GGAL vs. SUPV

Last updated Apr 1, 2026

Compare and contrast key facts about Grupo Financiero Galicia S.A. (GGAL) and Grupo Supervielle S.A. (SUPV).

Performance

GGAL vs. SUPV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grupo Financiero Galicia S.A. (GGAL) and Grupo Supervielle S.A. (SUPV). The values are adjusted to include any dividend payments, if applicable.

GGAL vs. SUPV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GGAL Grupo Financiero Galicia S.A.	-12.55%	-11.36%	289.05%	92.28%	8.05%	8.88%	-45.53%	-40.38%	-57.85%	145.24%
SUPV Grupo Supervielle S.A.	-20.22%	-20.75%	281.41%	87.96%	11.80%	-6.59%	-41.46%	-57.01%	-70.23%	124.27%

Fundamentals

Market Cap GGAL : $7.50B SUPV : $825.50M
EPS GGAL : $1.02K SUPV : -$553.41
PS Ratio GGAL : 0.00 SUPV : 0.00
PB Ratio GGAL : 0.00 SUPV : 0.00
Total Revenue (TTM) GGAL : $8.73T SUPV : $1.49T
Gross Profit (TTM) GGAL : $2.47T SUPV : $696.67B
EBITDA (TTM) GGAL : $421.13B SUPV : -$73.43B

Returns By Period

In the year-to-date period, GGAL achieves a -12.55% return, which is significantly higher than SUPV's -20.22% return.

GGAL

• 1D: 8.60%
• 1M: 4.90%
• YTD: -12.55%
• 6M: 72.44%
• 1Y: -11.31%
• 3Y*: 72.25%
• 5Y*: 51.02%
• 10Y*: 8.22%

SUPV

• 1D: 12.00%
• 1M: 0.75%
• YTD: -20.22%
• 6M: 90.51%
• 1Y: -26.85%
• 3Y*: 63.26%
• 5Y*: 41.97%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

GGAL vs. SUPV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GGAL

GGAL Risk / Return Rank: 37
GGAL Sharpe Ratio Rank: 35
GGAL Sortino Ratio Rank: 39
GGAL Omega Ratio Rank: 38
GGAL Calmar Ratio Rank: 36
GGAL Martin Ratio Rank: 34

SUPV

SUPV Risk / Return Rank: 31
SUPV Sharpe Ratio Rank: 29
SUPV Sortino Ratio Rank: 36
SUPV Omega Ratio Rank: 35
SUPV Calmar Ratio Rank: 28
SUPV Martin Ratio Rank: 29

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GGAL vs. SUPV - Risk-Adjusted Trends Comparison

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.

	GGAL	SUPV	Difference
Sharpe ratio Return per unit of total volatility	-0.15	-0.28	+0.13
Sortino ratio Return per unit of downside risk	0.37	0.23	+0.14
Omega ratio Gain probability vs. loss probability	1.04	1.03	+0.02
Calmar ratio Return relative to maximum drawdown	-0.23	-0.42	+0.19
Martin ratio Return relative to average drawdown	-0.50	-0.77	+0.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GGAL vs. SUPV - Sharpe Ratio Comparison

The current GGAL Sharpe Ratio is -0.15, which is higher than the SUPV Sharpe Ratio of -0.28. 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.

Sharpe Ratios by Period

	GGAL	SUPV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.15	-0.28	+0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	0.60	+0.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.13	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	-0.01	+0.08

Correlation

The correlation between GGAL and SUPV is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

GGAL vs. SUPV - Dividend Comparison

GGAL's dividend yield for the trailing twelve months is around 3.41%, more than SUPV's 2.14% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GGAL Grupo Financiero Galicia S.A.	3.41%	2.11%	3.81%	6.49%	4.62%	0.23%	0.94%	1.89%	1.29%	0.16%	0.13%	0.09%
SUPV Grupo Supervielle S.A.	2.14%	1.71%	1.12%	0.00%	0.71%	1.36%	1.79%	2.03%	1.32%	0.30%	0.00%	0.00%

Drawdowns

GGAL vs. SUPV - Drawdown Comparison

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.

Drawdown Indicators

	GGAL	SUPV	Difference
Max Drawdown Largest peak-to-trough decline	-98.98%	-95.98%	-3.00%
Max Drawdown (1Y) Largest decline over 1 year	-58.44%	-71.51%	+13.07%
Max Drawdown (5Y) Largest decline over 5 years	-62.94%	-75.20%	+12.26%
Max Drawdown (10Y) Largest decline over 10 years	-91.70%	—	—
Current Drawdown Current decline from peak	-33.10%	-68.50%	+35.40%
Average Drawdown Average peak-to-trough decline	-57.56%	-66.93%	+9.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	26.80%	39.12%	-12.32%

Volatility

GGAL vs. SUPV - Volatility Comparison

The current volatility for Grupo Financiero Galicia S.A. (GGAL) is 16.00%, while Grupo Supervielle S.A. (SUPV) has a volatility of 22.17%. 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.

Volatility by Period

	GGAL	SUPV	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.00%	22.17%	-6.17%
Volatility (6M) Calculated over the trailing 6-month period	53.64%	69.42%	-15.78%
Volatility (1Y) Calculated over the trailing 1-year period	77.47%	97.53%	-20.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	58.21%	70.73%	-12.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	61.79%	72.28%	-10.49%

Financials

GGAL vs. SUPV - Profitability Comparison

The chart below illustrates the profitability comparison between Grupo Financiero Galicia S.A. and Grupo Supervielle S.A. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

GGAL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Grupo Financiero Galicia S.A. reported a gross profit of -1.71T and revenue of 2.15T. Therefore, the gross margin over that period was -79.8%.

SUPV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Grupo Supervielle S.A. reported a gross profit of 201.67B and revenue of 584.35B. Therefore, the gross margin over that period was 34.5%.

GGAL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Grupo Financiero Galicia S.A. reported an operating income of -104.46B and revenue of 2.15T, resulting in an operating margin of -4.9%.

SUPV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Grupo Supervielle S.A. reported an operating income of -37.51B and revenue of 584.35B, resulting in an operating margin of -6.4%.

GGAL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Grupo Financiero Galicia S.A. reported a net income of -84.36B and revenue of 2.15T, resulting in a net margin of -3.9%.

SUPV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Grupo Supervielle S.A. reported a net income of -19.71B and revenue of 584.35B, resulting in a net margin of -3.4%.