EGY vs. PBR
EGY (VAALCO Energy, Inc.) and PBR (Petróleo Brasileiro S.A. - Petrobras) are both stocks. Both are in the Energy sector — EGY in Oil & Gas E&P, PBR in Oil & Gas Integrated. Over the past 10 years, EGY returned 19.88%/yr vs 23.13%/yr for PBR. At a 0.33 correlation, their price movements are largely independent.
Performance
EGY vs. PBR - Performance Comparison
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Returns By Period
In the year-to-date period, EGY achieves a 57.72% return, which is significantly higher than PBR's 54.48% return. Over the past 10 years, EGY has underperformed PBR with an annualized return of 19.88%, while PBR has yielded a comparatively higher 23.13% annualized return.
EGY
- 1D
- 2.56%
- 1M
- -13.03%
- YTD
- 57.72%
- 6M
- 61.26%
- 1Y
- 78.38%
- 3Y*
- 17.70%
- 5Y*
- 17.73%
- 10Y*
- 19.88%
PBR
- 1D
- -0.71%
- 1M
- -16.40%
- YTD
- 54.48%
- 6M
- 45.11%
- 1Y
- 70.96%
- 3Y*
- 25.39%
- 5Y*
- 31.97%
- 10Y*
- 23.13%
EGY vs. PBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGY VAALCO Energy, Inc. | 57.72% | -10.77% | 1.96% | 4.34% | 45.42% | 81.36% | -20.27% | 51.02% | 110.90% | -32.98% |
PBR Petróleo Brasileiro S.A. - Petrobras | 54.48% | -1.01% | -8.38% | 71.48% | 47.76% | 20.44% | -28.83% | 24.65% | 27.68% | 1.78% |
Correlation
The correlation between EGY and PBR is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Aug 11, 2000 | 0.33 |
The correlation between EGY and PBR shifts across timeframes, from 0.33 (all time) to 0.48 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
EGY:
$584.89M
PBR:
$116.39B
EGY:
-$1.37
PBR:
$3.16
EGY:
2.35
PBR:
1.25
EGY:
1.70
PBR:
1.37
EGY:
$248.94M
PBR:
$93.27B
EGY:
$46.99M
PBR:
$43.47B
EGY:
$28.25M
PBR:
$41.03B
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Return for Risk
EGY vs. PBR — Risk / Return Rank
EGY
PBR
EGY vs. PBR - Risk-Adjusted Trends 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.
| EGY | PBR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.37 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.77 | 4.10 | -0.33 |
| Martin ratioReturn relative to average drawdown | 8.29 | 10.32 | -2.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EGY | PBR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 2.26 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.85 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.49 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.20 | -0.21 |
Drawdowns
EGY vs. PBR - Drawdown Comparison
The maximum EGY drawdown since its inception was -99.09%, roughly equal to the maximum PBR drawdown of -95.62%. Use the drawdown chart below to compare losses from any high point for EGY and PBR.
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Drawdown Indicators
| EGY | PBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.09% | -95.62% | -3.47% |
Max Drawdown (1Y)Largest decline over 1 year | -20.90% | -17.39% | -3.51% |
Max Drawdown (3Y)Largest decline over 3 years | -56.56% | -28.24% | -28.32% |
Max Drawdown (5Y)Largest decline over 5 years | -58.85% | -39.62% | -19.23% |
Max Drawdown (10Y)Largest decline over 10 years | -78.20% | -75.13% | -3.07% |
Current DrawdownCurrent decline from peak | -54.55% | -24.74% | -29.81% |
Average DrawdownAverage peak-to-trough decline | -76.41% | -52.73% | -23.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 6.90% | +2.59% |
Volatility
EGY vs. PBR - Volatility Comparison
VAALCO Energy, Inc. (EGY) has a higher volatility of 15.25% compared to Petróleo Brasileiro S.A. - Petrobras (PBR) at 9.15%. 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.
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Volatility by Period
| EGY | PBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.25% | 9.15% | +6.10% |
Volatility (6M)Calculated over the trailing 6-month period | 35.61% | 25.13% | +10.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.20% | 31.71% | +13.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.54% | 37.89% | +18.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.24% | 47.10% | +18.14% |
Dividends
EGY vs. PBR - Dividend Comparison
EGY's dividend yield for the trailing twelve months is around 4.46%, more than PBR's 3.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
EGY VAALCO Energy, Inc. | 4.46% | 6.87% | 5.72% | 5.57% | 2.85% | 0.00% | 0.00% | 0.00% | 0.00% |
PBR Petróleo Brasileiro S.A. - Petrobras | 3.92% | 7.10% | 14.73% | 10.91% | 55.64% | 18.95% | 0.84% | 1.59% | 1.03% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
EGY and PBR have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EGY has higher volatility (15.25%) compared to PBR (9.15%). In terms of maximum drawdown, EGY dropped -99.09% vs PBR's -95.62%.
PBR currently has the higher Sharpe Ratio (2.26 vs 1.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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