TDG vs. TGI
Compare and contrast key facts about TransDigm Group Incorporated (TDG) and Triumph Group, Inc. (TGI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TDG or TGI.
Performance
TDG vs. TGI - Performance Comparison
Returns By Period
In the year-to-date period, TDG achieves a 30.90% return, which is significantly higher than TGI's 8.44% return. Over the past 10 years, TDG has outperformed TGI with an annualized return of 25.65%, while TGI has yielded a comparatively lower -12.18% annualized return.
TDG
30.90%
-9.39%
2.49%
39.10%
21.72%
25.65%
TGI
8.44%
16.60%
22.65%
68.98%
-8.74%
-12.18%
Fundamentals
| TDG | TGI | |
|---|---|---|
| Market Cap | $76.22B | $1.45B |
| EPS | $25.57 | -$0.37 |
| PEG Ratio | 4.06 | 0.20 |
| Total Revenue (TTM) | $7.94B | $924.56M |
| Gross Profit (TTM) | $4.58B | $237.12M |
| EBITDA (TTM) | $3.80B | $118.02M |
Key characteristics
| TDG | TGI | |
|---|---|---|
| Sharpe Ratio | 1.69 | 1.09 |
| Sortino Ratio | 2.17 | 2.02 |
| Omega Ratio | 1.29 | 1.29 |
| Calmar Ratio | 3.24 | 0.79 |
| Martin Ratio | 9.86 | 4.38 |
| Ulcer Index | 3.86% | 15.73% |
| Daily Std Dev | 22.49% | 62.87% |
| Max Drawdown | -62.64% | -95.83% |
| Current Drawdown | -11.16% | -78.12% |
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Correlation
The correlation between TDG and TGI is 0.50, 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.
Risk-Adjusted Performance
TDG vs. TGI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TransDigm Group Incorporated (TDG) and Triumph Group, Inc. (TGI). 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
TDG vs. TGI - Dividend Comparison
TDG's dividend yield for the trailing twelve months is around 8.77%, while TGI has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TDG TransDigm Group Incorporated | 5.98% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% | 12.73% | 13.66% |
TGI Triumph Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.32% | 0.63% | 1.39% | 0.59% | 0.60% | 0.40% | 0.24% | 0.21% |
Drawdowns
TDG vs. TGI - Drawdown Comparison
The maximum TDG drawdown since its inception was -62.64%, smaller than the maximum TGI drawdown of -95.83%. Use the drawdown chart below to compare losses from any high point for TDG and TGI. For additional features, visit the drawdowns tool.
Volatility
TDG vs. TGI - Volatility Comparison
The current volatility for TransDigm Group Incorporated (TDG) is 10.10%, while Triumph Group, Inc. (TGI) has a volatility of 19.88%. This indicates that TDG experiences smaller price fluctuations and is considered to be less risky than TGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TDG vs. TGI - Financials Comparison
This section allows you to compare key financial metrics between TransDigm Group Incorporated and Triumph Group, 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.
Total Revenue: Total amount of money received from sales and other business activities