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

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.


-0.50.00.51.0
Correlation: 0.2

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.

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%NovemberDecember2025FebruaryMarchApril
2,270.54%
792.74%
TGS
FANG

Key characteristics

Sharpe Ratio

TGS:

0.70

FANG:

-1.11

Sortino Ratio

TGS:

1.36

FANG:

-1.43

Omega Ratio

TGS:

1.15

FANG:

0.80

Calmar Ratio

TGS:

1.29

FANG:

-0.93

Martin Ratio

TGS:

3.23

FANG:

-2.44

Ulcer Index

TGS:

11.68%

FANG:

15.22%

Daily Std Dev

TGS:

53.73%

FANG:

33.50%

Max Drawdown

TGS:

-93.21%

FANG:

-88.72%

Current Drawdown

TGS:

-29.23%

FANG:

-40.10%

Fundamentals

Market Cap

TGS:

$4.71B

FANG:

$35.71B

EPS

TGS:

$2.29

FANG:

$15.53

PE Ratio

TGS:

10.28

FANG:

7.94

PEG Ratio

TGS:

0.00

FANG:

1.20

Total Revenue (TTM)

TGS:

$930.22B

FANG:

$8.82B

Gross Profit (TTM)

TGS:

$504.97B

FANG:

$6.96B

EBITDA (TTM)

TGS:

$529.62B

FANG:

$6.11B

Returns By Period

In the year-to-date period, TGS achieves a -19.61% return, which is significantly higher than FANG's -24.16% return. Over the past 10 years, TGS has outperformed FANG with an annualized return of 17.78%, while FANG has yielded a comparatively lower 6.94% annualized return.


TGS

YTD

-19.61%

1M

-7.51%

6M

20.24%

1Y

40.73%

5Y*

37.88%

10Y*

17.78%

FANG

YTD

-24.16%

1M

-12.94%

6M

-35.84%

1Y

-36.53%

5Y*

37.32%

10Y*

6.94%

*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

TGS vs. FANG — Risk-Adjusted Performance Rank

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

TGS
The Risk-Adjusted Performance Rank of TGS is 8080
Overall Rank
The Sharpe Ratio Rank of TGS is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of TGS is 7777
Sortino Ratio Rank
The Omega Ratio Rank of TGS is 7171
Omega Ratio Rank
The Calmar Ratio Rank of TGS is 8989
Calmar Ratio Rank
The Martin Ratio Rank of TGS is 8282
Martin Ratio Rank

FANG
The Risk-Adjusted Performance Rank of FANG is 55
Overall Rank
The Sharpe Ratio Rank of FANG is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of FANG is 99
Sortino Ratio Rank
The Omega Ratio Rank of FANG is 88
Omega Ratio Rank
The Calmar Ratio Rank of FANG is 33
Calmar Ratio Rank
The Martin Ratio Rank of FANG is 00
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.

TGS vs. FANG - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for TGS, currently valued at 0.70, compared to the broader market-2.00-1.000.001.002.00
TGS: 0.70
FANG: -1.11
The chart of Sortino ratio for TGS, currently valued at 1.36, compared to the broader market-6.00-4.00-2.000.002.004.00
TGS: 1.36
FANG: -1.43
The chart of Omega ratio for TGS, currently valued at 1.15, compared to the broader market0.501.001.502.00
TGS: 1.15
FANG: 0.80
The chart of Calmar ratio for TGS, currently valued at 1.29, compared to the broader market0.001.002.003.004.00
TGS: 1.29
FANG: -0.93
The chart of Martin ratio for TGS, currently valued at 3.23, compared to the broader market-10.000.0010.0020.00
TGS: 3.23
FANG: -2.44

The current TGS Sharpe Ratio is 0.70, which is higher than the FANG Sharpe Ratio of -1.11. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.70
-1.11
TGS
FANG

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 5.03%.


TTM20242023202220212020201920182017201620152014
TGS
Transportadora de Gas del Sur S.A.
0.00%0.00%0.00%0.00%0.00%0.00%15.37%5.20%0.00%0.54%0.00%5.65%
FANG
Diamondback Energy, Inc.
5.03%5.06%5.15%6.55%1.62%3.10%0.74%0.40%0.00%0.00%0.00%0.00%

Drawdowns

TGS vs. FANG - Drawdown Comparison

The maximum TGS drawdown since its inception was -93.21%, 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. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-29.23%
-40.10%
TGS
FANG

Volatility

TGS vs. FANG - Volatility Comparison

Transportadora de Gas del Sur S.A. (TGS) and Diamondback Energy, Inc. (FANG) have volatilities of 21.16% and 20.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.16%
20.35%
TGS
FANG

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


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