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

Key characteristics


YPFMELI
YTD Return35.60%35.05%
1Y Return80.28%53.41%
3Y Return (Ann)63.54%4.58%
5Y Return (Ann)22.05%30.27%
10Y Return (Ann)-4.35%34.28%
Sharpe Ratio1.341.56
Daily Std Dev60.75%33.31%
Max Drawdown-94.53%-89.49%
Current Drawdown-50.41%-0.83%

Fundamentals


YPFMELI
Market Cap$11.92B$107.60B
EPS-$2.10$27.59
PEG Ratio-0.171.47
Total Revenue (TTM)$759.44B$17.43B
Gross Profit (TTM)$219.63B$8.34B
EBITDA (TTM)$508.65B$2.64B

Correlation

-0.50.00.51.00.2

The correlation between YPF and MELI is 0.21, 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.

Performance

YPF vs. MELI - Performance Comparison

The year-to-date returns for both stocks are quite close, with YPF having a 35.60% return and MELI slightly lower at 35.05%. Over the past 10 years, YPF has underperformed MELI with an annualized return of -4.35%, while MELI has yielded a comparatively higher 34.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2,000.00%4,000.00%6,000.00%8,000.00%AprilMayJuneJulyAugustSeptember
-0.56%
7,585.18%
YPF
MELI

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Risk-Adjusted Performance

YPF vs. MELI - Risk-Adjusted Performance Comparison

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.


YPF
Sharpe ratio
The chart of Sharpe ratio for YPF, currently valued at 1.34, compared to the broader market-4.00-2.000.002.001.34
Sortino ratio
The chart of Sortino ratio for YPF, currently valued at 2.53, compared to the broader market-6.00-4.00-2.000.002.004.002.53
Omega ratio
The chart of Omega ratio for YPF, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for YPF, currently valued at 1.03, compared to the broader market0.001.002.003.004.005.001.03
Martin ratio
The chart of Martin ratio for YPF, currently valued at 7.06, compared to the broader market-10.00-5.000.005.0010.0015.0020.007.06
MELI
Sharpe ratio
The chart of Sharpe ratio for MELI, currently valued at 1.56, compared to the broader market-4.00-2.000.002.001.56
Sortino ratio
The chart of Sortino ratio for MELI, currently valued at 2.26, compared to the broader market-6.00-4.00-2.000.002.004.002.26
Omega ratio
The chart of Omega ratio for MELI, currently valued at 1.23, compared to the broader market0.501.001.502.001.23
Calmar ratio
The chart of Calmar ratio for MELI, currently valued at 1.26, compared to the broader market0.001.002.003.004.005.001.26
Martin ratio
The chart of Martin ratio for MELI, currently valued at 5.10, compared to the broader market-10.00-5.000.005.0010.0015.0020.005.10

YPF vs. MELI - Sharpe Ratio Comparison

The current YPF Sharpe Ratio is 1.34, which roughly equals the MELI Sharpe Ratio of 1.56. The chart below compares the 12-month rolling Sharpe Ratio of YPF and MELI.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AprilMayJuneJulyAugustSeptember
1.34
1.56
YPF
MELI

Dividends

YPF vs. MELI - Dividend Comparison

Neither YPF nor MELI has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
YPF
YPF Sociedad Anónima
0.00%0.00%0.00%0.00%0.00%1.21%0.59%0.49%0.93%0.89%0.55%0.45%
MELI
MercadoLibre, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%0.52%0.53%

Drawdowns

YPF vs. MELI - Drawdown Comparison

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-50.41%
-0.83%
YPF
MELI

Volatility

YPF vs. MELI - Volatility Comparison

YPF Sociedad Anónima (YPF) and MercadoLibre, Inc. (MELI) have volatilities of 9.48% and 9.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%AprilMayJuneJulyAugustSeptember
9.48%
9.95%
YPF
MELI

Financials

YPF vs. MELI - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items