PortfoliosLab logoPortfoliosLab logo
TGS vs. FANG
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

TGS vs. FANG - Performance Comparison

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

Loading graphics...

TGS vs. FANG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TGS
Transportadora de Gas del Sur S.A.
11.23%6.22%93.97%27.88%165.77%-14.62%-27.48%-45.44%-28.91%146.45%
FANG
Diamondback Energy, Inc.
27.56%-5.64%10.35%19.66%35.34%127.51%-46.00%0.92%-26.35%24.93%

Fundamentals

Market Cap

TGS:

$5.21B

FANG:

$54.48B

EPS

TGS:

$2.70K

FANG:

$5.75

PE Ratio

TGS:

0.01

FANG:

33.15

PS Ratio

TGS:

0.00

FANG:

3.68

PB Ratio

TGS:

0.00

FANG:

1.47

Total Revenue (TTM)

TGS:

$1.65T

FANG:

$14.98B

Gross Profit (TTM)

TGS:

$887.47B

FANG:

$7.48B

EBITDA (TTM)

TGS:

$890.25B

FANG:

$7.31B

Returns By Period

In the year-to-date period, TGS achieves a 11.23% return, which is significantly lower than FANG's 27.56% return. Over the past 10 years, TGS has outperformed FANG with an annualized return of 20.73%, while FANG has yielded a comparatively lower 12.44% annualized return.


TGS

1D
-0.09%
1M
16.35%
YTD
11.23%
6M
70.01%
1Y
27.23%
3Y*
50.03%
5Y*
48.00%
10Y*
20.73%

FANG

1D
-3.63%
1M
7.15%
YTD
27.56%
6M
34.51%
1Y
21.73%
3Y*
16.36%
5Y*
23.73%
10Y*
12.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TGS vs. FANG — Risk / Return Rank

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

TGS
TGS Risk / Return Rank: 5858
Overall Rank
TGS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
TGS Sortino Ratio Rank: 5959
Sortino Ratio Rank
TGS Omega Ratio Rank: 5757
Omega Ratio Rank
TGS Calmar Ratio Rank: 5959
Calmar Ratio Rank
TGS Martin Ratio Rank: 6060
Martin Ratio Rank

FANG
FANG Risk / Return Rank: 5858
Overall Rank
FANG Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FANG Sortino Ratio Rank: 5454
Sortino Ratio Rank
FANG Omega Ratio Rank: 5454
Omega Ratio Rank
FANG Calmar Ratio Rank: 6060
Calmar Ratio Rank
FANG Martin Ratio Rank: 6262
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.

TGS vs. FANG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transportadora de Gas del Sur S.A. (TGS) and Diamondback Energy, Inc. (FANG). 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.


TGSFANGDifference

Sharpe ratio

Return per unit of total volatility

0.43

0.56

-0.13

Sortino ratio

Return per unit of downside risk

1.18

0.98

+0.20

Omega ratio

Gain probability vs. loss probability

1.15

1.13

+0.01

Calmar ratio

Return relative to maximum drawdown

0.83

0.86

-0.03

Martin ratio

Return relative to average drawdown

2.05

2.18

-0.13

TGS vs. FANG - Sharpe Ratio Comparison

The current TGS Sharpe Ratio is 0.43, which is comparable to the FANG Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of TGS and FANG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TGSFANGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

0.56

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.62

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.25

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.46

-0.23

Correlation

The correlation between TGS and FANG is 0.24, 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

TGS vs. FANG - Dividend Comparison

TGS has not paid dividends to shareholders, while FANG's dividend yield for the trailing twelve months is around 2.12%.


TTM2025202420232022202120202019201820172016
TGS
Transportadora de Gas del Sur S.A.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%14.46%5.04%0.00%0.34%
FANG
Diamondback Energy, Inc.
2.12%2.66%5.06%5.15%6.55%1.62%3.10%0.74%0.40%0.00%0.00%

Drawdowns

TGS vs. FANG - Drawdown Comparison

The maximum TGS drawdown since its inception was -95.49%, which is greater than FANG's maximum drawdown of -88.72%. Use the drawdown chart below to compare losses from any high point for TGS and FANG.


Loading graphics...

Drawdown Indicators


TGSFANGDifference

Max Drawdown

Largest peak-to-trough decline

-95.49%

-88.72%

-6.77%

Max Drawdown (1Y)

Largest decline over 1 year

-36.89%

-26.16%

-10.73%

Max Drawdown (5Y)

Largest decline over 5 years

-39.49%

-42.10%

+2.61%

Max Drawdown (10Y)

Largest decline over 10 years

-80.55%

-88.72%

+8.17%

Current Drawdown

Current decline from peak

-0.29%

-5.72%

+5.43%

Average Drawdown

Average peak-to-trough decline

-47.26%

-19.57%

-27.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.00%

10.33%

+4.67%

Volatility

TGS vs. FANG - Volatility Comparison

Transportadora de Gas del Sur S.A. (TGS) has a higher volatility of 8.74% compared to Diamondback Energy, Inc. (FANG) at 8.16%. This indicates that TGS's price experiences larger fluctuations and is considered to be riskier than FANG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TGSFANGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.74%

8.16%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

41.75%

20.91%

+20.84%

Volatility (1Y)

Calculated over the trailing 1-year period

63.48%

39.22%

+24.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.49%

38.39%

+17.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.16%

48.95%

+5.21%

Financials

TGS vs. FANG - Financials Comparison

This section allows you to compare key financial metrics between Transportadora de Gas del Sur S.A. and Diamondback Energy, Inc.. 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


0.00100.00B200.00B300.00B400.00B500.00B600.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
567.12B
3.38B
(TGS) Total Revenue
(FANG) Total Revenue
Values in USD except per share items