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EGY vs. PBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

EGY vs. PBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VAALCO Energy, Inc. (EGY) and Petróleo Brasileiro S.A. - Petrobras (PBR). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-7.69%
0.51%
EGY
PBR

Returns By Period

In the year-to-date period, EGY achieves a 24.76% return, which is significantly higher than PBR's 0.08% return. Over the past 10 years, EGY has underperformed PBR with an annualized return of -0.67%, while PBR has yielded a comparatively higher 14.97% annualized return.


EGY

YTD

24.76%

1M

-8.31%

6M

-7.69%

1Y

21.78%

5Y (annualized)

28.62%

10Y (annualized)

-0.67%

PBR

YTD

0.08%

1M

1.95%

6M

0.51%

1Y

4.46%

5Y (annualized)

22.04%

10Y (annualized)

14.97%

Fundamentals


EGYPBR
Market Cap$549.84M$89.21B
EPS$0.86$2.56
PE Ratio6.165.55
PEG Ratio2.622.61
Total Revenue (TTM)$506.42M$97.68B
Gross Profit (TTM)$239.21M$49.47B
EBITDA (TTM)$307.24M$42.15B

Key characteristics


EGYPBR
Sharpe Ratio0.470.15
Sortino Ratio1.050.41
Omega Ratio1.121.05
Calmar Ratio0.310.12
Martin Ratio1.490.42
Ulcer Index14.57%10.68%
Daily Std Dev46.09%29.43%
Max Drawdown-99.09%-95.28%
Current Drawdown-60.47%-31.27%

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Correlation

-0.50.00.51.00.3

The correlation between EGY and PBR is 0.32, 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

EGY vs. PBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VAALCO Energy, Inc. (EGY) and Petróleo Brasileiro S.A. - Petrobras (PBR). 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 EGY, currently valued at 0.47, compared to the broader market-4.00-2.000.002.004.000.470.15
The chart of Sortino ratio for EGY, currently valued at 1.05, compared to the broader market-4.00-2.000.002.004.001.050.41
The chart of Omega ratio for EGY, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.05
The chart of Calmar ratio for EGY, currently valued at 0.39, compared to the broader market0.002.004.006.000.390.12
The chart of Martin ratio for EGY, currently valued at 1.49, compared to the broader market0.0010.0020.0030.001.490.42
EGY
PBR

The current EGY Sharpe Ratio is 0.47, which is higher than the PBR Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of EGY and PBR, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.47
0.15
EGY
PBR

Dividends

EGY vs. PBR - Dividend Comparison

EGY's dividend yield for the trailing twelve months is around 4.62%, less than PBR's 13.27% yield.


TTM20232022202120202019201820172016201520142013
EGY
VAALCO Energy, Inc.
4.62%5.57%2.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PBR
Petróleo Brasileiro S.A. - Petrobras
13.27%18.47%60.50%18.59%2.42%1.53%0.98%0.00%0.00%0.00%6.57%1.91%

Drawdowns

EGY vs. PBR - Drawdown Comparison

The maximum EGY drawdown since its inception was -99.09%, roughly equal to the maximum PBR drawdown of -95.28%. Use the drawdown chart below to compare losses from any high point for EGY and PBR. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-39.89%
-31.27%
EGY
PBR

Volatility

EGY vs. PBR - Volatility Comparison

VAALCO Energy, Inc. (EGY) has a higher volatility of 9.05% compared to Petróleo Brasileiro S.A. - Petrobras (PBR) at 5.28%. This indicates that EGY's price experiences larger fluctuations and is considered to be riskier than PBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
9.05%
5.28%
EGY
PBR

Financials

EGY vs. PBR - Financials Comparison

This section allows you to compare key financial metrics between VAALCO Energy, Inc. and Petróleo Brasileiro S.A. - Petrobras. 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