GGAL vs. BMA

In the year-to-date period, GGAL achieves a 259.95% return, which is significantly higher than BMA's 219.38% return. Over the past 10 years, GGAL has outperformed BMA with an annualized return of 16.73%, while BMA has yielded a comparatively lower 10.49% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Grupo Financiero Galicia S.A. (GGAL) 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.

The current GGAL Sharpe Ratio is 5.90, which is comparable to the BMA Sharpe Ratio of 4.95. The chart below compares the historical Sharpe Ratios of GGAL 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.

GGAL's dividend yield for the trailing twelve months is around 4.11%, less than BMA's 7.21% yield.

The maximum GGAL drawdown since its inception was -98.98%, which is greater than BMA's maximum drawdown of -91.66%. Use the drawdown chart below to compare losses from any high point for GGAL and BMA. For additional features, visit the drawdowns tool.

The current volatility for Grupo Financiero Galicia S.A. (GGAL) is 11.89%, while Banco Macro S.A. (BMA) has a volatility of 15.17%. This indicates that GGAL experiences smaller price fluctuations and is considered to be less risky than BMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Grupo Financiero Galicia S.A. 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.