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TEN vs. UGP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TEN vs. UGP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tsakos Energy Navigation Ltd (TEN) and Ultrapar Participações S.A. (UGP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TEN achieves a 67.72% return, which is significantly higher than UGP's 29.97% return. Over the past 10 years, TEN has outperformed UGP with an annualized return of 6.73%, while UGP has yielded a comparatively lower -3.75% annualized return.


TEN

1D
-1.12%
1M
-13.72%
YTD
67.72%
6M
55.55%
1Y
121.53%
3Y*
35.90%
5Y*
39.29%
10Y*
6.73%

UGP

1D
-4.11%
1M
-18.06%
YTD
29.97%
6M
21.54%
1Y
77.21%
3Y*
15.84%
5Y*
7.05%
10Y*
-3.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TEN vs. UGP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TEN
Tsakos Energy Navigation Ltd
67.72%36.04%-16.03%40.05%138.54%-8.72%-61.54%68.70%-28.96%-12.82%
UGP
Ultrapar Participações S.A.
29.97%57.18%-50.30%128.76%-4.60%-39.49%-26.69%-5.15%-38.91%12.39%

Correlation

The correlation between TEN and UGP is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2002

0.22

Fundamentals

Market Cap

TEN:

$1.11B

UGP:

$5.36B

EPS

TEN:

$7.10

UGP:

$2.70

PE Ratio

TEN:

5.20

UGP:

1.82

PEG Ratio

TEN:

0.01

UGP:

0.05

PS Ratio

TEN:

1.29

UGP:

0.04

PB Ratio

TEN:

0.57

UGP:

1.62

Total Revenue (TTM)

TEN:

$854.60M

UGP:

$144.45B

Gross Profit (TTM)

TEN:

$337.69M

UGP:

$10.28B

EBITDA (TTM)

TEN:

$410.58M

UGP:

$8.79B

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Return for Risk

TEN vs. UGP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TEN
TEN Risk / Return Rank: 9494
Overall Rank
TEN Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TEN Sortino Ratio Rank: 9494
Sortino Ratio Rank
TEN Omega Ratio Rank: 9191
Omega Ratio Rank
TEN Calmar Ratio Rank: 9595
Calmar Ratio Rank
TEN Martin Ratio Rank: 9696
Martin Ratio Rank

UGP
UGP Risk / Return Rank: 8787
Overall Rank
UGP Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
UGP Sortino Ratio Rank: 8585
Sortino Ratio Rank
UGP Omega Ratio Rank: 8383
Omega Ratio Rank
UGP Calmar Ratio Rank: 8787
Calmar Ratio Rank
UGP Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TEN vs. UGP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tsakos Energy Navigation Ltd (TEN) and Ultrapar Participações S.A. (UGP). 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.


TENUGPDifference
Sharpe ratioReturn per unit of total volatility

+1.17

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

1.45

1.34

+0.11

Calmar ratioReturn relative to maximum drawdown

7.20

3.92

+3.28

Martin ratioReturn relative to average drawdown

23.81

12.87

+10.94

TEN vs. UGP - Sharpe Ratio Comparison

The current TEN Sharpe Ratio is 3.31, which is higher than the UGP Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of TEN and UGP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TENUGPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.31

2.14

+1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.17

+0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

-0.08

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.24

-0.12

Drawdowns

TEN vs. UGP - Drawdown Comparison

The maximum TEN drawdown since its inception was -92.52%, which is greater than UGP's maximum drawdown of -83.31%. Use the drawdown chart below to compare losses from any high point for TEN and UGP.


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Drawdown Indicators


TENUGPDifference

Max Drawdown

Largest peak-to-trough decline

-92.52%

-83.31%

-9.21%

Max Drawdown (1Y)

Largest decline over 1 year

-16.98%

-19.80%

+2.82%

Max Drawdown (3Y)

Largest decline over 3 years

-52.64%

-58.58%

+5.94%

Max Drawdown (5Y)

Largest decline over 5 years

-52.64%

-58.58%

+5.94%

Max Drawdown (10Y)

Largest decline over 10 years

-72.36%

-83.31%

+10.95%

Current Drawdown

Current decline from peak

-50.55%

-50.06%

-0.49%

Average Drawdown

Average peak-to-trough decline

-57.21%

-29.70%

-27.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

6.02%

-0.90%

Volatility

TEN vs. UGP - Volatility Comparison

The current volatility for Tsakos Energy Navigation Ltd (TEN) is 9.83%, while Ultrapar Participações S.A. (UGP) has a volatility of 10.41%. This indicates that TEN experiences smaller price fluctuations and is considered to be less risky than UGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TENUGPDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.83%

10.41%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

26.99%

25.75%

+1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

36.94%

36.52%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.99%

42.49%

+4.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.50%

48.00%

+1.50%

Dividends

TEN vs. UGP - Dividend Comparison

TEN's dividend yield for the trailing twelve months is around 4.33%, less than UGP's 4.96% yield.


PositionTTM20252024202320222021202020192018201720162015
TEN
Tsakos Energy Navigation Ltd
4.33%4.91%8.65%5.85%1.48%1.38%6.23%2.29%5.64%5.12%6.18%3.03%
UGP
Ultrapar Participações S.A.
4.96%8.50%4.76%1.30%4.70%4.51%1.20%2.28%3.15%2.39%2.23%2.93%

Financials

TEN vs. UGP - Financials Comparison

This section allows you to compare key financial metrics between Tsakos Energy Navigation Ltd and Ultrapar Participações S.A.. 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


0.0010.00B20.00B30.00B40.00B20222023202420252026
252.96M
35.41B
(TEN) Total Revenue
(UGP) Total Revenue
Values in USD except per share items

TEN vs. UGP - Profitability Comparison

The chart below illustrates the profitability comparison between Tsakos Energy Navigation Ltd and Ultrapar Participações S.A. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-10.0%0.0%10.0%20.0%30.0%40.0%50.0%20222023202420252026
48.4%
8.6%
Portfolio components
TEN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tsakos Energy Navigation Ltd reported a gross profit of 122.32M and revenue of 252.96M. Therefore, the gross margin over that period was 48.4%.

UGP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ultrapar Participações S.A. reported a gross profit of 3.06B and revenue of 35.41B. Therefore, the gross margin over that period was 8.6%.

TEN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tsakos Energy Navigation Ltd reported an operating income of 109.88M and revenue of 252.96M, resulting in an operating margin of 43.4%.

UGP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ultrapar Participações S.A. reported an operating income of 1.79B and revenue of 35.41B, resulting in an operating margin of 5.1%.

TEN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tsakos Energy Navigation Ltd reported a net income of 88.84M and revenue of 252.96M, resulting in a net margin of 35.1%.

UGP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ultrapar Participações S.A. reported a net income of 843.54M and revenue of 35.41B, resulting in a net margin of 2.4%.


Frequently Asked Questions


TEN and UGP have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGP has higher volatility (10.41%) compared to TEN (9.83%). In terms of maximum drawdown, TEN dropped -92.52% vs UGP's -83.31%.

TEN currently has the higher Sharpe Ratio (3.31 vs 2.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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