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TGI vs. B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TGI and B is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

TGI vs. B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Triumph Group, Inc. (TGI) and Barnes Group Inc. (B). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TGI:

1.39

B:

0.22

Sortino Ratio

TGI:

2.61

B:

0.60

Omega Ratio

TGI:

1.42

B:

1.07

Calmar Ratio

TGI:

0.95

B:

0.12

Martin Ratio

TGI:

6.87

B:

0.69

Ulcer Index

TGI:

11.92%

B:

13.07%

Daily Std Dev

TGI:

57.37%

B:

35.62%

Max Drawdown

TGI:

-95.83%

B:

-89.32%

Current Drawdown

TGI:

-68.83%

B:

-67.23%

Fundamentals

PS Ratio

TGI:

1.59

B:

0.00

PB Ratio

TGI:

0.00

B:

0.00

Returns By Period

In the year-to-date period, TGI achieves a 37.25% return, which is significantly higher than B's 17.61% return. Over the past 10 years, TGI has underperformed B with an annualized return of -9.17%, while B has yielded a comparatively higher 3.35% annualized return.


TGI

YTD

37.25%

1M

3.68%

6M

57.41%

1Y

78.84%

5Y*

39.56%

10Y*

-9.17%

B

YTD

17.61%

1M

-11.46%

6M

4.77%

1Y

7.68%

5Y*

-6.97%

10Y*

3.35%

*Annualized

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Risk-Adjusted Performance

TGI vs. B — Risk-Adjusted Performance Rank

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

TGI
The Risk-Adjusted Performance Rank of TGI is 9090
Overall Rank
The Sharpe Ratio Rank of TGI is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of TGI is 9393
Sortino Ratio Rank
The Omega Ratio Rank of TGI is 9595
Omega Ratio Rank
The Calmar Ratio Rank of TGI is 8383
Calmar Ratio Rank
The Martin Ratio Rank of TGI is 9191
Martin Ratio Rank

B
The Risk-Adjusted Performance Rank of B is 5656
Overall Rank
The Sharpe Ratio Rank of B is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of B is 5454
Sortino Ratio Rank
The Omega Ratio Rank of B is 5252
Omega Ratio Rank
The Calmar Ratio Rank of B is 5555
Calmar Ratio Rank
The Martin Ratio Rank of B is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TGI vs. B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Triumph Group, Inc. (TGI) and Barnes Group Inc. (B). 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.


The current TGI Sharpe Ratio is 1.39, which is higher than the B Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of TGI and B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

TGI vs. B - Dividend Comparison

Neither TGI nor B has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
TGI
Triumph Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.32%0.63%1.39%0.59%0.60%0.40%0.24%
B
Barnes Group Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TGI vs. B - Drawdown Comparison

The maximum TGI drawdown since its inception was -95.83%, which is greater than B's maximum drawdown of -89.32%. Use the drawdown chart below to compare losses from any high point for TGI and B. For additional features, visit the drawdowns tool.


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Volatility

TGI vs. B - Volatility Comparison

The current volatility for Triumph Group, Inc. (TGI) is 1.67%, while Barnes Group Inc. (B) has a volatility of 13.81%. This indicates that TGI experiences smaller price fluctuations and is considered to be less risky than B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

TGI vs. B - Financials Comparison

This section allows you to compare key financial metrics between Triumph Group, Inc. and Barnes 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


300.00M400.00M500.00M600.00M700.00MAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
315.56M
(TGI) Total Revenue
(B) Total Revenue
Values in USD except per share items