PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
YPF vs. PAM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between YPF and PAM is 0.49, 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.


-0.50.00.51.00.5

Performance

YPF vs. PAM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YPF Sociedad Anónima (YPF) and Pampa Energía S.A. (PAM). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
37.44%
586.71%
YPF
PAM

Key characteristics

Sharpe Ratio

YPF:

3.14

PAM:

1.83

Sortino Ratio

YPF:

3.48

PAM:

2.47

Omega Ratio

YPF:

1.43

PAM:

1.30

Calmar Ratio

YPF:

2.01

PAM:

1.57

Martin Ratio

YPF:

14.44

PAM:

7.78

Ulcer Index

YPF:

9.52%

PAM:

9.20%

Daily Std Dev

YPF:

43.83%

PAM:

39.16%

Max Drawdown

YPF:

-94.53%

PAM:

-87.41%

Current Drawdown

YPF:

-10.60%

PAM:

-6.40%

Fundamentals

Market Cap

YPF:

$13.64B

PAM:

$5.50B

EPS

YPF:

$1.98

PAM:

$10.37

PE Ratio

YPF:

15.07

PAM:

8.75

PEG Ratio

YPF:

-0.17

PAM:

0.84

Total Revenue (TTM)

YPF:

$10.16T

PAM:

$168.19B

Gross Profit (TTM)

YPF:

$3.33T

PAM:

$58.67B

EBITDA (TTM)

YPF:

$920.32T

PAM:

$60.99B

Returns By Period

In the year-to-date period, YPF achieves a 144.44% return, which is significantly higher than PAM's 73.51% return. Over the past 10 years, YPF has underperformed PAM with an annualized return of 4.95%, while PAM has yielded a comparatively higher 23.93% annualized return.


YPF

YTD

144.44%

1M

12.14%

6M

107.00%

1Y

140.11%

5Y*

30.07%

10Y*

4.95%

PAM

YTD

73.51%

1M

4.92%

6M

95.41%

1Y

71.67%

5Y*

40.73%

10Y*

23.93%

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

YPF vs. PAM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YPF Sociedad Anónima (YPF) and Pampa Energía S.A. (PAM). 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 3.14, compared to the broader market-4.00-2.000.002.003.141.83
The chart of Sortino ratio for YPF, currently valued at 3.48, compared to the broader market-4.00-2.000.002.004.003.482.47
The chart of Omega ratio for YPF, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.30
The chart of Calmar ratio for YPF, currently valued at 2.01, compared to the broader market0.002.004.006.002.011.57
The chart of Martin ratio for YPF, currently valued at 14.44, compared to the broader market-5.000.005.0010.0015.0020.0025.0014.447.78
YPF
PAM

The current YPF Sharpe Ratio is 3.14, which is higher than the PAM Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of YPF and PAM, 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
3.14
1.83
YPF
PAM

Dividends

YPF vs. PAM - Dividend Comparison

Neither YPF nor PAM 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%
PAM
Pampa Energía S.A.
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. PAM - Drawdown Comparison

The maximum YPF drawdown since its inception was -94.53%, which is greater than PAM's maximum drawdown of -87.41%. Use the drawdown chart below to compare losses from any high point for YPF and PAM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.60%
-6.40%
YPF
PAM

Volatility

YPF vs. PAM - Volatility Comparison

YPF Sociedad Anónima (YPF) has a higher volatility of 13.90% compared to Pampa Energía S.A. (PAM) at 9.80%. This indicates that YPF's price experiences larger fluctuations and is considered to be riskier than PAM based on this measure. 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%JulyAugustSeptemberOctoberNovemberDecember
13.90%
9.80%
YPF
PAM

Financials

YPF vs. PAM - Financials Comparison

This section allows you to compare key financial metrics between YPF Sociedad Anónima and Pampa Energía 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab