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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%50.00%100.00%AugustSeptemberOctoberNovemberDecember2025
108.63%
78.86%
YPF
PAM

Key characteristics

Sharpe Ratio

YPF:

4.27

PAM:

2.06

Sortino Ratio

YPF:

4.30

PAM:

2.68

Omega Ratio

YPF:

1.54

PAM:

1.33

Calmar Ratio

YPF:

2.73

PAM:

1.81

Martin Ratio

YPF:

20.04

PAM:

9.55

Ulcer Index

YPF:

9.22%

PAM:

8.63%

Daily Std Dev

YPF:

43.29%

PAM:

40.07%

Max Drawdown

YPF:

-94.53%

PAM:

-87.41%

Current Drawdown

YPF:

-9.13%

PAM:

-9.35%

Fundamentals

Market Cap

YPF:

$13.64B

PAM:

$5.33B

EPS

YPF:

$1.98

PAM:

$10.17

PE Ratio

YPF:

15.07

PAM:

8.46

PEG Ratio

YPF:

-0.17

PAM:

0.84

Total Revenue (TTM)

YPF:

$8.04T

PAM:

$1.42B

Gross Profit (TTM)

YPF:

$2.24T

PAM:

$507.64M

EBITDA (TTM)

YPF:

$919.22T

PAM:

$650.14M

Returns By Period

In the year-to-date period, YPF achieves a 0.47% return, which is significantly higher than PAM's -2.19% return. Over the past 10 years, YPF has underperformed PAM with an annualized return of 6.18%, while PAM has yielded a comparatively higher 23.51% annualized return.


YPF

YTD

0.47%

1M

1.64%

6M

111.86%

1Y

173.26%

5Y*

33.98%

10Y*

6.18%

PAM

YTD

-2.19%

1M

0.10%

6M

84.77%

1Y

80.01%

5Y*

42.81%

10Y*

23.51%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

YPF vs. PAM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

YPF
The Risk-Adjusted Performance Rank of YPF is 9797
Overall Rank
The Sharpe Ratio Rank of YPF is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of YPF is 9797
Sortino Ratio Rank
The Omega Ratio Rank of YPF is 9696
Omega Ratio Rank
The Calmar Ratio Rank of YPF is 9494
Calmar Ratio Rank
The Martin Ratio Rank of YPF is 9797
Martin Ratio Rank

PAM
The Risk-Adjusted Performance Rank of PAM is 8989
Overall Rank
The Sharpe Ratio Rank of PAM is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of PAM is 8989
Sortino Ratio Rank
The Omega Ratio Rank of PAM is 8686
Omega Ratio Rank
The Calmar Ratio Rank of PAM is 8888
Calmar Ratio Rank
The Martin Ratio Rank of PAM is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 4.27, compared to the broader market-2.000.002.004.004.272.06
The chart of Sortino ratio for YPF, currently valued at 4.30, compared to the broader market-4.00-2.000.002.004.006.004.302.68
The chart of Omega ratio for YPF, currently valued at 1.54, compared to the broader market0.501.001.502.001.541.33
The chart of Calmar ratio for YPF, currently valued at 2.73, compared to the broader market0.002.004.006.002.731.81
The chart of Martin ratio for YPF, currently valued at 20.04, compared to the broader market-10.000.0010.0020.0030.0020.049.55
YPF
PAM

The current YPF Sharpe Ratio is 4.27, which is higher than the PAM Sharpe Ratio of 2.06. 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
4.27
2.06
YPF
PAM

Dividends

YPF vs. PAM - Dividend Comparison

Neither YPF nor PAM has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
YPF
YPF Sociedad Anónima
0.00%0.00%0.00%0.00%0.00%0.00%1.19%0.60%0.49%0.92%0.89%0.55%
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%AugustSeptemberOctoberNovemberDecember2025
-9.13%
-9.35%
YPF
PAM

Volatility

YPF vs. PAM - Volatility Comparison

The current volatility for YPF Sociedad Anónima (YPF) is 11.29%, while Pampa Energía S.A. (PAM) has a volatility of 12.87%. This indicates that YPF experiences smaller price fluctuations and is considered to be less risky 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%AugustSeptemberOctoberNovemberDecember2025
11.29%
12.87%
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
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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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