IG.MI vs. SRG.MI
Compare and contrast key facts about Italgas SpA (IG.MI) and Snam SpA (SRG.MI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IG.MI or SRG.MI.
Key characteristics
| IG.MI | SRG.MI | |
|---|---|---|
| YTD Return | 13.56% | -3.79% |
| 1Y Return | 21.64% | 3.36% |
| 3Y Return (Ann) | 5.15% | -0.18% |
| 5Y Return (Ann) | 4.12% | 3.65% |
| Sharpe Ratio | 1.17 | 0.06 |
| Sortino Ratio | 1.66 | 0.19 |
| Omega Ratio | 1.20 | 1.02 |
| Calmar Ratio | 1.24 | 0.06 |
| Martin Ratio | 5.55 | 0.15 |
| Ulcer Index | 3.51% | 6.38% |
| Daily Std Dev | 16.62% | 16.50% |
| Max Drawdown | -34.67% | -37.63% |
| Current Drawdown | -6.62% | -12.05% |
Fundamentals
| IG.MI | SRG.MI | |
|---|---|---|
| Market Cap | €4.52B | €14.18B |
| EPS | €0.57 | €0.32 |
| PE Ratio | 9.65 | 13.21 |
| PEG Ratio | 1.66 | 3.32 |
| Total Revenue (TTM) | €563.28M | €3.11B |
| Gross Profit (TTM) | €21.41M | €752.00M |
| EBITDA (TTM) | €290.10M | €575.00M |
Correlation
The correlation between IG.MI and SRG.MI is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IG.MI vs. SRG.MI - Performance Comparison
In the year-to-date period, IG.MI achieves a 13.56% return, which is significantly higher than SRG.MI's -3.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IG.MI vs. SRG.MI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Italgas SpA (IG.MI) and Snam SpA (SRG.MI). 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.
Dividends
IG.MI vs. SRG.MI - Dividend Comparison
IG.MI's dividend yield for the trailing twelve months is around 6.40%, less than SRG.MI's 6.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IG.MI Italgas SpA | 6.40% | 6.12% | 5.68% | 4.58% | 4.92% | 4.30% | 4.16% | 3.93% | 0.00% | 0.00% | 0.00% | 0.00% |
SRG.MI Snam SpA | 6.71% | 5.91% | 5.79% | 4.71% | 5.16% | 4.83% | 5.64% | 5.15% | 6.39% | 5.13% | 9.67% | 6.10% |
Drawdowns
IG.MI vs. SRG.MI - Drawdown Comparison
The maximum IG.MI drawdown since its inception was -34.67%, smaller than the maximum SRG.MI drawdown of -37.63%. Use the drawdown chart below to compare losses from any high point for IG.MI and SRG.MI. For additional features, visit the drawdowns tool.
Volatility
IG.MI vs. SRG.MI - Volatility Comparison
Italgas SpA (IG.MI) and Snam SpA (SRG.MI) have volatilities of 5.15% and 5.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
IG.MI vs. SRG.MI - Financials Comparison
This section allows you to compare key financial metrics between Italgas SpA and Snam SpA. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities