PortfoliosLab logo
TGS vs. TRMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TGS and TRMD is 0.27, 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: 0.3

Performance

TGS vs. TRMD - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
53.31%
320.09%
TGS
TRMD

Key characteristics

Sharpe Ratio

TGS:

1.03

TRMD:

-0.97

Sortino Ratio

TGS:

1.77

TRMD:

-1.42

Omega Ratio

TGS:

1.19

TRMD:

0.84

Calmar Ratio

TGS:

1.64

TRMD:

-0.67

Martin Ratio

TGS:

4.53

TRMD:

-1.21

Ulcer Index

TGS:

12.55%

TRMD:

33.14%

Daily Std Dev

TGS:

54.97%

TRMD:

41.12%

Max Drawdown

TGS:

-93.21%

TRMD:

-59.34%

Current Drawdown

TGS:

-19.88%

TRMD:

-53.26%

Fundamentals

Market Cap

TGS:

$3.93B

TRMD:

$1.54B

EPS

TGS:

$2.16

TRMD:

$6.36

PE Ratio

TGS:

12.37

TRMD:

2.47

PS Ratio

TGS:

0.00

TRMD:

0.99

PB Ratio

TGS:

2.02

TRMD:

0.73

Total Revenue (TTM)

TGS:

$930.22B

TRMD:

$1.12B

Gross Profit (TTM)

TGS:

$504.97B

TRMD:

$644.10M

EBITDA (TTM)

TGS:

$529.62B

TRMD:

$597.88M

Returns By Period

In the year-to-date period, TGS achieves a -8.99% return, which is significantly higher than TRMD's -12.16% return.


TGS

YTD

-8.99%

1M

-6.10%

6M

21.37%

1Y

66.92%

5Y*

44.39%

10Y*

20.55%

TRMD

YTD

-12.16%

1M

-10.85%

6M

-33.27%

1Y

-41.02%

5Y*

26.84%

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

TGS vs. TRMD — 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 8484
Overall Rank
The Sharpe Ratio Rank of TGS is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of TGS is 8383
Sortino Ratio Rank
The Omega Ratio Rank of TGS is 7676
Omega Ratio Rank
The Calmar Ratio Rank of TGS is 9191
Calmar Ratio Rank
The Martin Ratio Rank of TGS is 8686
Martin Ratio Rank

TRMD
The Risk-Adjusted Performance Rank of TRMD is 1111
Overall Rank
The Sharpe Ratio Rank of TRMD is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of TRMD is 77
Sortino Ratio Rank
The Omega Ratio Rank of TRMD is 1010
Omega Ratio Rank
The Calmar Ratio Rank of TRMD is 1010
Calmar Ratio Rank
The Martin Ratio Rank of TRMD is 2020
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. TRMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Transportadora de Gas del Sur S.A. (TGS) and TORM plc (TRMD). 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.


The chart of Sharpe ratio for TGS, currently valued at 1.03, compared to the broader market-2.00-1.000.001.002.003.00
TGS: 1.03
TRMD: -0.97
The chart of Sortino ratio for TGS, currently valued at 1.77, compared to the broader market-6.00-4.00-2.000.002.004.00
TGS: 1.77
TRMD: -1.42
The chart of Omega ratio for TGS, currently valued at 1.19, compared to the broader market0.501.001.502.00
TGS: 1.19
TRMD: 0.84
The chart of Calmar ratio for TGS, currently valued at 1.64, compared to the broader market0.001.002.003.004.005.00
TGS: 1.64
TRMD: -0.67
The chart of Martin ratio for TGS, currently valued at 4.53, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
TGS: 4.53
TRMD: -1.21

The current TGS Sharpe Ratio is 1.03, which is higher than the TRMD Sharpe Ratio of -0.97. The chart below compares the historical Sharpe Ratios of TGS and TRMD, 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
1.03
-0.97
TGS
TRMD

Dividends

TGS vs. TRMD - Dividend Comparison

TGS has not paid dividends to shareholders, while TRMD's dividend yield for the trailing twelve months is around 35.48%.


TTM20242023202220212020201920182017201620152014
TGS
Transportadora de Gas del Sur S.A.
0.00%0.00%0.00%0.00%0.00%0.00%15.36%5.20%0.00%0.54%0.00%5.65%
TRMD
TORM plc
35.48%30.13%23.05%6.99%0.00%14.89%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TGS vs. TRMD - Drawdown Comparison

The maximum TGS drawdown since its inception was -93.21%, which is greater than TRMD's maximum drawdown of -59.34%. Use the drawdown chart below to compare losses from any high point for TGS and TRMD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.88%
-53.26%
TGS
TRMD

Volatility

TGS vs. TRMD - Volatility Comparison

Transportadora de Gas del Sur S.A. (TGS) has a higher volatility of 22.63% compared to TORM plc (TRMD) at 17.26%. This indicates that TGS's price experiences larger fluctuations and is considered to be riskier than TRMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
22.63%
17.26%
TGS
TRMD

Financials

TGS vs. TRMD - Financials Comparison

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