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

Correlation

The correlation between TGS and PAM is 0.53, 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.


-0.50.00.51.00.5

Performance

TGS vs. PAM - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,849.01%
586.71%
TGS
PAM

Key characteristics

Sharpe Ratio

TGS:

1.67

PAM:

1.83

Sortino Ratio

TGS:

2.44

PAM:

2.47

Omega Ratio

TGS:

1.28

PAM:

1.30

Calmar Ratio

TGS:

2.24

PAM:

1.57

Martin Ratio

TGS:

9.41

PAM:

7.78

Ulcer Index

TGS:

9.11%

PAM:

9.20%

Daily Std Dev

TGS:

51.36%

PAM:

39.16%

Max Drawdown

TGS:

-93.21%

PAM:

-87.41%

Current Drawdown

TGS:

-8.48%

PAM:

-6.40%

Fundamentals

Market Cap

TGS:

$5.06B

PAM:

$5.50B

EPS

TGS:

$0.99

PAM:

$10.37

PE Ratio

TGS:

29.99

PAM:

8.75

PEG Ratio

TGS:

0.00

PAM:

0.84

Total Revenue (TTM)

TGS:

$926.42B

PAM:

$168.19B

Gross Profit (TTM)

TGS:

$444.97B

PAM:

$58.67B

EBITDA (TTM)

TGS:

$413.07B

PAM:

$60.99B

Returns By Period

In the year-to-date period, TGS achieves a 83.90% return, which is significantly higher than PAM's 73.51% return. Over the past 10 years, TGS has outperformed PAM with an annualized return of 25.54%, while PAM has yielded a comparatively lower 23.93% annualized return.


TGS

YTD

83.90%

1M

-6.12%

6M

50.49%

1Y

83.77%

5Y*

31.39%

10Y*

25.54%

PAM

YTD

73.51%

1M

4.92%

6M

95.41%

1Y

71.67%

5Y*

40.73%

10Y*

23.93%

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. PAM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Transportadora de Gas del Sur S.A. (TGS) and Pampa Energía S.A. (PAM). 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-4.00-2.000.002.001.671.83
The chart of Sortino ratio for TGS, currently valued at 2.44, compared to the broader market-4.00-2.000.002.004.002.442.47
The chart of Omega ratio for TGS, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.30
The chart of Calmar ratio for TGS, currently valued at 2.24, compared to the broader market0.002.004.006.002.241.57
The chart of Martin ratio for TGS, currently valued at 9.41, compared to the broader market-5.000.005.0010.0015.0020.0025.009.417.78
TGS
PAM

The current TGS Sharpe Ratio is 1.67, which is comparable to the PAM Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of TGS and PAM, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.67
1.83
TGS
PAM

Dividends

TGS vs. PAM - Dividend Comparison

Neither TGS nor PAM has paid dividends to shareholders.


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%
PAM
Pampa Energía S.A.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TGS vs. PAM - Drawdown Comparison

The maximum TGS drawdown since its inception was -93.21%, which is greater than PAM's maximum drawdown of -87.41%. Use the drawdown chart below to compare losses from any high point for TGS and PAM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.48%
-6.40%
TGS
PAM

Volatility

TGS vs. PAM - Volatility Comparison

Transportadora de Gas del Sur S.A. (TGS) has a higher volatility of 10.68% compared to Pampa Energía S.A. (PAM) at 9.80%. This indicates that TGS's price experiences larger fluctuations and is considered to be riskier than PAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.68%
9.80%
TGS
PAM

Financials

TGS vs. PAM - Financials Comparison

This section allows you to compare key financial metrics between Transportadora de Gas del Sur S.A. and Pampa Energía 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
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 © 2024 PortfoliosLab