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

Correlation

The correlation between YPF and PAM is 0.31, 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. 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.

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Key characteristics

Sharpe Ratio

YPF:

1.05

PAM:

1.51

Sortino Ratio

YPF:

1.75

PAM:

2.19

Omega Ratio

YPF:

1.21

PAM:

1.27

Calmar Ratio

YPF:

0.91

PAM:

1.77

Martin Ratio

YPF:

3.37

PAM:

6.31

Ulcer Index

YPF:

16.56%

PAM:

11.59%

Daily Std Dev

YPF:

49.64%

PAM:

46.90%

Max Drawdown

YPF:

-94.53%

PAM:

-87.41%

Current Drawdown

YPF:

-23.66%

PAM:

-13.29%

Fundamentals

Market Cap

YPF:

$14.52B

PAM:

$4.60B

EPS

YPF:

$4.29

PAM:

$9.00

PE Ratio

YPF:

8.36

PAM:

9.14

PEG Ratio

YPF:

-0.17

PAM:

0.84

PS Ratio

YPF:

0.00

PAM:

2.44

PB Ratio

YPF:

1.21

PAM:

1.29

Total Revenue (TTM)

YPF:

$14.33T

PAM:

$1.87B

Gross Profit (TTM)

YPF:

$3.69T

PAM:

$576.67M

EBITDA (TTM)

YPF:

$2.30T

PAM:

$454.70M

Returns By Period

In the year-to-date period, YPF achieves a -15.60% return, which is significantly lower than PAM's -6.45% return. Over the past 10 years, YPF has underperformed PAM with an annualized return of 2.46%, while PAM has yielded a comparatively higher 18.08% annualized return.


YPF

YTD

-15.60%

1M

8.46%

6M

10.77%

1Y

53.07%

5Y*

52.78%

10Y*

2.46%

PAM

YTD

-6.45%

1M

5.14%

6M

7.71%

1Y

71.79%

5Y*

47.92%

10Y*

18.08%

*Annualized

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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 8181
Overall Rank
The Sharpe Ratio Rank of YPF is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of YPF is 8282
Sortino Ratio Rank
The Omega Ratio Rank of YPF is 7878
Omega Ratio Rank
The Calmar Ratio Rank of YPF is 8181
Calmar Ratio Rank
The Martin Ratio Rank of YPF is 8080
Martin Ratio Rank

PAM
The Risk-Adjusted Performance Rank of PAM is 8989
Overall Rank
The Sharpe Ratio Rank of PAM is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of PAM is 8888
Sortino Ratio Rank
The Omega Ratio Rank of PAM is 8484
Omega Ratio Rank
The Calmar Ratio Rank of PAM is 9191
Calmar Ratio Rank
The Martin Ratio Rank of PAM is 8989
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.


The current YPF Sharpe Ratio is 1.05, which is lower than the PAM Sharpe Ratio of 1.51. 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.


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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.


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Volatility

YPF vs. PAM - Volatility Comparison

YPF Sociedad Anónima (YPF) has a higher volatility of 15.56% compared to Pampa Energía S.A. (PAM) at 13.69%. 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.


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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


0.001.00T2.00T3.00T4.00T5.00T20212022202320242025
4.61B
414.00M
(YPF) Total Revenue
(PAM) Total Revenue
Values in USD except per share items

YPF vs. PAM - Profitability Comparison

The chart below illustrates the profitability comparison between YPF Sociedad Anónima and Pampa Energía S.A. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-10.0%0.0%10.0%20.0%30.0%40.0%50.0%20212022202320242025
27.8%
31.2%
(YPF) Gross Margin
(PAM) Gross Margin
YPF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, YPF Sociedad Anónima reported a gross profit of 1.28B and revenue of 4.61B. Therefore, the gross margin over that period was 27.8%.

PAM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Pampa Energía S.A. reported a gross profit of 129.00M and revenue of 414.00M. Therefore, the gross margin over that period was 31.2%.

YPF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, YPF Sociedad Anónima reported an operating income of 192.00M and revenue of 4.61B, resulting in an operating margin of 4.2%.

PAM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Pampa Energía S.A. reported an operating income of 75.00M and revenue of 414.00M, resulting in an operating margin of 18.1%.

YPF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, YPF Sociedad Anónima reported a net income of -16.00M and revenue of 4.61B, resulting in a net margin of -0.4%.

PAM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Pampa Energía S.A. reported a net income of 153.00M and revenue of 414.00M, resulting in a net margin of 37.0%.