PortfoliosLab logo
TGLS vs. GFF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TGLS and GFF is 0.27, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

TGLS vs. GFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tecnoglass Inc. (TGLS) and Griffon Corporation (GFF). The values are adjusted to include any dividend payments, if applicable.

700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%1,300.00%NovemberDecember2025FebruaryMarchApril
854.47%
993.79%
TGLS
GFF

Key characteristics

Sharpe Ratio

TGLS:

0.61

GFF:

-0.00

Sortino Ratio

TGLS:

1.28

GFF:

0.33

Omega Ratio

TGLS:

1.16

GFF:

1.05

Calmar Ratio

TGLS:

0.97

GFF:

-0.00

Martin Ratio

TGLS:

2.57

GFF:

-0.01

Ulcer Index

TGLS:

11.45%

GFF:

12.36%

Daily Std Dev

TGLS:

48.56%

GFF:

45.71%

Max Drawdown

TGLS:

-81.32%

GFF:

-75.71%

Current Drawdown

TGLS:

-16.59%

GFF:

-20.96%

Fundamentals

Market Cap

TGLS:

$3.40B

GFF:

$3.20B

EPS

TGLS:

$3.43

GFF:

$4.90

PE Ratio

TGLS:

21.08

GFF:

13.74

PEG Ratio

TGLS:

0.42

GFF:

2.36

PS Ratio

TGLS:

3.82

GFF:

1.22

PB Ratio

TGLS:

5.38

GFF:

14.05

Total Revenue (TTM)

TGLS:

$697.55M

GFF:

$1.94B

Gross Profit (TTM)

TGLS:

$304.97M

GFF:

$792.65M

EBITDA (TTM)

TGLS:

$211.36M

GFF:

$390.86M

Returns By Period

In the year-to-date period, TGLS achieves a -9.29% return, which is significantly lower than GFF's -5.56% return. Over the past 10 years, TGLS has outperformed GFF with an annualized return of 23.48%, while GFF has yielded a comparatively lower 18.99% annualized return.


TGLS

YTD

-9.29%

1M

1.77%

6M

3.10%

1Y

30.27%

5Y*

80.82%

10Y*

23.48%

GFF

YTD

-5.56%

1M

-4.73%

6M

4.81%

1Y

-0.74%

5Y*

37.06%

10Y*

18.99%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TGLS vs. GFF — Risk-Adjusted Performance Rank

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

TGLS
The Risk-Adjusted Performance Rank of TGLS is 7676
Overall Rank
The Sharpe Ratio Rank of TGLS is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of TGLS is 7474
Sortino Ratio Rank
The Omega Ratio Rank of TGLS is 7171
Omega Ratio Rank
The Calmar Ratio Rank of TGLS is 8484
Calmar Ratio Rank
The Martin Ratio Rank of TGLS is 7777
Martin Ratio Rank

GFF
The Risk-Adjusted Performance Rank of GFF is 5050
Overall Rank
The Sharpe Ratio Rank of GFF is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of GFF is 4747
Sortino Ratio Rank
The Omega Ratio Rank of GFF is 4848
Omega Ratio Rank
The Calmar Ratio Rank of GFF is 5252
Calmar Ratio Rank
The Martin Ratio Rank of GFF is 5252
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.

TGLS vs. GFF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tecnoglass Inc. (TGLS) and Griffon Corporation (GFF). 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 chart of Sharpe ratio for TGLS, currently valued at 0.61, compared to the broader market-2.00-1.000.001.002.003.00
TGLS: 0.61
GFF: -0.00
The chart of Sortino ratio for TGLS, currently valued at 1.28, compared to the broader market-6.00-4.00-2.000.002.004.00
TGLS: 1.28
GFF: 0.33
The chart of Omega ratio for TGLS, currently valued at 1.16, compared to the broader market0.501.001.502.00
TGLS: 1.16
GFF: 1.05
The chart of Calmar ratio for TGLS, currently valued at 0.97, compared to the broader market0.001.002.003.004.005.00
TGLS: 0.97
GFF: -0.00
The chart of Martin ratio for TGLS, currently valued at 2.57, compared to the broader market-5.000.005.0010.0015.0020.00
TGLS: 2.57
GFF: -0.01

The current TGLS Sharpe Ratio is 0.61, which is higher than the GFF Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of TGLS and GFF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.61
-0.00
TGLS
GFF

Dividends

TGLS vs. GFF - Dividend Comparison

TGLS's dividend yield for the trailing twelve months is around 0.72%, less than GFF's 0.98% yield.


TTM20242023202220212020201920182017201620152014
TGLS
Tecnoglass Inc.
0.72%0.61%0.79%0.91%0.57%1.62%6.79%5.20%7.21%2.04%0.00%0.00%
GFF
Griffon Corporation
0.98%0.88%4.10%6.62%1.16%1.50%1.45%12.28%1.23%0.80%0.96%0.98%

Drawdowns

TGLS vs. GFF - Drawdown Comparison

The maximum TGLS drawdown since its inception was -81.32%, which is greater than GFF's maximum drawdown of -75.71%. Use the drawdown chart below to compare losses from any high point for TGLS and GFF. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.59%
-20.96%
TGLS
GFF

Volatility

TGLS vs. GFF - Volatility Comparison

Tecnoglass Inc. (TGLS) has a higher volatility of 17.69% compared to Griffon Corporation (GFF) at 15.53%. This indicates that TGLS's price experiences larger fluctuations and is considered to be riskier than GFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%NovemberDecember2025FebruaryMarchApril
17.69%
15.53%
TGLS
GFF

Financials

TGLS vs. GFF - Financials Comparison

This section allows you to compare key financial metrics between Tecnoglass Inc. and Griffon Corporation. 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


Values in USD except per share items