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