PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TGLS vs. STLA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TGLS and STLA is 0.34, 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.


-0.50.00.51.00.3

Performance

TGLS vs. STLA - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
60.44%
-37.81%
TGLS
STLA

Key characteristics

Sharpe Ratio

TGLS:

2.11

STLA:

-1.02

Sortino Ratio

TGLS:

2.94

STLA:

-1.31

Omega Ratio

TGLS:

1.38

STLA:

0.83

Calmar Ratio

TGLS:

3.20

STLA:

-0.64

Martin Ratio

TGLS:

10.56

STLA:

-0.99

Ulcer Index

TGLS:

9.23%

STLA:

35.73%

Daily Std Dev

TGLS:

46.13%

STLA:

34.90%

Max Drawdown

TGLS:

-81.32%

STLA:

-55.19%

Current Drawdown

TGLS:

-1.54%

STLA:

-53.19%

Fundamentals

Market Cap

TGLS:

$3.95B

STLA:

$36.96B

EPS

TGLS:

$3.20

STLA:

$4.48

PE Ratio

TGLS:

26.27

STLA:

2.88

PEG Ratio

TGLS:

0.42

STLA:

1.77

Total Revenue (TTM)

TGLS:

$650.61M

STLA:

$127.58B

Gross Profit (TTM)

TGLS:

$272.79M

STLA:

$23.59B

EBITDA (TTM)

TGLS:

$183.21M

STLA:

$16.02B

Returns By Period

In the year-to-date period, TGLS achieves a 5.96% return, which is significantly higher than STLA's -1.30% return.


TGLS

YTD

5.96%

1M

5.18%

6M

60.44%

1Y

92.72%

5Y*

62.81%

10Y*

27.18%

STLA

YTD

-1.30%

1M

-0.08%

6M

-37.81%

1Y

-36.35%

5Y*

N/A

10Y*

N/A

*Annualized

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. STLA — Risk-Adjusted Performance Rank

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

TGLS
The Risk-Adjusted Performance Rank of TGLS is 9292
Overall Rank
The Sharpe Ratio Rank of TGLS is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of TGLS is 9191
Sortino Ratio Rank
The Omega Ratio Rank of TGLS is 9090
Omega Ratio Rank
The Calmar Ratio Rank of TGLS is 9595
Calmar Ratio Rank
The Martin Ratio Rank of TGLS is 9292
Martin Ratio Rank

STLA
The Risk-Adjusted Performance Rank of STLA is 1010
Overall Rank
The Sharpe Ratio Rank of STLA is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of STLA is 66
Sortino Ratio Rank
The Omega Ratio Rank of STLA is 77
Omega Ratio Rank
The Calmar Ratio Rank of STLA is 1010
Calmar Ratio Rank
The Martin Ratio Rank of STLA is 2323
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TGLS vs. STLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tecnoglass Inc. (TGLS) and Stellantis N.V. (STLA). 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 2.11, compared to the broader market-2.000.002.004.002.11-1.02
The chart of Sortino ratio for TGLS, currently valued at 2.94, compared to the broader market-4.00-2.000.002.004.006.002.94-1.31
The chart of Omega ratio for TGLS, currently valued at 1.38, compared to the broader market0.501.001.502.001.380.83
The chart of Calmar ratio for TGLS, currently valued at 3.20, compared to the broader market0.002.004.006.003.20-0.64
The chart of Martin ratio for TGLS, currently valued at 10.56, compared to the broader market-10.000.0010.0020.0030.0010.56-0.99
TGLS
STLA

The current TGLS Sharpe Ratio is 2.11, which is higher than the STLA Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of TGLS and STLA, 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
2.11
-1.02
TGLS
STLA

Dividends

TGLS vs. STLA - Dividend Comparison

TGLS's dividend yield for the trailing twelve months is around 0.57%, less than STLA's 12.83% yield.


TTM202420232022202120202019201820172016
TGLS
Tecnoglass Inc.
0.57%0.61%0.79%0.91%0.57%1.62%6.79%5.20%7.21%2.04%
STLA
Stellantis N.V.
12.83%12.66%6.32%7.90%2.66%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TGLS vs. STLA - Drawdown Comparison

The maximum TGLS drawdown since its inception was -81.32%, which is greater than STLA's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TGLS and STLA. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.54%
-53.19%
TGLS
STLA

Volatility

TGLS vs. STLA - Volatility Comparison

Tecnoglass Inc. (TGLS) has a higher volatility of 10.75% compared to Stellantis N.V. (STLA) at 8.66%. This indicates that TGLS's price experiences larger fluctuations and is considered to be riskier than STLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
10.75%
8.66%
TGLS
STLA

Financials

TGLS vs. STLA - Financials Comparison

This section allows you to compare key financial metrics between Tecnoglass Inc. and Stellantis N.V.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab