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PBF vs. TRGP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PBF and TRGP is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

PBF vs. TRGP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PBF Energy Inc. (PBF) and Targa Resources Corp. (TRGP). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
36.90%
540.86%
PBF
TRGP

Key characteristics

Sharpe Ratio

PBF:

-1.09

TRGP:

4.62

Sortino Ratio

PBF:

-1.64

TRGP:

4.99

Omega Ratio

PBF:

0.81

TRGP:

1.71

Calmar Ratio

PBF:

-0.73

TRGP:

6.43

Martin Ratio

PBF:

-1.29

TRGP:

32.66

Ulcer Index

PBF:

33.23%

TRGP:

3.39%

Daily Std Dev

PBF:

39.42%

TRGP:

23.97%

Max Drawdown

PBF:

-91.51%

TRGP:

-95.21%

Current Drawdown

PBF:

-58.59%

TRGP:

-14.88%

Fundamentals

Market Cap

PBF:

$3.21B

TRGP:

$39.52B

EPS

PBF:

-$2.34

TRGP:

$5.53

PEG Ratio

PBF:

2.51

TRGP:

1.08

Total Revenue (TTM)

PBF:

$34.90B

TRGP:

$16.30B

Gross Profit (TTM)

PBF:

-$20.60M

TRGP:

$3.10B

EBITDA (TTM)

PBF:

$248.70M

TRGP:

$4.02B

Returns By Period

In the year-to-date period, PBF achieves a -41.26% return, which is significantly lower than TRGP's 108.11% return. Over the past 10 years, PBF has underperformed TRGP with an annualized return of 2.48%, while TRGP has yielded a comparatively higher 10.96% annualized return.


PBF

YTD

-41.26%

1M

-20.49%

6M

-41.60%

1Y

-42.87%

5Y*

-3.29%

10Y*

2.48%

TRGP

YTD

108.11%

1M

-14.88%

6M

42.76%

1Y

108.50%

5Y*

37.84%

10Y*

10.96%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

PBF vs. TRGP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PBF Energy Inc. (PBF) and Targa Resources Corp. (TRGP). 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 PBF, currently valued at -1.09, compared to the broader market-4.00-2.000.002.00-1.094.62
The chart of Sortino ratio for PBF, currently valued at -1.64, compared to the broader market-4.00-2.000.002.004.00-1.644.99
The chart of Omega ratio for PBF, currently valued at 0.81, compared to the broader market0.501.001.502.000.811.71
The chart of Calmar ratio for PBF, currently valued at -0.73, compared to the broader market0.002.004.006.00-0.736.43
The chart of Martin ratio for PBF, currently valued at -1.29, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.2932.66
PBF
TRGP

The current PBF Sharpe Ratio is -1.09, which is lower than the TRGP Sharpe Ratio of 4.62. The chart below compares the historical Sharpe Ratios of PBF and TRGP, 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-2.000.002.004.006.00JulyAugustSeptemberOctoberNovemberDecember
-1.09
4.62
PBF
TRGP

Dividends

PBF vs. TRGP - Dividend Comparison

PBF's dividend yield for the trailing twelve months is around 4.08%, more than TRGP's 1.56% yield.


TTM20232022202120202019201820172016201520142013
PBF
PBF Energy Inc.
4.08%1.93%0.49%0.00%4.23%3.83%3.67%3.39%4.30%3.26%4.50%3.81%
TRGP
Targa Resources Corp.
1.56%2.13%1.90%0.77%4.59%8.92%10.11%7.52%6.49%12.53%2.53%2.33%

Drawdowns

PBF vs. TRGP - Drawdown Comparison

The maximum PBF drawdown since its inception was -91.51%, roughly equal to the maximum TRGP drawdown of -95.21%. Use the drawdown chart below to compare losses from any high point for PBF and TRGP. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-58.59%
-14.88%
PBF
TRGP

Volatility

PBF vs. TRGP - Volatility Comparison

PBF Energy Inc. (PBF) and Targa Resources Corp. (TRGP) have volatilities of 9.91% and 10.00%, 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.


6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
9.91%
10.00%
PBF
TRGP

Financials

PBF vs. TRGP - Financials Comparison

This section allows you to compare key financial metrics between PBF Energy Inc. and Targa Resources Corp.. 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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