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PAGS vs. BLK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PAGS and BLK is 0.40, 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.


-0.50.00.51.00.4

Performance

PAGS vs. BLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PagSeguro Digital Ltd. (PAGS) and BlackRock, Inc. (BLK). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-78.08%
109.56%
PAGS
BLK

Key characteristics

Sharpe Ratio

PAGS:

-1.12

BLK:

1.88

Sortino Ratio

PAGS:

-1.62

BLK:

2.57

Omega Ratio

PAGS:

0.80

BLK:

1.31

Calmar Ratio

PAGS:

-0.50

BLK:

1.89

Martin Ratio

PAGS:

-1.68

BLK:

7.81

Ulcer Index

PAGS:

26.61%

BLK:

4.28%

Daily Std Dev

PAGS:

39.99%

BLK:

17.81%

Max Drawdown

PAGS:

-89.95%

BLK:

-60.36%

Current Drawdown

PAGS:

-89.66%

BLK:

-3.43%

Fundamentals

Market Cap

PAGS:

$2.11B

BLK:

$162.50B

EPS

PAGS:

$1.03

BLK:

$40.50

PE Ratio

PAGS:

6.57

BLK:

25.91

Total Revenue (TTM)

PAGS:

$17.61B

BLK:

$20.15B

Gross Profit (TTM)

PAGS:

$8.40B

BLK:

$16.47B

EBITDA (TTM)

PAGS:

$7.37B

BLK:

$7.70B

Returns By Period

In the year-to-date period, PAGS achieves a -48.68% return, which is significantly lower than BLK's 29.74% return.


PAGS

YTD

-48.68%

1M

-15.12%

6M

-42.55%

1Y

-46.08%

5Y*

-28.07%

10Y*

N/A

BLK

YTD

29.74%

1M

0.89%

6M

32.03%

1Y

31.81%

5Y*

18.49%

10Y*

13.82%

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Risk-Adjusted Performance

PAGS vs. BLK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PagSeguro Digital Ltd. (PAGS) and BlackRock, Inc. (BLK). 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 PAGS, currently valued at -1.12, compared to the broader market-4.00-2.000.002.00-1.121.88
The chart of Sortino ratio for PAGS, currently valued at -1.62, compared to the broader market-4.00-2.000.002.004.00-1.622.57
The chart of Omega ratio for PAGS, currently valued at 0.80, compared to the broader market0.501.001.502.000.801.31
The chart of Calmar ratio for PAGS, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.501.89
The chart of Martin ratio for PAGS, currently valued at -1.68, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.687.81
PAGS
BLK

The current PAGS Sharpe Ratio is -1.12, which is lower than the BLK Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of PAGS and BLK, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-1.12
1.88
PAGS
BLK

Dividends

PAGS vs. BLK - Dividend Comparison

PAGS has not paid dividends to shareholders, while BLK's dividend yield for the trailing twelve months is around 1.98%.


TTM20232022202120202019201820172016201520142013
PAGS
PagSeguro Digital Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BLK
BlackRock, Inc.
1.98%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%2.12%

Drawdowns

PAGS vs. BLK - Drawdown Comparison

The maximum PAGS drawdown since its inception was -89.95%, which is greater than BLK's maximum drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for PAGS and BLK. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-89.66%
-3.43%
PAGS
BLK

Volatility

PAGS vs. BLK - Volatility Comparison

PagSeguro Digital Ltd. (PAGS) has a higher volatility of 15.94% compared to BlackRock, Inc. (BLK) at 4.78%. This indicates that PAGS's price experiences larger fluctuations and is considered to be riskier than BLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.94%
4.78%
PAGS
BLK

Financials

PAGS vs. BLK - Financials Comparison

This section allows you to compare key financial metrics between PagSeguro Digital Ltd. and BlackRock, Inc.. 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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