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

Correlation

The correlation between OMAB and PAC is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

OMAB vs. PAC - 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 Grupo Aeroportuario del Pacífico, S.A.B. de C.V. (PAC). The values are adjusted to include any dividend payments, if applicable.

600.00%700.00%800.00%900.00%1,000.00%1,100.00%JulyAugustSeptemberOctoberNovemberDecember
736.27%
1,007.90%
OMAB
PAC

Key characteristics

Sharpe Ratio

OMAB:

-0.26

PAC:

0.22

Sortino Ratio

OMAB:

-0.13

PAC:

0.56

Omega Ratio

OMAB:

0.98

PAC:

1.07

Calmar Ratio

OMAB:

-0.25

PAC:

0.32

Martin Ratio

OMAB:

-0.50

PAC:

0.66

Ulcer Index

OMAB:

18.39%

PAC:

11.98%

Daily Std Dev

OMAB:

35.25%

PAC:

36.06%

Max Drawdown

OMAB:

-77.35%

PAC:

-73.13%

Current Drawdown

OMAB:

-21.17%

PAC:

-8.46%

Fundamentals

Market Cap

OMAB:

$3.59B

PAC:

$9.48B

EPS

OMAB:

$5.14

PAC:

$8.66

PE Ratio

OMAB:

14.36

PAC:

21.50

PEG Ratio

OMAB:

17.05

PAC:

3.96

Total Revenue (TTM)

OMAB:

$14.67B

PAC:

$33.12B

Gross Profit (TTM)

OMAB:

$9.70B

PAC:

$18.04B

EBITDA (TTM)

OMAB:

$8.90B

PAC:

$17.47B

Returns By Period

In the year-to-date period, OMAB achieves a -9.21% return, which is significantly lower than PAC's 7.82% return. Over the past 10 years, OMAB has underperformed PAC with an annualized return of 12.37%, while PAC has yielded a comparatively higher 16.10% annualized return.


OMAB

YTD

-9.21%

1M

10.72%

6M

8.73%

1Y

-8.95%

5Y*

9.39%

10Y*

12.37%

PAC

YTD

7.82%

1M

-0.02%

6M

16.38%

1Y

7.54%

5Y*

13.20%

10Y*

16.10%

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Risk-Adjusted Performance

OMAB vs. PAC - 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 Grupo Aeroportuario del Pacífico, S.A.B. de C.V. (PAC). 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 OMAB, currently valued at -0.26, compared to the broader market-4.00-2.000.002.00-0.260.22
The chart of Sortino ratio for OMAB, currently valued at -0.13, compared to the broader market-4.00-2.000.002.004.00-0.130.56
The chart of Omega ratio for OMAB, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.07
The chart of Calmar ratio for OMAB, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.250.32
The chart of Martin ratio for OMAB, currently valued at -0.50, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.500.66
OMAB
PAC

The current OMAB Sharpe Ratio is -0.26, which is lower than the PAC Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of OMAB and PAC, 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 Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.26
0.22
OMAB
PAC

Dividends

OMAB vs. PAC - Dividend Comparison

OMAB's dividend yield for the trailing twelve months is around 6.64%, more than PAC's 3.99% yield.


TTM20232022202120202019201820172016201520142013
OMAB
Grupo Aeroportuario del Centro Norte, S.A.B. de C.V.
6.64%5.14%10.82%3.55%0.00%2.81%4.30%4.06%4.65%4.05%5.05%7.06%
PAC
Grupo Aeroportuario del Pacífico, S.A.B. de C.V.
3.99%4.88%5.01%4.15%0.00%4.98%6.27%4.73%4.86%4.28%7.16%3.45%

Drawdowns

OMAB vs. PAC - Drawdown Comparison

The maximum OMAB drawdown since its inception was -77.35%, which is greater than PAC's maximum drawdown of -73.13%. Use the drawdown chart below to compare losses from any high point for OMAB and PAC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.17%
-8.46%
OMAB
PAC

Volatility

OMAB vs. PAC - Volatility Comparison

Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. (OMAB) has a higher volatility of 10.89% compared to Grupo Aeroportuario del Pacífico, S.A.B. de C.V. (PAC) at 9.59%. This indicates that OMAB's price experiences larger fluctuations and is considered to be riskier than PAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
10.89%
9.59%
OMAB
PAC

Financials

OMAB vs. PAC - Financials Comparison

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