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

Performance

CX vs. TIGO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CEMEX, S.A.B. de C.V. (CX) and Millicom International Cellular S.A. (TIGO). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-27.72%
10.69%
CX
TIGO

Returns By Period

In the year-to-date period, CX achieves a -29.21% return, which is significantly lower than TIGO's 46.06% return. Over the past 10 years, CX has outperformed TIGO with an annualized return of -6.77%, while TIGO has yielded a comparatively lower -9.33% annualized return.


CX

YTD

-29.21%

1M

-6.68%

6M

-27.71%

1Y

-18.84%

5Y (annualized)

8.75%

10Y (annualized)

-6.77%

TIGO

YTD

46.06%

1M

-4.05%

6M

10.69%

1Y

59.91%

5Y (annualized)

-10.04%

10Y (annualized)

-9.33%

Fundamentals


CXTIGO
Market Cap$7.95B$4.48B
EPS$0.20$0.92
PE Ratio27.2028.37
PEG Ratio0.110.93
Total Revenue (TTM)$16.96B$5.85B
Gross Profit (TTM)$5.59B$3.74B
EBITDA (TTM)$2.83B$2.44B

Key characteristics


CXTIGO
Sharpe Ratio-0.532.10
Sortino Ratio-0.563.12
Omega Ratio0.931.37
Calmar Ratio-0.240.74
Martin Ratio-0.8311.00
Ulcer Index23.67%5.57%
Daily Std Dev36.79%29.23%
Max Drawdown-93.80%-99.52%
Current Drawdown-79.12%-70.17%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.3

The correlation between CX and TIGO is 0.33, 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.

Risk-Adjusted Performance

CX vs. TIGO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CEMEX, S.A.B. de C.V. (CX) and Millicom International Cellular S.A. (TIGO). 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 CX, currently valued at -0.53, compared to the broader market-4.00-2.000.002.004.00-0.532.10
The chart of Sortino ratio for CX, currently valued at -0.56, compared to the broader market-4.00-2.000.002.004.00-0.563.12
The chart of Omega ratio for CX, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.37
The chart of Calmar ratio for CX, currently valued at -0.24, compared to the broader market0.002.004.006.00-0.240.74
The chart of Martin ratio for CX, currently valued at -0.83, compared to the broader market0.0010.0020.0030.00-0.8311.00
CX
TIGO

The current CX Sharpe Ratio is -0.53, which is lower than the TIGO Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of CX and TIGO, 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.53
2.10
CX
TIGO

Dividends

CX vs. TIGO - Dividend Comparison

CX's dividend yield for the trailing twelve months is around 0.77%, while TIGO has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
CX
CEMEX, S.A.B. de C.V.
0.77%0.00%0.00%0.00%0.00%2.59%0.00%0.00%0.00%0.00%0.00%0.00%
TIGO
Millicom International Cellular S.A.
0.00%0.00%0.00%0.00%0.00%5.47%3.26%3.07%4.89%3.59%2.77%2.09%

Drawdowns

CX vs. TIGO - Drawdown Comparison

The maximum CX drawdown since its inception was -93.80%, smaller than the maximum TIGO drawdown of -99.52%. Use the drawdown chart below to compare losses from any high point for CX and TIGO. For additional features, visit the drawdowns tool.


-80.00%-78.00%-76.00%-74.00%-72.00%-70.00%-68.00%JuneJulyAugustSeptemberOctoberNovember
-79.12%
-70.17%
CX
TIGO

Volatility

CX vs. TIGO - Volatility Comparison

CEMEX, S.A.B. de C.V. (CX) has a higher volatility of 16.68% compared to Millicom International Cellular S.A. (TIGO) at 7.98%. This indicates that CX's price experiences larger fluctuations and is considered to be riskier than TIGO 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%JuneJulyAugustSeptemberOctoberNovember
16.68%
7.98%
CX
TIGO

Financials

CX vs. TIGO - Financials Comparison

This section allows you to compare key financial metrics between CEMEX, S.A.B. de C.V. and Millicom International Cellular 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