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

Correlation

The correlation between ESOA and BMA is 0.03, 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.


-0.50.00.51.00.0

Performance

ESOA vs. BMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Energy Services Of America Corp (ESOA) and Banco Macro S.A. (BMA). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
256.99%
675.78%
ESOA
BMA

Key characteristics

Sharpe Ratio

ESOA:

2.50

BMA:

4.84

Sortino Ratio

ESOA:

2.98

BMA:

4.32

Omega Ratio

ESOA:

1.41

BMA:

1.53

Calmar Ratio

ESOA:

6.59

BMA:

3.54

Martin Ratio

ESOA:

16.20

BMA:

30.79

Ulcer Index

ESOA:

12.97%

BMA:

8.81%

Daily Std Dev

ESOA:

84.08%

BMA:

56.01%

Max Drawdown

ESOA:

-97.30%

BMA:

-91.66%

Current Drawdown

ESOA:

-14.89%

BMA:

-9.48%

Fundamentals

Market Cap

ESOA:

$296.62M

BMA:

$6.71B

EPS

ESOA:

$1.51

BMA:

$7.25

PE Ratio

ESOA:

11.85

BMA:

14.74

PEG Ratio

ESOA:

0.00

BMA:

0.90

Total Revenue (TTM)

ESOA:

$247.21M

BMA:

$4.80T

Gross Profit (TTM)

ESOA:

$32.39M

BMA:

$4.80T

EBITDA (TTM)

ESOA:

$31.56M

BMA:

$669.76B

Returns By Period

In the year-to-date period, ESOA achieves a 168.07% return, which is significantly lower than BMA's 277.55% return. Over the past 10 years, ESOA has outperformed BMA with an annualized return of 36.83%, while BMA has yielded a comparatively lower 12.18% annualized return.


ESOA

YTD

168.07%

1M

9.50%

6M

125.15%

1Y

214.33%

5Y*

89.35%

10Y*

36.83%

BMA

YTD

277.55%

1M

18.22%

6M

79.10%

1Y

269.44%

5Y*

30.12%

10Y*

12.18%

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Risk-Adjusted Performance

ESOA vs. BMA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Energy Services Of America Corp (ESOA) 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 ESOA, currently valued at 2.50, compared to the broader market-4.00-2.000.002.002.504.84
The chart of Sortino ratio for ESOA, currently valued at 2.98, compared to the broader market-4.00-2.000.002.004.002.984.32
The chart of Omega ratio for ESOA, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.53
The chart of Calmar ratio for ESOA, currently valued at 6.59, compared to the broader market0.002.004.006.006.593.54
The chart of Martin ratio for ESOA, currently valued at 16.20, compared to the broader market-5.000.005.0010.0015.0020.0025.0016.2030.79
ESOA
BMA

The current ESOA Sharpe Ratio is 2.50, which is lower than the BMA Sharpe Ratio of 4.84. The chart below compares the historical Sharpe Ratios of ESOA 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 Ratio1.002.003.004.005.006.007.00JulyAugustSeptemberOctoberNovemberDecember
2.50
4.84
ESOA
BMA

Dividends

ESOA vs. BMA - Dividend Comparison

ESOA's dividend yield for the trailing twelve months is around 0.19%, less than BMA's 6.10% yield.


TTM2023202220212020201920182017201620152014
ESOA
Energy Services Of America Corp
0.19%1.84%0.00%0.00%0.00%6.49%0.00%5.88%3.65%0.00%0.00%
BMA
Banco Macro S.A.
6.10%6.20%6.79%0.00%0.00%6.20%5.05%0.65%1.56%0.00%2.87%

Drawdowns

ESOA vs. BMA - Drawdown Comparison

The maximum ESOA drawdown since its inception was -97.30%, which is greater than BMA's maximum drawdown of -91.66%. Use the drawdown chart below to compare losses from any high point for ESOA and BMA. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.89%
-9.48%
ESOA
BMA

Volatility

ESOA vs. BMA - Volatility Comparison

Energy Services Of America Corp (ESOA) has a higher volatility of 27.31% compared to Banco Macro S.A. (BMA) at 20.86%. This indicates that ESOA's price experiences larger fluctuations and is considered to be riskier than BMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%JulyAugustSeptemberOctoberNovemberDecember
27.31%
20.86%
ESOA
BMA

Financials

ESOA vs. BMA - Financials Comparison

This section allows you to compare key financial metrics between Energy Services Of America Corp 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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