TGI vs. TDG

Last updated Jun 4, 2026

TGI (Triumph Group, Inc.) and TDG (TransDigm Group Incorporated) are both stocks. Both operate in the Aerospace & Defense industry within the Industrials sector. At a 0.49 correlation, their price movements are largely independent.

Performance

TGI vs. TDG - Performance Comparison

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

Returns By Period

TGI

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TDG

• 1D: -2.84%
• 1M: 5.38%
• YTD: -8.89%
• 6M: -9.40%
• 1Y: -11.06%
• 3Y*: 21.32%
• 5Y*: 16.99%
• 10Y*: 22.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TGI vs. TDG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TGI Triumph Group, Inc.	0.00%	39.39%	12.55%	57.60%	-43.23%	47.53%	-50.19%	121.29%	-57.40%	3.21%
TDG TransDigm Group Incorporated	-8.89%	12.15%	32.27%	66.57%	1.77%	2.82%	10.51%	84.41%	23.83%	19.84%

Correlation

The correlation between TGI and TDG is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.47
Correlation (10Y) Calculated over the trailing 10-year period	0.49
Correlation (All Time) Calculated using the full available price history since Mar 16, 2006	0.49

Over the past year, the correlation between TGI and TDG has dropped to 0.09 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

Fundamentals

Total Revenue (TTM) TGI : $1.26B TDG : $9.50B
Gross Profit (TTM) TGI : $390.76M TDG : $5.61B
EBITDA (TTM) TGI : $173.11M TDG : $4.78B

Return for Risk

TGI vs. TDG — Risk / Return Rank

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

TDG

TDG Risk / Return Rank: 24
TDG Sharpe Ratio Rank: 23
TDG Sortino Ratio Rank: 22
TDG Omega Ratio Rank: 21
TDG Calmar Ratio Rank: 26
TDG Martin Ratio Rank: 26

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.

TGI vs. TDG - Risk-Adjusted Trends 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	TGI	TDG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.40	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.85	—

Drawdowns

Drawdown Indicators

	TGI	TDG	Difference
Max Drawdown Largest peak-to-trough decline	—	-62.64%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-25.30%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-25.30%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.30%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-62.64%	—
Current Drawdown Current decline from peak	—	-20.11%	—
Average Drawdown Average peak-to-trough decline	—	-7.94%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	14.43%	—

Volatility

Volatility by Period

	TGI	TDG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.66%	—
Volatility (6M) Calculated over the trailing 6-month period	—	20.86%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	27.45%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	27.78%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	33.76%	—

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 7.43%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TDG TransDigm Group Incorporated	7.43%	6.77%	5.92%	3.46%	2.94%	0.00%	0.00%	11.16%	0.00%	8.01%	9.64%	0.00%
TGI Triumph Group, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.32%	0.63%	1.39%	0.59%	0.60%	0.40%

Financials

Frequently Asked Questions

Can I hold both TGI and TDG in my portfolio?

TGI and TDG have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.