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 21.61%/yr vs 21.07%/yr for PBR. Their 0.33 correlation means their historical movements had little consistent relationship.
Performance
EGY vs. PBR - Performance Comparison
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Returns By Period
In the year-to-date period, EGY achieves a 49.85% return, which is significantly lower than PBR's 65.94% return. Both investments have delivered pretty close results over the past 10 years, with EGY having a 21.61% annualized return and PBR not far behind at 21.07%.
EGY
- 1D
- 0.57%
- 1M
- 5.34%
- 6M
- 6.12%
- YTD
- 49.85%
- 1Y
- 56.77%
- 3Y*
- 11.98%
- 5Y*
- 18.43%
- 10Y*
- 21.61%
- ALL TIME*
- -1.63%
PBR
- 1D
- 1.46%
- 1M
- 20.42%
- 6M
- 28.19%
- YTD
- 65.94%
- 1Y
- 60.78%
- 3Y*
- 20.34%
- 5Y*
- 36.10%
- 10Y*
- 21.07%
- ALL TIME*
- 10.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.01M | $6.06M | $7.31M | |
| $264.23M | $274.45M | $292.55M |
EGY vs. PBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGY VAALCO Energy, Inc. | 49.85% | -10.77% | 1.96% | 4.34% | 45.42% | 81.36% | -20.27% | 51.02% | 110.90% | -32.98% |
PBR Petróleo Brasileiro S.A. - Petrobras | 65.94% | -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 historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.47 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.43 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Aug 10, 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:
$555.70M
PBR:
$125.02B
EGY:
-$1.37
PBR:
$3.16
EGY:
2.23
PBR:
1.34
EGY:
1.61
PBR:
1.47
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EGY | PBR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.32 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 2.25 | -0.20 |
| Martin ratioReturn relative to average drawdown | 4.34 | 5.80 | -1.46 |
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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 | -25.29% | -26.86% | +1.57% |
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 | -56.82% | -19.16% | -37.66% |
Average DrawdownAverage peak-to-trough decline | -76.32% | -52.57% | -23.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.97% | 10.40% | +1.57% |
Volatility
EGY vs. PBR - Volatility Comparison
VAALCO Energy, Inc. (EGY) has a higher volatility of 13.97% compared to Petróleo Brasileiro S.A. - Petrobras (PBR) at 8.87%. 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 | 13.97% | 8.87% | +5.10% |
Volatility (6M)Calculated over the trailing 6-month period | 36.57% | 25.17% | +11.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.15% | 32.18% | +13.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.99% | 37.75% | +18.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.10% | 46.45% | +18.65% |
Dividends
EGY vs. PBR - Dividend Comparison
EGY's dividend yield for the trailing twelve months is around 4.69%, more than PBR's 3.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
EGY VAALCO Energy, Inc. | 4.69% | 6.87% | 5.72% | 5.57% | 2.85% | 0.00% | 0.00% | 0.00% | 0.00% |
PBR Petróleo Brasileiro S.A. - Petrobras | 3.65% | 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 (13.97%) compared to PBR (8.87%). In terms of maximum drawdown, EGY dropped -99.09% vs PBR's -95.62%.
PBR currently has the higher Sharpe Ratio (1.88 vs 1.13), 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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