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

Correlation

The correlation between PETRY and YPF is 0.27, 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.


-0.50.00.51.00.3

Performance

PETRY vs. YPF - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
-7.78%
797.86%
PETRY
YPF

Key characteristics

Sharpe Ratio

PETRY:

-0.74

YPF:

3.14

Sortino Ratio

PETRY:

-0.90

YPF:

3.48

Omega Ratio

PETRY:

0.89

YPF:

1.43

Calmar Ratio

PETRY:

-0.62

YPF:

2.01

Martin Ratio

PETRY:

-1.47

YPF:

14.44

Ulcer Index

PETRY:

18.92%

YPF:

9.52%

Daily Std Dev

PETRY:

37.67%

YPF:

43.83%

Max Drawdown

PETRY:

-55.04%

YPF:

-94.53%

Current Drawdown

PETRY:

-41.38%

YPF:

-10.60%

Fundamentals

Market Cap

PETRY:

$3.53B

YPF:

$13.64B

EPS

PETRY:

$2.65

YPF:

$1.98

PE Ratio

PETRY:

2.35

YPF:

15.07

Total Revenue (TTM)

PETRY:

$171.64B

YPF:

$10.16T

Gross Profit (TTM)

PETRY:

$8.41B

YPF:

$3.33T

EBITDA (TTM)

PETRY:

$14.31B

YPF:

$920.32T

Returns By Period

In the year-to-date period, PETRY achieves a -32.52% return, which is significantly lower than YPF's 144.44% return.


PETRY

YTD

-32.52%

1M

-18.46%

6M

-19.03%

1Y

-29.68%

5Y*

N/A

10Y*

N/A

YPF

YTD

144.44%

1M

12.14%

6M

107.00%

1Y

140.11%

5Y*

30.07%

10Y*

4.95%

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Risk-Adjusted Performance

PETRY vs. YPF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Petrobras Distribuidora S.A (PETRY) 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 PETRY, currently valued at -0.74, compared to the broader market-4.00-2.000.002.00-0.743.14
The chart of Sortino ratio for PETRY, currently valued at -0.90, compared to the broader market-4.00-2.000.002.004.00-0.903.48
The chart of Omega ratio for PETRY, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.43
The chart of Calmar ratio for PETRY, currently valued at -0.62, compared to the broader market0.002.004.006.00-0.625.25
The chart of Martin ratio for PETRY, currently valued at -1.47, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.4714.44
PETRY
YPF

The current PETRY Sharpe Ratio is -0.74, which is lower than the YPF Sharpe Ratio of 3.14. The chart below compares the historical Sharpe Ratios of PETRY 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.74
3.14
PETRY
YPF

Dividends

PETRY vs. YPF - Dividend Comparison

PETRY's dividend yield for the trailing twelve months is around 8.67%, while YPF has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PETRY
Petrobras Distribuidora S.A
8.67%3.35%5.24%9.77%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

PETRY vs. YPF - Drawdown Comparison

The maximum PETRY drawdown since its inception was -55.04%, smaller than the maximum YPF drawdown of -94.53%. Use the drawdown chart below to compare losses from any high point for PETRY and YPF. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-41.38%
-6.37%
PETRY
YPF

Volatility

PETRY vs. YPF - Volatility Comparison

Petrobras Distribuidora S.A (PETRY) has a higher volatility of 17.97% compared to YPF Sociedad Anónima (YPF) at 13.90%. This indicates that PETRY's price experiences larger fluctuations and is considered to be riskier than YPF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
17.97%
13.90%
PETRY
YPF

Financials

PETRY vs. YPF - Financials Comparison

This section allows you to compare key financial metrics between Petrobras Distribuidora 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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