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GBOOY vs. ITUB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GBOOY vs. ITUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grupo Financiero Banorte SAB de CV ADR (GBOOY) and Itaú Unibanco Holding S.A. (ITUB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GBOOY achieves a 31.24% return, which is significantly higher than ITUB's 20.68% return. Over the past 10 years, GBOOY has underperformed ITUB with an annualized return of 14.47%, while ITUB has yielded a comparatively higher 16.25% annualized return.


GBOOY

1D
-0.16%
1M
6.99%
6M
8.17%
YTD
31.24%
1Y
45.01%
3Y*
17.93%
5Y*
22.33%
10Y*
14.47%
ALL TIME*
14.06%

ITUB

1D
0.24%
1M
4.19%
6M
0.55%
YTD
20.68%
1Y
51.71%
3Y*
27.07%
5Y*
27.62%
10Y*
16.25%
ALL TIME*
15.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.05M$3.28M$3.07M
$145.20M$157.33M$184.57M

GBOOY vs. ITUB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GBOOY
Grupo Financiero Banorte SAB de CV ADR
31.24%59.20%-30.20%52.91%20.30%22.28%-0.38%19.42%-7.60%15.23%
ITUB
Itaú Unibanco Holding S.A.
20.68%86.06%-23.49%54.53%30.82%-6.05%-30.47%8.46%12.68%30.90%

Correlation

The correlation between GBOOY and ITUB is 0.43, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.43

Correlation (3Y)
Balances recent behavior with more history.

0.34

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.32

Correlation (10Y)
Provides a long-term view across more market conditions.

0.32

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2009

0.34

The correlation between GBOOY and ITUB shifts across timeframes, from 0.32 (10 years) to 0.43 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GBOOY:

$32.48B

ITUB:

$93.24B

EPS

GBOOY:

MX$137.48

ITUB:

R$3.93

PE Ratio

GBOOY:

7.27

ITUB:

10.89

PEG Ratio

GBOOY:

0.50

ITUB:

1.08

PS Ratio

GBOOY:

0.93

ITUB:

1.30

Total Revenue (TTM)

GBOOY:

MX$467.72B

ITUB:

R$384.43B

Gross Profit (TTM)

GBOOY:

MX$191.27B

ITUB:

R$131.20B

EBITDA (TTM)

GBOOY:

MX$87.88B

ITUB:

R$54.38B

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Return for Risk

GBOOY vs. ITUB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GBOOY
GBOOY Risk / Return Rank: 8282
Overall Rank
GBOOY Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
GBOOY Sortino Ratio Rank: 8181
Sortino Ratio Rank
GBOOY Omega Ratio Rank: 7777
Omega Ratio Rank
GBOOY Calmar Ratio Rank: 8585
Calmar Ratio Rank
GBOOY Martin Ratio Rank: 8484
Martin Ratio Rank

ITUB
ITUB Risk / Return Rank: 8484
Overall Rank
ITUB Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
ITUB Sortino Ratio Rank: 8484
Sortino Ratio Rank
ITUB Omega Ratio Rank: 8282
Omega Ratio Rank
ITUB Calmar Ratio Rank: 8383
Calmar Ratio Rank
ITUB Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GBOOY vs. ITUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grupo Financiero Banorte SAB de CV ADR (GBOOY) and Itaú Unibanco Holding S.A. (ITUB). 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.


GBOOYITUBDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.24

1.28

-0.04

Calmar ratioReturn relative to maximum drawdown

2.79

2.44

+0.35

Martin ratioReturn relative to average drawdown

6.56

5.80

+0.76

GBOOY vs. ITUB - Sharpe Ratio Comparison

The current GBOOY Sharpe Ratio is 1.40, which is comparable to the ITUB Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of GBOOY and ITUB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GBOOY vs. ITUB - Drawdown Comparison

The maximum GBOOY drawdown since its inception was -65.69%, smaller than the maximum ITUB drawdown of -69.35%. Use the drawdown chart below to compare losses from any high point for GBOOY and ITUB.


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Drawdown Indicators


GBOOYITUBDifference

Max Drawdown

Largest peak-to-trough decline

-65.69%

-69.35%

+3.66%

Max Drawdown (1Y)

Largest decline over 1 year

-15.19%

-21.53%

+6.34%

Max Drawdown (3Y)

Largest decline over 3 years

-38.13%

-28.17%

-9.96%

Max Drawdown (5Y)

Largest decline over 5 years

-38.13%

-31.59%

-6.54%

Max Drawdown (10Y)

Largest decline over 10 years

-65.69%

-61.96%

-3.73%

Current Drawdown

Current decline from peak

-0.16%

-9.78%

+9.62%

Average Drawdown

Average peak-to-trough decline

-17.67%

-20.97%

+3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.45%

9.02%

-2.57%

Volatility

GBOOY vs. ITUB - Volatility Comparison

Grupo Financiero Banorte SAB de CV ADR (GBOOY) has a higher volatility of 8.48% compared to Itaú Unibanco Holding S.A. (ITUB) at 7.80%. This indicates that GBOOY's price experiences larger fluctuations and is considered to be riskier than ITUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBOOYITUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.48%

7.80%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

23.41%

24.04%

-0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

30.37%

30.96%

-0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.47%

33.68%

+3.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.08%

38.21%

+2.87%

Dividends

GBOOY vs. ITUB - Dividend Comparison

GBOOY's dividend yield for the trailing twelve months is around 8.58%, more than ITUB's 7.72% yield.


PositionTTM20252024202320222021202020192018201720162015
GBOOY
Grupo Financiero Banorte SAB de CV ADR
8.58%9.42%10.55%7.41%8.46%4.29%0.00%4.94%3.46%5.15%2.20%1.02%
ITUB
Itaú Unibanco Holding S.A.
7.72%11.26%9.20%3.61%4.21%29.81%4.80%8.21%6.93%3.35%15.63%3.89%

Financials

GBOOY vs. ITUB - Financials Comparison

This section allows you to compare key financial metrics between Grupo Financiero Banorte SAB de CV ADR and Itaú Unibanco Holding 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

GBOOY vs. ITUB - Profitability Comparison

The chart below illustrates the profitability comparison between Grupo Financiero Banorte SAB de CV ADR and Itaú Unibanco Holding S.A. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

GBOOY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Grupo Financiero Banorte SAB de CV ADR reported a gross profit of 62.59B and revenue of 115.06B. Therefore, the gross margin over that period was 54.4%.

ITUB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Itaú Unibanco Holding S.A. reported a gross profit of 32.47B and revenue of 94.91B. Therefore, the gross margin over that period was 34.2%.

GBOOY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Grupo Financiero Banorte SAB de CV ADR reported an operating income of 22.05B and revenue of 115.06B, resulting in an operating margin of 19.2%.

ITUB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Itaú Unibanco Holding S.A. reported an operating income of 12.47B and revenue of 94.91B, resulting in an operating margin of 13.1%.

GBOOY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Grupo Financiero Banorte SAB de CV ADR reported a net income of 15.55B and revenue of 115.06B, resulting in a net margin of 13.5%.

ITUB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Itaú Unibanco Holding S.A. reported a net income of 11.42B and revenue of 94.91B, resulting in a net margin of 12.0%.


Frequently Asked Questions


GBOOY and ITUB have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GBOOY has higher volatility (8.48%) compared to ITUB (7.80%). In terms of maximum drawdown, GBOOY dropped -65.69% vs ITUB's -69.35%.

ITUB currently has the higher Sharpe Ratio (1.69 vs 1.40), 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.

Portfolio Optimizer

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