YPF vs. MELI

In the year-to-date period, YPF achieves a -24.72% return, which is significantly lower than MELI's 30.90% return. Over the past 10 years, YPF has underperformed MELI with an annualized return of 0.79%, while MELI has yielded a comparatively higher 32.05% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for YPF Sociedad Anónima (YPF) and MercadoLibre, Inc. (MELI). 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.

The current YPF Sharpe Ratio is 1.10, which is comparable to the MELI Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of YPF and MELI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither YPF nor MELI has paid dividends to shareholders.

The maximum YPF drawdown since its inception was -94.53%, which is greater than MELI's maximum drawdown of -89.49%. Use the drawdown chart below to compare losses from any high point for YPF and MELI. For additional features, visit the drawdowns tool.

YPF Sociedad Anónima (YPF) has a higher volatility of 24.36% compared to MercadoLibre, Inc. (MELI) at 14.82%. This indicates that YPF's price experiences larger fluctuations and is considered to be riskier than MELI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between YPF Sociedad Anónima and MercadoLibre, 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.