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TGS vs. CEPU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TGS and CEPU is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

TGS vs. CEPU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transportadora de Gas del Sur S.A. (TGS) and Central Puerto S.A. (CEPU). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
54.71%
-5.60%
TGS
CEPU

Key characteristics

Sharpe Ratio

TGS:

1.67

CEPU:

1.30

Sortino Ratio

TGS:

2.44

CEPU:

1.98

Omega Ratio

TGS:

1.28

CEPU:

1.23

Calmar Ratio

TGS:

2.24

CEPU:

1.25

Martin Ratio

TGS:

9.41

CEPU:

4.80

Ulcer Index

TGS:

9.11%

CEPU:

12.68%

Daily Std Dev

TGS:

51.36%

CEPU:

46.87%

Max Drawdown

TGS:

-93.21%

CEPU:

-88.97%

Current Drawdown

TGS:

-8.48%

CEPU:

-11.69%

Fundamentals

Market Cap

TGS:

$5.06B

CEPU:

$2.27B

EPS

TGS:

$0.99

CEPU:

$1.24

PE Ratio

TGS:

29.99

CEPU:

12.20

Total Revenue (TTM)

TGS:

$926.42B

CEPU:

$777.40B

Gross Profit (TTM)

TGS:

$444.97B

CEPU:

$232.75B

EBITDA (TTM)

TGS:

$413.07B

CEPU:

$358.68B

Returns By Period

In the year-to-date period, TGS achieves a 83.90% return, which is significantly higher than CEPU's 51.36% return.


TGS

YTD

83.90%

1M

-6.12%

6M

50.49%

1Y

83.77%

5Y*

31.39%

10Y*

25.54%

CEPU

YTD

51.36%

1M

-0.22%

6M

51.22%

1Y

58.96%

5Y*

26.71%

10Y*

N/A

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Risk-Adjusted Performance

TGS vs. CEPU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Transportadora de Gas del Sur S.A. (TGS) and Central Puerto S.A. (CEPU). 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 TGS, currently valued at 1.67, compared to the broader market-4.00-2.000.002.001.671.30
The chart of Sortino ratio for TGS, currently valued at 2.44, compared to the broader market-4.00-2.000.002.004.002.441.98
The chart of Omega ratio for TGS, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.23
The chart of Calmar ratio for TGS, currently valued at 2.38, compared to the broader market0.002.004.006.002.381.25
The chart of Martin ratio for TGS, currently valued at 9.41, compared to the broader market-5.000.005.0010.0015.0020.0025.009.414.80
TGS
CEPU

The current TGS Sharpe Ratio is 1.67, which is comparable to the CEPU Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of TGS and CEPU, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.67
1.30
TGS
CEPU

Dividends

TGS vs. CEPU - Dividend Comparison

TGS has not paid dividends to shareholders, while CEPU's dividend yield for the trailing twelve months is around 1.41%.


TTM20232022202120202019201820172016201520142013
TGS
Transportadora de Gas del Sur S.A.
0.00%0.00%0.00%0.00%0.00%15.37%5.20%0.00%0.54%0.00%5.65%6.88%
CEPU
Central Puerto S.A.
1.41%8.91%2.78%0.00%0.00%2.45%3.71%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TGS vs. CEPU - Drawdown Comparison

The maximum TGS drawdown since its inception was -93.21%, roughly equal to the maximum CEPU drawdown of -88.97%. Use the drawdown chart below to compare losses from any high point for TGS and CEPU. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.48%
-11.69%
TGS
CEPU

Volatility

TGS vs. CEPU - Volatility Comparison

The current volatility for Transportadora de Gas del Sur S.A. (TGS) is 10.68%, while Central Puerto S.A. (CEPU) has a volatility of 12.59%. This indicates that TGS experiences smaller price fluctuations and is considered to be less risky than CEPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.68%
12.59%
TGS
CEPU

Financials

TGS vs. CEPU - Financials Comparison

This section allows you to compare key financial metrics between Transportadora de Gas del Sur S.A. and Central Puerto S.A.. 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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