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SUPV vs. BMA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SUPV and BMA is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

SUPV vs. BMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grupo Supervielle S.A. (SUPV) and Banco Macro S.A. (BMA). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
47.15%
130.02%
SUPV
BMA

Key characteristics

Sharpe Ratio

SUPV:

4.30

BMA:

4.84

Sortino Ratio

SUPV:

4.10

BMA:

4.32

Omega Ratio

SUPV:

1.48

BMA:

1.53

Calmar Ratio

SUPV:

3.17

BMA:

3.54

Martin Ratio

SUPV:

27.65

BMA:

30.79

Ulcer Index

SUPV:

10.21%

BMA:

8.81%

Daily Std Dev

SUPV:

65.74%

BMA:

56.01%

Max Drawdown

SUPV:

-95.98%

BMA:

-91.66%

Current Drawdown

SUPV:

-49.16%

BMA:

-9.48%

Fundamentals

Market Cap

SUPV:

$1.53B

BMA:

$6.71B

EPS

SUPV:

$1.09

BMA:

$7.25

PE Ratio

SUPV:

14.26

BMA:

14.74

PEG Ratio

SUPV:

0.29

BMA:

0.90

Total Revenue (TTM)

SUPV:

$637.43B

BMA:

$4.80T

Gross Profit (TTM)

SUPV:

$637.43B

BMA:

$4.80T

EBITDA (TTM)

SUPV:

-$195.76B

BMA:

$669.76B

Returns By Period

The year-to-date returns for both stocks are quite close, with SUPV having a 288.98% return and BMA slightly lower at 277.55%.


SUPV

YTD

288.98%

1M

44.02%

6M

134.19%

1Y

254.10%

5Y*

34.90%

10Y*

N/A

BMA

YTD

277.55%

1M

18.22%

6M

79.10%

1Y

269.44%

5Y*

30.12%

10Y*

12.18%

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

SUPV vs. BMA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Grupo Supervielle S.A. (SUPV) and Banco Macro S.A. (BMA). 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 SUPV, currently valued at 4.30, compared to the broader market-4.00-2.000.002.004.304.84
The chart of Sortino ratio for SUPV, currently valued at 4.10, compared to the broader market-4.00-2.000.002.004.004.104.32
The chart of Omega ratio for SUPV, currently valued at 1.48, compared to the broader market0.501.001.502.001.481.53
The chart of Calmar ratio for SUPV, currently valued at 3.17, compared to the broader market0.002.004.006.003.173.54
The chart of Martin ratio for SUPV, currently valued at 27.65, compared to the broader market-5.000.005.0010.0015.0020.0025.0027.6530.79
SUPV
BMA

The current SUPV Sharpe Ratio is 4.30, which is comparable to the BMA Sharpe Ratio of 4.84. The chart below compares the historical Sharpe Ratios of SUPV and BMA, 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 Ratio1.002.003.004.005.006.007.00JulyAugustSeptemberOctoberNovemberDecember
4.30
4.84
SUPV
BMA

Dividends

SUPV vs. BMA - Dividend Comparison

SUPV's dividend yield for the trailing twelve months is around 1.10%, less than BMA's 6.10% yield.


TTM2023202220212020201920182017201620152014
SUPV
Grupo Supervielle S.A.
1.10%0.00%0.69%1.38%1.79%2.04%1.32%0.34%0.00%0.00%0.00%
BMA
Banco Macro S.A.
6.10%6.20%6.79%0.00%0.00%6.20%5.05%0.65%1.56%0.00%2.87%

Drawdowns

SUPV vs. BMA - Drawdown Comparison

The maximum SUPV drawdown since its inception was -95.98%, roughly equal to the maximum BMA drawdown of -91.66%. Use the drawdown chart below to compare losses from any high point for SUPV and BMA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-49.16%
-9.48%
SUPV
BMA

Volatility

SUPV vs. BMA - Volatility Comparison

Grupo Supervielle S.A. (SUPV) has a higher volatility of 22.34% compared to Banco Macro S.A. (BMA) at 20.86%. This indicates that SUPV's price experiences larger fluctuations and is considered to be riskier than BMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%12.00%14.00%16.00%18.00%20.00%22.00%24.00%JulyAugustSeptemberOctoberNovemberDecember
22.34%
20.86%
SUPV
BMA

Financials

SUPV vs. BMA - Financials Comparison

This section allows you to compare key financial metrics between Grupo Supervielle S.A. and Banco Macro S.A.. 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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