TGLS vs. PRF
Compare and contrast key facts about Tecnoglass Inc. (TGLS) and Invesco FTSE RAFI US 1000 ETF (PRF).
PRF is a passively managed fund by Invesco that tracks the performance of the FTSE RAFI US 1000 Index. It was launched on Dec 19, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TGLS or PRF.
Performance
TGLS vs. PRF - Performance Comparison
Returns By Period
In the year-to-date period, TGLS achieves a 65.81% return, which is significantly higher than PRF's 20.05% return. Over the past 10 years, TGLS has outperformed PRF with an annualized return of 25.47%, while PRF has yielded a comparatively lower 10.81% annualized return.
TGLS
65.81%
-0.42%
37.52%
122.57%
59.23%
25.47%
PRF
20.05%
1.73%
9.91%
28.53%
13.45%
10.81%
Key characteristics
| TGLS | PRF | |
|---|---|---|
| Sharpe Ratio | 2.60 | 2.58 |
| Sortino Ratio | 3.38 | 3.58 |
| Omega Ratio | 1.45 | 1.47 |
| Calmar Ratio | 3.32 | 4.80 |
| Martin Ratio | 13.40 | 16.78 |
| Ulcer Index | 9.06% | 1.68% |
| Daily Std Dev | 46.75% | 10.95% |
| Max Drawdown | -81.32% | -60.35% |
| Current Drawdown | -5.06% | -1.37% |
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Correlation
The correlation between TGLS and PRF is 0.28, 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. PRF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tecnoglass Inc. (TGLS) and Invesco FTSE RAFI US 1000 ETF (PRF). 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.
Dividends
TGLS vs. PRF - Dividend Comparison
TGLS's dividend yield for the trailing twelve months is around 0.56%, less than PRF's 1.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGLS Tecnoglass Inc. | 0.56% | 0.79% | 0.91% | 0.57% | 1.62% | 6.79% | 5.20% | 7.21% | 2.04% | 0.00% | 0.00% | 0.00% |
PRF Invesco FTSE RAFI US 1000 ETF | 1.68% | 1.84% | 2.01% | 1.58% | 1.97% | 1.99% | 2.25% | 1.58% | 2.17% | 2.25% | 1.73% | 1.56% |
Drawdowns
TGLS vs. PRF - Drawdown Comparison
The maximum TGLS drawdown since its inception was -81.32%, which is greater than PRF's maximum drawdown of -60.35%. Use the drawdown chart below to compare losses from any high point for TGLS and PRF. For additional features, visit the drawdowns tool.
Volatility
TGLS vs. PRF - Volatility Comparison
Tecnoglass Inc. (TGLS) has a higher volatility of 12.21% compared to Invesco FTSE RAFI US 1000 ETF (PRF) at 3.92%. This indicates that TGLS's price experiences larger fluctuations and is considered to be riskier than PRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.