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

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.

-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
42.35%
23.50%
TGLS
GFF

Returns By Period

In the year-to-date period, TGLS achieves a 74.59% return, which is significantly higher than GFF's 37.03% return. Over the past 10 years, TGLS has outperformed GFF with an annualized return of 26.36%, while GFF has yielded a comparatively lower 24.54% annualized return.


TGLS

YTD

74.59%

1M

14.75%

6M

42.35%

1Y

132.11%

5Y (annualized)

60.76%

10Y (annualized)

26.36%

GFF

YTD

37.03%

1M

28.86%

6M

23.50%

1Y

80.84%

5Y (annualized)

36.39%

10Y (annualized)

24.54%

Fundamentals


TGLSGFF
Market Cap$3.54B$3.80B
EPS$3.20$4.23
PE Ratio23.5118.76
PEG Ratio0.422.36
Total Revenue (TTM)$845.21M$2.62B
Gross Profit (TTM)$356.45M$1.04B
EBITDA (TTM)$239.00M$493.26M

Key characteristics


TGLSGFF
Sharpe Ratio2.821.82
Sortino Ratio3.562.37
Omega Ratio1.471.36
Calmar Ratio3.613.16
Martin Ratio14.589.03
Ulcer Index9.06%8.96%
Daily Std Dev46.85%44.40%
Max Drawdown-81.32%-75.71%
Current Drawdown-0.04%0.00%

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Correlation

-0.50.00.51.00.2

The correlation between TGLS and GFF is 0.24, 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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for TGLS, currently valued at 2.82, compared to the broader market-4.00-2.000.002.004.002.821.82
The chart of Sortino ratio for TGLS, currently valued at 3.56, compared to the broader market-4.00-2.000.002.004.003.562.37
The chart of Omega ratio for TGLS, currently valued at 1.47, compared to the broader market0.501.001.502.001.471.36
The chart of Calmar ratio for TGLS, currently valued at 3.61, compared to the broader market0.002.004.006.003.613.16
The chart of Martin ratio for TGLS, currently valued at 14.58, compared to the broader market0.0010.0020.0030.0014.589.03
TGLS
GFF

The current TGLS Sharpe Ratio is 2.82, which is higher than the GFF Sharpe Ratio of 1.82. 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.82
1.82
TGLS
GFF

Dividends

TGLS vs. GFF - Dividend Comparison

TGLS's dividend yield for the trailing twelve months is around 0.53%, less than GFF's 0.72% yield.


TTM20232022202120202019201820172016201520142013
TGLS
Tecnoglass Inc.
0.53%0.79%0.91%0.57%1.62%6.79%5.20%7.21%2.04%0.00%0.00%0.00%
GFF
Griffon Corporation
0.72%4.10%6.62%1.16%1.50%1.45%12.28%1.23%0.80%0.96%0.98%0.79%

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.04%
0
TGLS
GFF

Volatility

TGLS vs. GFF - Volatility Comparison

The current volatility for Tecnoglass Inc. (TGLS) is 12.59%, while Griffon Corporation (GFF) has a volatility of 19.40%. This indicates that TGLS experiences smaller price fluctuations and is considered to be less risky than GFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
12.59%
19.40%
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