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TGLS vs. PRF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TGLS vs. PRF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tecnoglass Inc. (TGLS) and Invesco RAFI US 1000 ETF (PRF). The values are adjusted to include any dividend payments, if applicable.

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TGLS vs. PRF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TGLS
Tecnoglass Inc.
-11.16%-35.98%74.88%49.86%18.91%281.83%-14.53%10.03%15.12%-36.04%
PRF
Invesco RAFI US 1000 ETF
1.70%18.33%16.73%15.72%-7.79%31.12%7.78%27.42%-8.71%16.01%

Returns By Period

In the year-to-date period, TGLS achieves a -11.16% return, which is significantly lower than PRF's 1.70% return. Over the past 10 years, TGLS has outperformed PRF with an annualized return of 17.59%, while PRF has yielded a comparatively lower 12.62% annualized return.


TGLS

1D
3.63%
1M
-1.88%
YTD
-11.16%
6M
-32.99%
1Y
-37.08%
3Y*
2.93%
5Y*
31.03%
10Y*
17.59%

PRF

1D
2.15%
1M
-4.01%
YTD
1.70%
6M
5.97%
1Y
19.57%
3Y*
16.95%
5Y*
11.26%
10Y*
12.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TGLS vs. PRF — Risk / Return Rank

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

TGLS
TGLS Risk / Return Rank: 1313
Overall Rank
TGLS Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TGLS Sortino Ratio Rank: 88
Sortino Ratio Rank
TGLS Omega Ratio Rank: 1010
Omega Ratio Rank
TGLS Calmar Ratio Rank: 1919
Calmar Ratio Rank
TGLS Martin Ratio Rank: 2020
Martin Ratio Rank

PRF
PRF Risk / Return Rank: 7474
Overall Rank
PRF Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PRF Sortino Ratio Rank: 7272
Sortino Ratio Rank
PRF Omega Ratio Rank: 7575
Omega Ratio Rank
PRF Calmar Ratio Rank: 7070
Calmar Ratio Rank
PRF Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TGLS vs. PRF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tecnoglass Inc. (TGLS) and Invesco 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.


TGLSPRFDifference

Sharpe ratio

Return per unit of total volatility

-0.87

1.22

-2.09

Sortino ratio

Return per unit of downside risk

-1.26

1.75

-3.00

Omega ratio

Gain probability vs. loss probability

0.86

1.27

-0.41

Calmar ratio

Return relative to maximum drawdown

-0.67

1.72

-2.39

Martin ratio

Return relative to average drawdown

-1.17

8.13

-9.29

TGLS vs. PRF - Sharpe Ratio Comparison

The current TGLS Sharpe Ratio is -0.87, which is lower than the PRF Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of TGLS and PRF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TGLSPRFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.87

1.22

-2.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.74

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.72

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.45

-0.17

Correlation

The correlation between TGLS and PRF is 0.31, 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.


Dividends

TGLS vs. PRF - Dividend Comparison

TGLS's dividend yield for the trailing twelve months is around 1.35%, less than PRF's 1.56% yield.


TTM20252024202320222021202020192018201720162015
TGLS
Tecnoglass Inc.
1.35%1.19%0.61%0.79%0.91%0.56%1.59%6.79%5.20%7.21%2.04%0.00%
PRF
Invesco RAFI US 1000 ETF
1.56%1.59%1.78%1.84%2.01%1.58%1.97%1.99%2.25%1.58%2.17%2.25%

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.


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Drawdown Indicators


TGLSPRFDifference

Max Drawdown

Largest peak-to-trough decline

-81.32%

-60.35%

-20.97%

Max Drawdown (1Y)

Largest decline over 1 year

-53.96%

-12.03%

-41.93%

Max Drawdown (5Y)

Largest decline over 5 years

-53.96%

-19.72%

-34.24%

Max Drawdown (10Y)

Largest decline over 10 years

-77.98%

-38.16%

-39.82%

Current Drawdown

Current decline from peak

-49.08%

-4.58%

-44.50%

Average Drawdown

Average peak-to-trough decline

-22.55%

-6.98%

-15.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.03%

2.54%

+28.49%

Volatility

TGLS vs. PRF - Volatility Comparison

Tecnoglass Inc. (TGLS) has a higher volatility of 13.43% compared to Invesco RAFI US 1000 ETF (PRF) at 4.26%. 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.


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Volatility by Period


TGLSPRFDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.43%

4.26%

+9.17%

Volatility (6M)

Calculated over the trailing 6-month period

27.27%

8.35%

+18.92%

Volatility (1Y)

Calculated over the trailing 1-year period

42.55%

16.14%

+26.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.04%

15.22%

+41.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.24%

17.69%

+36.55%