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

Correlation

The correlation between YPF and MARA is 0.15, 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.


-0.50.00.51.00.2

Performance

YPF vs. MARA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YPF Sociedad Anónima (YPF) and Marathon Digital Holdings, Inc. (MARA). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
100.83%
-1.39%
YPF
MARA

Key characteristics

Sharpe Ratio

YPF:

3.15

MARA:

-0.07

Sortino Ratio

YPF:

3.49

MARA:

0.75

Omega Ratio

YPF:

1.43

MARA:

1.08

Calmar Ratio

YPF:

2.02

MARA:

-0.08

Martin Ratio

YPF:

14.50

MARA:

-0.19

Ulcer Index

YPF:

9.52%

MARA:

37.49%

Daily Std Dev

YPF:

43.87%

MARA:

110.36%

Max Drawdown

YPF:

-94.53%

MARA:

-99.74%

Current Drawdown

YPF:

-11.30%

MARA:

-86.83%

Fundamentals

Market Cap

YPF:

$13.64B

MARA:

$8.35B

EPS

YPF:

$1.98

MARA:

$0.83

PE Ratio

YPF:

15.07

MARA:

29.64

PEG Ratio

YPF:

-0.17

MARA:

0.00

Total Revenue (TTM)

YPF:

$10.16T

MARA:

$598.75M

Gross Profit (TTM)

YPF:

$3.33T

MARA:

-$98.85M

EBITDA (TTM)

YPF:

$920.32T

MARA:

$337.50M

Returns By Period

In the year-to-date period, YPF achieves a 142.52% return, which is significantly higher than MARA's -13.28% return. Over the past 10 years, YPF has outperformed MARA with an annualized return of 5.94%, while MARA has yielded a comparatively lower -18.11% annualized return.


YPF

YTD

142.52%

1M

19.32%

6M

98.43%

1Y

140.70%

5Y*

30.62%

10Y*

5.94%

MARA

YTD

-13.28%

1M

2.57%

6M

-1.40%

1Y

-7.83%

5Y*

84.49%

10Y*

-18.11%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

YPF vs. MARA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YPF Sociedad Anónima (YPF) and Marathon Digital Holdings, Inc. (MARA). 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 YPF, currently valued at 3.21, compared to the broader market-4.00-2.000.002.003.21-0.07
The chart of Sortino ratio for YPF, currently valued at 3.53, compared to the broader market-4.00-2.000.002.004.003.530.75
The chart of Omega ratio for YPF, currently valued at 1.44, compared to the broader market0.501.001.502.001.441.08
The chart of Calmar ratio for YPF, currently valued at 2.33, compared to the broader market0.002.004.006.002.33-0.08
The chart of Martin ratio for YPF, currently valued at 14.77, compared to the broader market0.0010.0020.0014.77-0.19
YPF
MARA

The current YPF Sharpe Ratio is 3.15, which is higher than the MARA Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of YPF and MARA, 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
3.21
-0.07
YPF
MARA

Dividends

YPF vs. MARA - Dividend Comparison

Neither YPF nor MARA has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
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%
MARA
Marathon Digital Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

YPF vs. MARA - Drawdown Comparison

The maximum YPF drawdown since its inception was -94.53%, smaller than the maximum MARA drawdown of -99.74%. Use the drawdown chart below to compare losses from any high point for YPF and MARA. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.11%
-86.83%
YPF
MARA

Volatility

YPF vs. MARA - Volatility Comparison

The current volatility for YPF Sociedad Anónima (YPF) is 14.36%, while Marathon Digital Holdings, Inc. (MARA) has a volatility of 30.50%. This indicates that YPF experiences smaller price fluctuations and is considered to be less risky than MARA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
14.36%
30.50%
YPF
MARA

Financials

YPF vs. MARA - Financials Comparison

This section allows you to compare key financial metrics between YPF Sociedad Anónima and Marathon Digital Holdings, 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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