PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IRS vs. VST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IRS and VST is 0.16, 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.


-0.50.00.51.00.2

Performance

IRS vs. VST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IRSA Inversiones y Representaciones Sociedad Anónima (IRS) and Vistra Corp. (VST). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
48.23%
1,085.91%
IRS
VST

Key characteristics

Sharpe Ratio

IRS:

2.18

VST:

4.88

Sortino Ratio

IRS:

2.77

VST:

4.24

Omega Ratio

IRS:

1.33

VST:

1.56

Calmar Ratio

IRS:

1.60

VST:

7.91

Martin Ratio

IRS:

12.46

VST:

20.71

Ulcer Index

IRS:

8.45%

VST:

13.32%

Daily Std Dev

IRS:

48.30%

VST:

56.49%

Max Drawdown

IRS:

-91.36%

VST:

-53.32%

Current Drawdown

IRS:

-17.99%

VST:

-15.87%

Fundamentals

Market Cap

IRS:

$1.33B

VST:

$49.45B

EPS

IRS:

-$4.81

VST:

$5.30

PEG Ratio

IRS:

0.00

VST:

0.84

Total Revenue (TTM)

IRS:

$381.68B

VST:

$15.85B

Gross Profit (TTM)

IRS:

$248.93B

VST:

$5.41B

EBITDA (TTM)

IRS:

-$563.78B

VST:

$5.87B

Returns By Period

In the year-to-date period, IRS achieves a 110.05% return, which is significantly lower than VST's 266.98% return.


IRS

YTD

110.05%

1M

3.97%

6M

90.70%

1Y

107.40%

5Y*

28.96%

10Y*

5.80%

VST

YTD

266.98%

1M

-15.87%

6M

61.77%

1Y

271.81%

5Y*

46.61%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IRS vs. VST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IRSA Inversiones y Representaciones Sociedad Anónima (IRS) and Vistra Corp. (VST). 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.


Sharpe ratio
The chart of Sharpe ratio for IRS, currently valued at 2.18, compared to the broader market-4.00-2.000.002.002.184.88
The chart of Sortino ratio for IRS, currently valued at 2.77, compared to the broader market-4.00-2.000.002.004.002.774.24
The chart of Omega ratio for IRS, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.56
The chart of Calmar ratio for IRS, currently valued at 1.60, compared to the broader market0.002.004.006.001.607.91
The chart of Martin ratio for IRS, currently valued at 12.46, compared to the broader market-5.000.005.0010.0015.0020.0025.0012.4620.71
IRS
VST

The current IRS Sharpe Ratio is 2.18, which is lower than the VST Sharpe Ratio of 4.88. The chart below compares the historical Sharpe Ratios of IRS and VST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.008.00JulyAugustSeptemberOctoberNovemberDecember
2.18
4.88
IRS
VST

Dividends

IRS vs. VST - Dividend Comparison

IRS's dividend yield for the trailing twelve months is around 10.63%, more than VST's 0.63% yield.


TTM20232022202120202019201820172016201520142013
IRS
IRSA Inversiones y Representaciones Sociedad Anónima
10.63%26.02%4.13%0.00%0.00%0.00%0.00%5.34%0.00%0.00%0.91%6.91%
VST
Vistra Corp.
0.63%2.13%3.12%2.64%2.75%2.17%0.00%0.00%14.97%0.00%0.00%0.00%

Drawdowns

IRS vs. VST - Drawdown Comparison

The maximum IRS drawdown since its inception was -91.36%, which is greater than VST's maximum drawdown of -53.32%. Use the drawdown chart below to compare losses from any high point for IRS and VST. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.99%
-15.87%
IRS
VST

Volatility

IRS vs. VST - Volatility Comparison

IRSA Inversiones y Representaciones Sociedad Anónima (IRS) and Vistra Corp. (VST) have volatilities of 18.22% and 18.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
18.22%
18.60%
IRS
VST

Financials

IRS vs. VST - Financials Comparison

This section allows you to compare key financial metrics between IRSA Inversiones y Representaciones Sociedad Anónima and Vistra Corp.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab