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

Correlation

The correlation between PAC and OMAB 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

PAC vs. OMAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grupo Aeroportuario del Pacífico, S.A.B. de C.V. (PAC) and Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. (OMAB). 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
1,007.90%
736.27%
PAC
OMAB

Key characteristics

Sharpe Ratio

PAC:

0.22

OMAB:

-0.26

Sortino Ratio

PAC:

0.56

OMAB:

-0.13

Omega Ratio

PAC:

1.07

OMAB:

0.98

Calmar Ratio

PAC:

0.32

OMAB:

-0.25

Martin Ratio

PAC:

0.66

OMAB:

-0.50

Ulcer Index

PAC:

11.98%

OMAB:

18.39%

Daily Std Dev

PAC:

36.06%

OMAB:

35.25%

Max Drawdown

PAC:

-73.13%

OMAB:

-77.35%

Current Drawdown

PAC:

-8.46%

OMAB:

-21.17%

Fundamentals

Market Cap

PAC:

$9.48B

OMAB:

$3.59B

EPS

PAC:

$8.66

OMAB:

$5.14

PE Ratio

PAC:

21.50

OMAB:

14.36

PEG Ratio

PAC:

3.96

OMAB:

17.05

Total Revenue (TTM)

PAC:

$33.12B

OMAB:

$14.67B

Gross Profit (TTM)

PAC:

$18.04B

OMAB:

$9.70B

EBITDA (TTM)

PAC:

$17.47B

OMAB:

$8.90B

Returns By Period

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


PAC

YTD

7.82%

1M

-0.02%

6M

16.38%

1Y

7.54%

5Y*

13.20%

10Y*

16.10%

OMAB

YTD

-9.21%

1M

10.72%

6M

8.73%

1Y

-8.95%

5Y*

9.39%

10Y*

12.37%

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Risk-Adjusted Performance

PAC vs. OMAB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Grupo Aeroportuario del Pacífico, S.A.B. de C.V. (PAC) and Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. (OMAB). 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 PAC, currently valued at 0.22, compared to the broader market-4.00-2.000.002.000.22-0.26
The chart of Sortino ratio for PAC, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.56-0.13
The chart of Omega ratio for PAC, currently valued at 1.07, compared to the broader market0.501.001.502.001.070.98
The chart of Calmar ratio for PAC, currently valued at 0.32, compared to the broader market0.002.004.006.000.32-0.25
The chart of Martin ratio for PAC, currently valued at 0.66, compared to the broader market-5.000.005.0010.0015.0020.0025.000.66-0.50
PAC
OMAB

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

Dividends

PAC vs. OMAB - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
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%
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%

Drawdowns

PAC vs. OMAB - Drawdown Comparison

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


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

Volatility

PAC vs. OMAB - Volatility Comparison

The current volatility for Grupo Aeroportuario del Pacífico, S.A.B. de C.V. (PAC) is 9.59%, while Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. (OMAB) has a volatility of 10.89%. This indicates that PAC experiences smaller price fluctuations and is considered to be less risky than OMAB 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
9.59%
10.89%
PAC
OMAB

Financials

PAC vs. OMAB - Financials Comparison

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