GGAL vs. SUPV

In the year-to-date period, GGAL achieves a 282.68% return, which is significantly higher than SUPV's 265.26% return.

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This table presents a comparison of risk-adjusted performance metrics for Grupo Financiero Galicia S.A. (GGAL) and Grupo Supervielle S.A. (SUPV). 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 5.50, which is comparable to the SUPV Sharpe Ratio of 4.34. The chart below compares the historical Sharpe Ratios of GGAL and SUPV, 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 3.87%, more than SUPV's 1.17% yield.

The maximum GGAL drawdown since its inception was -98.98%, roughly equal to the maximum SUPV drawdown of -95.98%. Use the drawdown chart below to compare losses from any high point for GGAL and SUPV. For additional features, visit the drawdowns tool.

The current volatility for Grupo Financiero Galicia S.A. (GGAL) is 16.60%, while Grupo Supervielle S.A. (SUPV) has a volatility of 21.84%. This indicates that GGAL experiences smaller price fluctuations and is considered to be less risky than SUPV 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 Grupo Supervielle 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.