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IBP vs. TGLS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


IBPTGLS
YTD Return20.20%54.92%
1Y Return81.32%126.11%
3Y Return (Ann)20.38%33.45%
5Y Return (Ann)27.26%54.89%
10Y Return (Ann)31.13%24.57%
Sharpe Ratio1.722.63
Sortino Ratio2.343.46
Omega Ratio1.301.45
Calmar Ratio3.222.96
Martin Ratio6.4213.63
Ulcer Index12.23%9.04%
Daily Std Dev45.61%46.83%
Max Drawdown-61.75%-81.32%
Current Drawdown-19.50%-9.86%

Fundamentals


IBPTGLS
Market Cap$6.43B$3.30B
EPS$8.97$3.12
PE Ratio25.3822.52
PEG Ratio1.200.42
Total Revenue (TTM)$2.15B$606.88M
Gross Profit (TTM)$699.60M$246.54M
EBITDA (TTM)$384.03M$159.36M

Correlation

-0.50.00.51.00.3

The correlation between IBP and TGLS is 0.29, 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

IBP vs. TGLS - Performance Comparison

In the year-to-date period, IBP achieves a 20.20% return, which is significantly lower than TGLS's 54.92% return. Over the past 10 years, IBP has outperformed TGLS with an annualized return of 31.13%, while TGLS has yielded a comparatively lower 24.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-6.71%
34.53%
IBP
TGLS

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Risk-Adjusted Performance

IBP vs. TGLS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Installed Building Products, Inc. (IBP) and Tecnoglass Inc. (TGLS). 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.


IBP
Sharpe ratio
The chart of Sharpe ratio for IBP, currently valued at 1.72, compared to the broader market-4.00-2.000.002.004.001.72
Sortino ratio
The chart of Sortino ratio for IBP, currently valued at 2.34, compared to the broader market-4.00-2.000.002.004.006.002.34
Omega ratio
The chart of Omega ratio for IBP, currently valued at 1.30, compared to the broader market0.501.001.502.001.30
Calmar ratio
The chart of Calmar ratio for IBP, currently valued at 3.22, compared to the broader market0.002.004.006.003.22
Martin ratio
The chart of Martin ratio for IBP, currently valued at 6.42, compared to the broader market-10.000.0010.0020.0030.006.42
TGLS
Sharpe ratio
The chart of Sharpe ratio for TGLS, currently valued at 2.63, compared to the broader market-4.00-2.000.002.004.002.63
Sortino ratio
The chart of Sortino ratio for TGLS, currently valued at 3.46, compared to the broader market-4.00-2.000.002.004.006.003.46
Omega ratio
The chart of Omega ratio for TGLS, currently valued at 1.45, compared to the broader market0.501.001.502.001.45
Calmar ratio
The chart of Calmar ratio for TGLS, currently valued at 2.96, compared to the broader market0.002.004.006.002.96
Martin ratio
The chart of Martin ratio for TGLS, currently valued at 13.63, compared to the broader market-10.000.0010.0020.0030.0013.63

IBP vs. TGLS - Sharpe Ratio Comparison

The current IBP Sharpe Ratio is 1.72, which is lower than the TGLS Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of IBP and TGLS, 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-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.72
2.63
IBP
TGLS

Dividends

IBP vs. TGLS - Dividend Comparison

IBP's dividend yield for the trailing twelve months is around 1.37%, more than TGLS's 0.60% yield.


TTM20232022202120202019201820172016
IBP
Installed Building Products, Inc.
1.37%1.21%2.52%0.86%0.00%0.00%0.00%0.00%0.00%
TGLS
Tecnoglass Inc.
0.60%0.79%0.91%0.57%1.62%6.79%5.20%7.21%2.04%

Drawdowns

IBP vs. TGLS - Drawdown Comparison

The maximum IBP drawdown since its inception was -61.75%, smaller than the maximum TGLS drawdown of -81.32%. Use the drawdown chart below to compare losses from any high point for IBP and TGLS. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-19.50%
-9.86%
IBP
TGLS

Volatility

IBP vs. TGLS - Volatility Comparison

Installed Building Products, Inc. (IBP) has a higher volatility of 14.76% compared to Tecnoglass Inc. (TGLS) at 11.68%. This indicates that IBP's price experiences larger fluctuations and is considered to be riskier than TGLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.76%
11.68%
IBP
TGLS

Financials

IBP vs. TGLS - Financials Comparison

This section allows you to compare key financial metrics between Installed Building Products, Inc. and Tecnoglass Inc.. 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