50.00.51.00.3

Performance

EDN vs. YPF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Empresa Distribuidora y Comercializadora Norte Sociedad Anónima (EDN) and YPF Sociedad Anónima (YPF). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%AugustSeptemberOctoberNovemberDecember2025
115.34%
118.01%
EDN
YPF

Key characteristics

Sharpe Ratio

EDN:

1.75

YPF:

4.16

Sortino Ratio

EDN:

2.33

YPF:

4.19

Omega Ratio

EDN:

1.27

YPF:

1.53

Calmar Ratio

EDN:

1.33

YPF:

2.66

Martin Ratio

EDN:

7.61

YPF:

19.67

Ulcer Index

EDN:

13.32%

YPF:

9.22%

Daily Std Dev

EDN:

58.16%

YPF:

43.66%

Max Drawdown

EDN:

-95.48%

YPF:

-94.53%

Current Drawdown

EDN:

-42.33%

YPF:

-4.26%

Fundamentals

Market Cap

EDN:

$2.17B

YPF:

$13.64B

EPS

EDN:

$2.65

YPF:

$1.98

PE Ratio

EDN:

14.13

YPF:

15.07

PEG Ratio

EDN:

2.94

YPF:

-0.17

Total Revenue (TTM)

EDN:

$1.27T

YPF:

$8.04T

Gross Profit (TTM)

EDN:

$218.73B

YPF:

$2.24T

EBITDA (TTM)

EDN:

$403.12B

YPF:

$919.22T

Returns By Period

In the year-to-date period, EDN achieves a -15.94% return, which is significantly lower than YPF's 5.86% return. Over the past 10 years, EDN has outperformed YPF with an annualized return of 14.30%, while YPF has yielded a comparatively lower 6.93% annualized return.


EDN

YTD

-15.94%

1M

-26.73%

6M

115.34%

1Y

95.50%

5Y*

45.51%

10Y*

14.30%

YPF

YTD

5.86%

1M

0.99%

6M

118.02%

1Y

183.20%

5Y*

34.33%

10Y*

6.93%

*Annualized

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Risk-Adjusted Performance

EDN vs. YPF — Risk-Adjusted Performance Rank

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

EDN
The Risk-Adjusted Performance Rank of EDN is 8787
Overall Rank
The Sharpe Ratio Rank of EDN is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of EDN is 8787
Sortino Ratio Rank
The Omega Ratio Rank of EDN is 8383
Omega Ratio Rank
The Calmar Ratio Rank of EDN is 8686
Calmar Ratio Rank
The Martin Ratio Rank of EDN is 8989
Martin Ratio Rank

YPF
The Risk-Adjusted Performance Rank of YPF is 9797
Overall Rank
The Sharpe Ratio Rank of YPF is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of YPF is 9797
Sortino Ratio Rank
The Omega Ratio Rank of YPF is 9696
Omega Ratio Rank
The Calmar Ratio Rank of YPF is 9494
Calmar Ratio Rank
The Martin Ratio Rank of YPF is 9898
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.

EDN vs. YPF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Empresa Distribuidora y Comercializadora Norte Sociedad Anónima (EDN) and YPF Sociedad Anónima (YPF). 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 EDN, currently valued at 1.75, compared to the broader market-2.000.002.001.754.16
The chart of Sortino ratio for EDN, currently valued at 2.33, compared to the broader market-4.00-2.000.002.004.002.334.19
The chart of Omega ratio for EDN, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.53
The chart of Calmar ratio for EDN, currently valued at 1.33, compared to the broader market0.002.004.006.001.332.66
The chart of Martin ratio for EDN, currently valued at 7.61, compared to the broader market0.0010.0020.007.6119.67
EDN
YPF

The current EDN Sharpe Ratio is 1.75, which is lower than the YPF Sharpe Ratio of 4.16. The chart below compares the historical Sharpe Ratios of EDN and YPF, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.75
4.16
EDN
YPF

Dividends

EDN vs. YPF - Dividend Comparison

Neither EDN nor YPF has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
EDN
Empresa Distribuidora y Comercializadora Norte Sociedad Anónima
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
YPF
YPF Sociedad Anónima
0.00%0.00%0.00%0.00%0.00%0.00%1.19%0.60%0.49%0.92%0.89%0.55%

Drawdowns

EDN vs. YPF - Drawdown Comparison

The maximum EDN drawdown since its inception was -95.48%, roughly equal to the maximum YPF drawdown of -94.53%. Use the drawdown chart below to compare losses from any high point for EDN and YPF. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-42.33%
-4.26%
EDN
YPF

Volatility

EDN vs. YPF - Volatility Comparison

Empresa Distribuidora y Comercializadora Norte Sociedad Anónima (EDN) has a higher volatility of 23.60% compared to YPF Sociedad Anónima (YPF) at 10.91%. This indicates that EDN's price experiences larger fluctuations and is considered to be riskier than YPF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
23.60%
10.91%
EDN
YPF

Financials

EDN vs. YPF - Financials Comparison

This section allows you to compare key financial metrics between Empresa Distribuidora y Comercializadora Norte Sociedad Anónima and YPF Sociedad Anónima. 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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