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

Correlation

The correlation between PAM and YPF is 0.49, 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.


-0.50.00.51.00.5

Performance

PAM vs. YPF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pampa Energía S.A. (PAM) and YPF Sociedad Anónima (YPF). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
95.40%
106.23%
PAM
YPF

Key characteristics

Sharpe Ratio

PAM:

1.83

YPF:

3.12

Sortino Ratio

PAM:

2.47

YPF:

3.47

Omega Ratio

PAM:

1.30

YPF:

1.43

Calmar Ratio

PAM:

1.57

YPF:

2.00

Martin Ratio

PAM:

7.78

YPF:

14.34

Ulcer Index

PAM:

9.20%

YPF:

9.52%

Daily Std Dev

PAM:

39.16%

YPF:

43.82%

Max Drawdown

PAM:

-87.41%

YPF:

-94.53%

Current Drawdown

PAM:

-6.40%

YPF:

-10.93%

Fundamentals

Market Cap

PAM:

$5.50B

YPF:

$13.64B

EPS

PAM:

$10.37

YPF:

$1.98

PE Ratio

PAM:

8.75

YPF:

15.07

PEG Ratio

PAM:

0.84

YPF:

-0.17

Total Revenue (TTM)

PAM:

$168.19B

YPF:

$10.16T

Gross Profit (TTM)

PAM:

$58.67B

YPF:

$3.33T

EBITDA (TTM)

PAM:

$60.99B

YPF:

$920.32T

Returns By Period

In the year-to-date period, PAM achieves a 73.51% return, which is significantly lower than YPF's 143.54% return. Over the past 10 years, PAM has outperformed YPF with an annualized return of 23.93%, while YPF has yielded a comparatively lower 5.77% annualized return.


PAM

YTD

73.51%

1M

4.92%

6M

95.41%

1Y

71.67%

5Y*

40.73%

10Y*

23.93%

YPF

YTD

143.54%

1M

17.76%

6M

101.66%

1Y

136.53%

5Y*

30.68%

10Y*

5.77%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PAM vs. YPF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pampa Energía S.A. (PAM) 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 PAM, currently valued at 1.83, compared to the broader market-4.00-2.000.002.001.833.12
The chart of Sortino ratio for PAM, currently valued at 2.47, compared to the broader market-4.00-2.000.002.004.002.473.47
The chart of Omega ratio for PAM, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.43
The chart of Calmar ratio for PAM, currently valued at 1.57, compared to the broader market0.002.004.006.001.572.00
The chart of Martin ratio for PAM, currently valued at 7.78, compared to the broader market-5.000.005.0010.0015.0020.0025.007.7814.34
PAM
YPF

The current PAM Sharpe Ratio is 1.83, which is lower than the YPF Sharpe Ratio of 3.12. The chart below compares the historical Sharpe Ratios of PAM 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
1.83
3.12
PAM
YPF

Dividends

PAM vs. YPF - Dividend Comparison

Neither PAM nor YPF has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PAM
Pampa Energía 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%
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

PAM vs. YPF - Drawdown Comparison

The maximum PAM drawdown since its inception was -87.41%, smaller than the maximum YPF drawdown of -94.53%. Use the drawdown chart below to compare losses from any high point for PAM and YPF. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.40%
-10.93%
PAM
YPF

Volatility

PAM vs. YPF - Volatility Comparison

The current volatility for Pampa Energía S.A. (PAM) is 9.80%, while YPF Sociedad Anónima (YPF) has a volatility of 13.88%. This indicates that PAM 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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
9.80%
13.88%
PAM
YPF

Financials

PAM vs. YPF - Financials Comparison

This section allows you to compare key financial metrics between Pampa Energía S.A. 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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