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

Correlation

The correlation between TGLS and MSFT is 0.12, 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.


-0.50.00.51.00.1

Performance

TGLS vs. MSFT - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
959.56%
1,688.16%
TGLS
MSFT

Key characteristics

Sharpe Ratio

TGLS:

1.89

MSFT:

0.94

Sortino Ratio

TGLS:

2.71

MSFT:

1.30

Omega Ratio

TGLS:

1.35

MSFT:

1.18

Calmar Ratio

TGLS:

2.85

MSFT:

1.21

Martin Ratio

TGLS:

9.54

MSFT:

2.77

Ulcer Index

TGLS:

9.10%

MSFT:

6.75%

Daily Std Dev

TGLS:

46.05%

MSFT:

19.81%

Max Drawdown

TGLS:

-81.32%

MSFT:

-69.39%

Current Drawdown

TGLS:

-6.38%

MSFT:

-6.27%

Fundamentals

Market Cap

TGLS:

$3.97B

MSFT:

$3.38T

EPS

TGLS:

$3.20

MSFT:

$12.10

PE Ratio

TGLS:

26.43

MSFT:

37.56

PEG Ratio

TGLS:

0.42

MSFT:

2.41

Total Revenue (TTM)

TGLS:

$845.21M

MSFT:

$254.19B

Gross Profit (TTM)

TGLS:

$355.77M

MSFT:

$176.28B

EBITDA (TTM)

TGLS:

$239.00M

MSFT:

$139.14B

Returns By Period

In the year-to-date period, TGLS achieves a 76.18% return, which is significantly higher than MSFT's 16.97% return. Both investments have delivered pretty close results over the past 10 years, with TGLS having a 26.23% annualized return and MSFT not far ahead at 26.56%.


TGLS

YTD

76.18%

1M

2.87%

6M

88.34%

1Y

78.87%

5Y*

60.43%

10Y*

26.23%

MSFT

YTD

16.97%

1M

5.29%

6M

-2.56%

1Y

17.76%

5Y*

23.77%

10Y*

26.56%

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. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tecnoglass Inc. (TGLS) and Microsoft Corporation (MSFT). 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 1.89, compared to the broader market-4.00-2.000.002.001.890.94
The chart of Sortino ratio for TGLS, currently valued at 2.71, compared to the broader market-4.00-2.000.002.004.002.711.30
The chart of Omega ratio for TGLS, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.18
The chart of Calmar ratio for TGLS, currently valued at 2.85, compared to the broader market0.002.004.006.002.851.21
The chart of Martin ratio for TGLS, currently valued at 9.54, compared to the broader market-5.000.005.0010.0015.0020.0025.009.542.77
TGLS
MSFT

The current TGLS Sharpe Ratio is 1.89, which is higher than the MSFT Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of TGLS and MSFT, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.89
0.94
TGLS
MSFT

Dividends

TGLS vs. MSFT - Dividend Comparison

TGLS's dividend yield for the trailing twelve months is around 0.52%, less than MSFT's 0.71% yield.


TTM20232022202120202019201820172016201520142013
TGLS
Tecnoglass Inc.
0.52%0.79%0.91%0.57%1.62%6.79%5.20%7.21%2.04%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.71%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%

Drawdowns

TGLS vs. MSFT - Drawdown Comparison

The maximum TGLS drawdown since its inception was -81.32%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for TGLS and MSFT. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.38%
-6.27%
TGLS
MSFT

Volatility

TGLS vs. MSFT - Volatility Comparison

Tecnoglass Inc. (TGLS) has a higher volatility of 9.98% compared to Microsoft Corporation (MSFT) at 5.74%. This indicates that TGLS's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.98%
5.74%
TGLS
MSFT

Financials

TGLS vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Tecnoglass Inc. and Microsoft 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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