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

Performance

TGLS vs. IBP - Performance Comparison

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

-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
37.52%
0.94%
TGLS
IBP

Returns By Period

In the year-to-date period, TGLS achieves a 65.81% return, which is significantly higher than IBP's 15.36% return. Over the past 10 years, TGLS has underperformed IBP with an annualized return of 25.47%, while IBP has yielded a comparatively higher 29.67% annualized return.


TGLS

YTD

65.81%

1M

-0.42%

6M

37.52%

1Y

122.57%

5Y (annualized)

59.23%

10Y (annualized)

25.47%

IBP

YTD

15.36%

1M

-14.17%

6M

0.94%

1Y

45.64%

5Y (annualized)

25.58%

10Y (annualized)

29.67%

Fundamentals


TGLSIBP
Market Cap$3.54B$5.87B
EPS$3.20$9.07
PE Ratio23.5122.99
PEG Ratio0.421.20
Total Revenue (TTM)$845.21M$2.91B
Gross Profit (TTM)$356.45M$956.40M
EBITDA (TTM)$239.00M$513.76M

Key characteristics


TGLSIBP
Sharpe Ratio2.600.98
Sortino Ratio3.381.56
Omega Ratio1.451.20
Calmar Ratio3.321.69
Martin Ratio13.403.37
Ulcer Index9.06%12.99%
Daily Std Dev46.75%44.41%
Max Drawdown-81.32%-61.75%
Current Drawdown-5.06%-22.74%

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Correlation

-0.50.00.51.00.3

The correlation between TGLS and IBP is 0.29, 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. IBP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tecnoglass Inc. (TGLS) and Installed Building Products, Inc. (IBP). 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 2.60, compared to the broader market-4.00-2.000.002.004.002.600.98
The chart of Sortino ratio for TGLS, currently valued at 3.38, compared to the broader market-4.00-2.000.002.004.003.381.56
The chart of Omega ratio for TGLS, currently valued at 1.45, compared to the broader market0.501.001.502.001.451.20
The chart of Calmar ratio for TGLS, currently valued at 3.32, compared to the broader market0.002.004.006.003.321.69
The chart of Martin ratio for TGLS, currently valued at 13.40, compared to the broader market-10.000.0010.0020.0030.0013.403.37
TGLS
IBP

The current TGLS Sharpe Ratio is 2.60, which is higher than the IBP Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of TGLS and IBP, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.60
0.98
TGLS
IBP

Dividends

TGLS vs. IBP - Dividend Comparison

TGLS's dividend yield for the trailing twelve months is around 0.56%, less than IBP's 1.43% yield.


TTM20232022202120202019201820172016
TGLS
Tecnoglass Inc.
0.56%0.79%0.91%0.57%1.62%6.79%5.20%7.21%2.04%
IBP
Installed Building Products, Inc.
1.43%1.21%2.52%0.86%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TGLS vs. IBP - Drawdown Comparison

The maximum TGLS drawdown since its inception was -81.32%, which is greater than IBP's maximum drawdown of -61.75%. Use the drawdown chart below to compare losses from any high point for TGLS and IBP. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.06%
-22.74%
TGLS
IBP

Volatility

TGLS vs. IBP - Volatility Comparison

The current volatility for Tecnoglass Inc. (TGLS) is 12.21%, while Installed Building Products, Inc. (IBP) has a volatility of 13.59%. This indicates that TGLS experiences smaller price fluctuations and is considered to be less risky than IBP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.21%
13.59%
TGLS
IBP

Financials

TGLS vs. IBP - Financials Comparison

This section allows you to compare key financial metrics between Tecnoglass Inc. and Installed Building Products, 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


Values in USD except per share items