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LBRT vs. YPF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LBRT and YPF is 0.36, 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.


-0.50.00.51.00.4

Performance

LBRT vs. YPF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liberty Oilfield Services Inc. (LBRT) and YPF Sociedad Anónima (YPF). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-6.69%
109.27%
LBRT
YPF

Key characteristics

Sharpe Ratio

LBRT:

0.06

YPF:

3.20

Sortino Ratio

LBRT:

0.37

YPF:

3.53

Omega Ratio

LBRT:

1.05

YPF:

1.44

Calmar Ratio

LBRT:

0.08

YPF:

2.06

Martin Ratio

LBRT:

0.16

YPF:

14.82

Ulcer Index

LBRT:

15.65%

YPF:

9.47%

Daily Std Dev

LBRT:

40.31%

YPF:

43.90%

Max Drawdown

LBRT:

-90.02%

YPF:

-94.53%

Current Drawdown

LBRT:

-23.38%

YPF:

-9.70%

Fundamentals

Market Cap

LBRT:

$3.05B

YPF:

$13.64B

EPS

LBRT:

$2.08

YPF:

$1.98

PE Ratio

LBRT:

8.98

YPF:

15.07

Total Revenue (TTM)

LBRT:

$4.45B

YPF:

$10.16T

Gross Profit (TTM)

LBRT:

$719.24M

YPF:

$3.33T

EBITDA (TTM)

LBRT:

$977.20M

YPF:

$920.32T

Returns By Period

In the year-to-date period, LBRT achieves a 4.63% return, which is significantly lower than YPF's 146.89% return.


LBRT

YTD

4.63%

1M

-1.04%

6M

-7.91%

1Y

2.54%

5Y*

11.74%

10Y*

N/A

YPF

YTD

146.89%

1M

6.02%

6M

104.33%

1Y

142.51%

5Y*

29.68%

10Y*

5.05%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

LBRT vs. YPF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty Oilfield Services Inc. (LBRT) and YPF Sociedad Anónima (YPF). 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 LBRT, currently valued at 0.06, compared to the broader market-4.00-2.000.002.000.063.25
The chart of Sortino ratio for LBRT, currently valued at 0.37, compared to the broader market-4.00-2.000.002.004.000.373.56
The chart of Omega ratio for LBRT, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.45
The chart of Calmar ratio for LBRT, currently valued at 0.08, compared to the broader market0.002.004.006.000.083.36
The chart of Martin ratio for LBRT, currently valued at 0.16, compared to the broader market0.0010.0020.000.1615.05
LBRT
YPF

The current LBRT Sharpe Ratio is 0.06, which is lower than the YPF Sharpe Ratio of 3.20. The chart below compares the historical Sharpe Ratios of LBRT and YPF, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.06
3.25
LBRT
YPF

Dividends

LBRT vs. YPF - Dividend Comparison

LBRT's dividend yield for the trailing twelve months is around 1.55%, while YPF has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
LBRT
Liberty Oilfield Services Inc.
1.55%1.21%0.31%0.00%0.48%1.80%0.77%0.00%0.00%0.00%0.00%0.00%
YPF
YPF Sociedad Anónima
0.00%0.00%0.00%0.00%0.00%1.19%0.60%0.49%0.92%0.89%0.55%0.45%

Drawdowns

LBRT vs. YPF - Drawdown Comparison

The maximum LBRT drawdown since its inception was -90.02%, roughly equal to the maximum YPF drawdown of -94.53%. Use the drawdown chart below to compare losses from any high point for LBRT and YPF. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-23.38%
-5.44%
LBRT
YPF

Volatility

LBRT vs. YPF - Volatility Comparison

The current volatility for Liberty Oilfield Services Inc. (LBRT) is 10.95%, while YPF Sociedad Anónima (YPF) has a volatility of 12.39%. This indicates that LBRT experiences smaller price fluctuations and is considered to be less risky than YPF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
10.95%
12.39%
LBRT
YPF

Financials

LBRT vs. YPF - Financials Comparison

This section allows you to compare key financial metrics between Liberty Oilfield Services Inc. and YPF Sociedad Anónima. 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
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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.

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