YPF vs. LOMA
Compare and contrast key facts about YPF Sociedad Anónima (YPF) and Loma Negra Compañía Industrial Argentina Sociedad Anónima (LOMA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: YPF or LOMA.
Key characteristics
| YPF | LOMA | |
|---|---|---|
| YTD Return | 87.67% | 46.97% |
| 1Y Return | 214.73% | 79.04% |
| 3Y Return (Ann) | 96.88% | 30.35% |
| 5Y Return (Ann) | 28.49% | 20.45% |
| Sharpe Ratio | 3.51 | 1.79 |
| Sortino Ratio | 4.74 | 2.69 |
| Omega Ratio | 1.57 | 1.30 |
| Calmar Ratio | 2.66 | 1.13 |
| Martin Ratio | 21.84 | 8.99 |
| Ulcer Index | 9.53% | 8.19% |
| Daily Std Dev | 59.34% | 41.13% |
| Max Drawdown | -94.53% | -87.17% |
| Current Drawdown | -31.36% | -36.51% |
Fundamentals
| YPF | LOMA | |
|---|---|---|
| Market Cap | $13.64B | $1.40B |
| EPS | $1.98 | $0.61 |
| PE Ratio | 15.07 | 16.70 |
| Total Revenue (TTM) | $16.89B | $724.84B |
| Gross Profit (TTM) | $4.42B | $184.08B |
| EBITDA (TTM) | $3.89B | $274.89B |
Correlation
The correlation between YPF and LOMA is 0.53, 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.
Performance
YPF vs. LOMA - Performance Comparison
In the year-to-date period, YPF achieves a 87.67% return, which is significantly higher than LOMA's 46.97% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
YPF vs. LOMA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for YPF Sociedad Anónima (YPF) and Loma Negra Compañía Industrial Argentina Sociedad Anónima (LOMA). 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.
Dividends
YPF vs. LOMA - Dividend Comparison
Neither YPF nor LOMA has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LOMA Loma Negra Compañía Industrial Argentina Sociedad Anónima | 0.00% | 14.64% | 15.68% | 0.00% | 4.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
YPF vs. LOMA - Drawdown Comparison
The maximum YPF drawdown since its inception was -94.53%, which is greater than LOMA's maximum drawdown of -87.17%. Use the drawdown chart below to compare losses from any high point for YPF and LOMA. For additional features, visit the drawdowns tool.
Volatility
YPF vs. LOMA - Volatility Comparison
YPF Sociedad Anónima (YPF) has a higher volatility of 10.22% compared to Loma Negra Compañía Industrial Argentina Sociedad Anónima (LOMA) at 9.56%. This indicates that YPF's price experiences larger fluctuations and is considered to be riskier than LOMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
YPF vs. LOMA - Financials Comparison
This section allows you to compare key financial metrics between YPF Sociedad Anónima and Loma Negra Compañía Industrial Argentina 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.
Total Revenue: Total amount of money received from sales and other business activities