SRG.MI vs. TRN.MI
Compare and contrast key facts about Snam SpA (SRG.MI) and Terna Rete Elettrica Nazionale SpA (TRN.MI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SRG.MI or TRN.MI.
Key characteristics
| SRG.MI | TRN.MI | |
|---|---|---|
| YTD Return | -3.86% | 5.10% |
| 1Y Return | -0.12% | 7.78% |
| 3Y Return (Ann) | -0.20% | 9.28% |
| 5Y Return (Ann) | 3.59% | 9.81% |
| 10Y Return (Ann) | 5.73% | 12.04% |
| Sharpe Ratio | 0.05 | 0.47 |
| Sortino Ratio | 0.17 | 0.79 |
| Omega Ratio | 1.02 | 1.09 |
| Calmar Ratio | 0.05 | 0.99 |
| Martin Ratio | 0.12 | 2.30 |
| Ulcer Index | 6.41% | 3.33% |
| Daily Std Dev | 16.49% | 16.34% |
| Max Drawdown | -37.63% | -30.56% |
| Current Drawdown | -12.12% | -6.23% |
Fundamentals
| SRG.MI | TRN.MI | |
|---|---|---|
| Market Cap | €14.18B | €15.48B |
| EPS | €0.32 | €0.53 |
| PE Ratio | 13.21 | 14.56 |
| PEG Ratio | 3.32 | 2.09 |
| Total Revenue (TTM) | €3.11B | €4.36B |
| Gross Profit (TTM) | €752.00M | €2.92B |
| EBITDA (TTM) | €575.00M | €1.17B |
Correlation
The correlation between SRG.MI and TRN.MI is 0.74, 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
SRG.MI vs. TRN.MI - Performance Comparison
In the year-to-date period, SRG.MI achieves a -3.86% return, which is significantly lower than TRN.MI's 5.10% return. Over the past 10 years, SRG.MI has underperformed TRN.MI with an annualized return of 5.73%, while TRN.MI has yielded a comparatively higher 12.04% annualized 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
SRG.MI vs. TRN.MI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Snam SpA (SRG.MI) and Terna Rete Elettrica Nazionale SpA (TRN.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
SRG.MI vs. TRN.MI - Dividend Comparison
SRG.MI's dividend yield for the trailing twelve months is around 6.72%, more than TRN.MI's 4.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRG.MI Snam SpA | 6.72% | 5.91% | 5.79% | 4.71% | 5.16% | 4.83% | 5.64% | 5.15% | 6.39% | 5.13% | 9.67% | 6.10% |
TRN.MI Terna Rete Elettrica Nazionale SpA | 4.41% | 4.27% | 4.33% | 3.89% | 4.10% | 4.01% | 4.53% | 4.30% | 4.64% | 4.21% | 5.32% | 5.51% |
Drawdowns
SRG.MI vs. TRN.MI - Drawdown Comparison
The maximum SRG.MI drawdown since its inception was -37.63%, which is greater than TRN.MI's maximum drawdown of -30.56%. Use the drawdown chart below to compare losses from any high point for SRG.MI and TRN.MI. For additional features, visit the drawdowns tool.
Volatility
SRG.MI vs. TRN.MI - Volatility Comparison
Snam SpA (SRG.MI) has a higher volatility of 5.12% compared to Terna Rete Elettrica Nazionale SpA (TRN.MI) at 4.52%. This indicates that SRG.MI's price experiences larger fluctuations and is considered to be riskier than TRN.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SRG.MI vs. TRN.MI - Financials Comparison
This section allows you to compare key financial metrics between Snam SpA and Terna Rete Elettrica Nazionale 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