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OMAB vs. CAAP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OMAB and CAAP is 0.40, 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.


Performance

OMAB vs. CAAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. (OMAB) and Corporación América Airports S.A. (CAAP). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

OMAB:

0.87

CAAP:

0.28

Sortino Ratio

OMAB:

1.31

CAAP:

0.70

Omega Ratio

OMAB:

1.17

CAAP:

1.08

Calmar Ratio

OMAB:

0.85

CAAP:

0.45

Martin Ratio

OMAB:

2.39

CAAP:

1.14

Ulcer Index

OMAB:

13.29%

CAAP:

9.88%

Daily Std Dev

OMAB:

38.37%

CAAP:

38.03%

Max Drawdown

OMAB:

-77.35%

CAAP:

-89.88%

Current Drawdown

OMAB:

0.00%

CAAP:

-6.02%

Fundamentals

Market Cap

OMAB:

$4.68B

CAAP:

$3.32B

EPS

OMAB:

$5.48

CAAP:

$1.05

PE Ratio

OMAB:

18.11

CAAP:

19.62

PS Ratio

OMAB:

0.31

CAAP:

1.79

PB Ratio

OMAB:

7.95

CAAP:

2.32

Total Revenue (TTM)

OMAB:

$14.89B

CAAP:

$1.35B

Gross Profit (TTM)

OMAB:

$11.14B

CAAP:

$419.55M

EBITDA (TTM)

OMAB:

$9.38B

CAAP:

$420.84M

Returns By Period

In the year-to-date period, OMAB achieves a 48.08% return, which is significantly higher than CAAP's 10.40% return.


OMAB

YTD

48.08%

1M

14.86%

6M

55.82%

1Y

28.59%

3Y*

25.93%

5Y*

30.62%

10Y*

15.27%

CAAP

YTD

10.40%

1M

7.24%

6M

8.99%

1Y

12.32%

3Y*

48.11%

5Y*

53.09%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

OMAB vs. CAAP — Risk-Adjusted Performance Rank

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

OMAB
The Risk-Adjusted Performance Rank of OMAB is 7575
Overall Rank
The Sharpe Ratio Rank of OMAB is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of OMAB is 7272
Sortino Ratio Rank
The Omega Ratio Rank of OMAB is 7070
Omega Ratio Rank
The Calmar Ratio Rank of OMAB is 8181
Calmar Ratio Rank
The Martin Ratio Rank of OMAB is 7575
Martin Ratio Rank

CAAP
The Risk-Adjusted Performance Rank of CAAP is 6161
Overall Rank
The Sharpe Ratio Rank of CAAP is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of CAAP is 5757
Sortino Ratio Rank
The Omega Ratio Rank of CAAP is 5454
Omega Ratio Rank
The Calmar Ratio Rank of CAAP is 7070
Calmar Ratio Rank
The Martin Ratio Rank of CAAP is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OMAB vs. CAAP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. (OMAB) and Corporación América Airports S.A. (CAAP). 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 OMAB Sharpe Ratio is 0.87, which is higher than the CAAP Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of OMAB and CAAP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

OMAB vs. CAAP - Dividend Comparison

OMAB's dividend yield for the trailing twelve months is around 4.57%, while CAAP has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
OMAB
Grupo Aeroportuario del Centro Norte, S.A.B. de C.V.
4.57%6.97%5.14%10.82%3.55%0.00%2.81%4.30%4.06%4.65%4.05%5.05%
CAAP
Corporación América Airports S.A.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

OMAB vs. CAAP - Drawdown Comparison

The maximum OMAB drawdown since its inception was -77.35%, smaller than the maximum CAAP drawdown of -89.88%. Use the drawdown chart below to compare losses from any high point for OMAB and CAAP.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

OMAB vs. CAAP - Volatility Comparison

Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. (OMAB) and Corporación América Airports S.A. (CAAP) have volatilities of 7.89% and 7.79%, 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.


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Financials

OMAB vs. CAAP - Financials Comparison

This section allows you to compare key financial metrics between Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. and Corporación América Airports 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B20212022202320242025
3.57B
473.41M
(OMAB) Total Revenue
(CAAP) Total Revenue
Values in USD except per share items