GGAL vs. SPY

In the year-to-date period, GGAL achieves a 246.53% return, which is significantly higher than SPY's 26.90% return. Over the past 10 years, GGAL has outperformed SPY with an annualized return of 16.22%, while SPY has yielded a comparatively lower 13.18% annualized return.

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The correlation between GGAL and SPY is 0.34, 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.

This table presents a comparison of risk-adjusted performance metrics for Grupo Financiero Galicia S.A. (GGAL) and SPDR S&P 500 ETF (SPY). 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 5.48, which is higher than the SPY Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of GGAL and SPY, 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 4.27%, more than SPY's 1.17% yield.

The maximum GGAL drawdown since its inception was -98.98%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for GGAL and SPY. For additional features, visit the drawdowns tool.

Grupo Financiero Galicia S.A. (GGAL) has a higher volatility of 10.69% compared to SPDR S&P 500 ETF (SPY) at 3.99%. This indicates that GGAL's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.