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

Correlation

The correlation between YPF and XOM is 0.30, 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.


-0.50.00.51.00.3

Performance

YPF vs. XOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YPF Sociedad Anónima (YPF) and Exxon Mobil Corporation (XOM). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
100.82%
-3.21%
YPF
XOM

Key characteristics

Sharpe Ratio

YPF:

3.15

XOM:

0.43

Sortino Ratio

YPF:

3.49

XOM:

0.73

Omega Ratio

YPF:

1.43

XOM:

1.09

Calmar Ratio

YPF:

2.02

XOM:

0.44

Martin Ratio

YPF:

14.50

XOM:

1.79

Ulcer Index

YPF:

9.52%

XOM:

4.63%

Daily Std Dev

YPF:

43.87%

XOM:

19.32%

Max Drawdown

YPF:

-94.53%

XOM:

-62.40%

Current Drawdown

YPF:

-11.30%

XOM:

-14.42%

Fundamentals

Market Cap

YPF:

$13.64B

XOM:

$474.71B

EPS

YPF:

$1.98

XOM:

$8.03

PE Ratio

YPF:

15.07

XOM:

13.45

PEG Ratio

YPF:

-0.17

XOM:

5.51

Total Revenue (TTM)

YPF:

$10.16T

XOM:

$342.95B

Gross Profit (TTM)

YPF:

$3.33T

XOM:

$85.46B

EBITDA (TTM)

YPF:

$920.32T

XOM:

$75.25B

Returns By Period

In the year-to-date period, YPF achieves a 142.52% return, which is significantly higher than XOM's 10.07% return. Both investments have delivered pretty close results over the past 10 years, with YPF having a 5.94% annualized return and XOM not far behind at 5.81%.


YPF

YTD

142.52%

1M

19.32%

6M

98.43%

1Y

140.70%

5Y*

30.62%

10Y*

5.94%

XOM

YTD

10.07%

1M

-11.55%

6M

-1.12%

1Y

6.86%

5Y*

14.22%

10Y*

5.81%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

YPF vs. XOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YPF Sociedad Anónima (YPF) and Exxon Mobil Corporation (XOM). 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 3.15, compared to the broader market-4.00-2.000.002.003.150.43
The chart of Sortino ratio for YPF, currently valued at 3.49, compared to the broader market-4.00-2.000.002.004.003.490.73
The chart of Omega ratio for YPF, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.09
The chart of Calmar ratio for YPF, currently valued at 2.02, compared to the broader market0.002.004.006.002.020.44
The chart of Martin ratio for YPF, currently valued at 14.50, compared to the broader market0.0010.0020.0014.501.79
YPF
XOM

The current YPF Sharpe Ratio is 3.15, which is higher than the XOM Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of YPF and XOM, 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
3.15
0.43
YPF
XOM

Dividends

YPF vs. XOM - Dividend Comparison

YPF has not paid dividends to shareholders, while XOM's dividend yield for the trailing twelve months is around 3.61%.


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%
XOM
Exxon Mobil Corporation
3.61%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%

Drawdowns

YPF vs. XOM - Drawdown Comparison

The maximum YPF drawdown since its inception was -94.53%, which is greater than XOM's maximum drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for YPF and XOM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.30%
-14.42%
YPF
XOM

Volatility

YPF vs. XOM - Volatility Comparison

YPF Sociedad Anónima (YPF) has a higher volatility of 14.37% compared to Exxon Mobil Corporation (XOM) at 4.85%. This indicates that YPF's price experiences larger fluctuations and is considered to be riskier than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
14.37%
4.85%
YPF
XOM

Financials

YPF vs. XOM - Financials Comparison

This section allows you to compare key financial metrics between YPF Sociedad Anónima and Exxon Mobil Corporation. 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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