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

Correlation

The correlation between TGS and UNH is 0.10, 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.


-0.50.00.51.00.1

Performance

TGS vs. UNH - Performance Comparison

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

0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,136.35%
9,882.62%
TGS
UNH

Key characteristics

Sharpe Ratio

TGS:

1.63

UNH:

-0.13

Sortino Ratio

TGS:

2.41

UNH:

0.00

Omega Ratio

TGS:

1.27

UNH:

1.00

Calmar Ratio

TGS:

2.20

UNH:

-0.16

Martin Ratio

TGS:

9.26

UNH:

-0.47

Ulcer Index

TGS:

9.08%

UNH:

7.66%

Daily Std Dev

TGS:

51.46%

UNH:

27.14%

Max Drawdown

TGS:

-93.21%

UNH:

-82.68%

Current Drawdown

TGS:

-7.03%

UNH:

-19.77%

Fundamentals

Market Cap

TGS:

$5.06B

UNH:

$446.82B

EPS

TGS:

$0.99

UNH:

$15.39

PE Ratio

TGS:

29.99

UNH:

31.55

PEG Ratio

TGS:

0.00

UNH:

1.34

Total Revenue (TTM)

TGS:

$926.42B

UNH:

$390.71B

Gross Profit (TTM)

TGS:

$444.97B

UNH:

$86.91B

EBITDA (TTM)

TGS:

$413.07B

UNH:

$26.73B

Returns By Period

In the year-to-date period, TGS achieves a 86.81% return, which is significantly higher than UNH's -3.59% return. Over the past 10 years, TGS has outperformed UNH with an annualized return of 26.51%, while UNH has yielded a comparatively lower 19.00% annualized return.


TGS

YTD

86.81%

1M

-3.39%

6M

53.12%

1Y

91.51%

5Y*

33.22%

10Y*

26.51%

UNH

YTD

-3.59%

1M

-14.93%

6M

4.65%

1Y

-3.15%

5Y*

12.99%

10Y*

19.00%

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Risk-Adjusted Performance

TGS vs. UNH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Transportadora de Gas del Sur S.A. (TGS) and UnitedHealth Group Incorporated (UNH). 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 1.63, compared to the broader market-4.00-2.000.002.001.63-0.13
The chart of Sortino ratio for TGS, currently valued at 2.41, compared to the broader market-4.00-2.000.002.004.002.410.00
The chart of Omega ratio for TGS, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.00
The chart of Calmar ratio for TGS, currently valued at 2.20, compared to the broader market0.002.004.006.002.20-0.16
The chart of Martin ratio for TGS, currently valued at 9.26, compared to the broader market0.0010.0020.009.26-0.47
TGS
UNH

The current TGS Sharpe Ratio is 1.63, which is higher than the UNH Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of TGS and UNH, 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
1.63
-0.13
TGS
UNH

Dividends

TGS vs. UNH - Dividend Comparison

TGS has not paid dividends to shareholders, while UNH's dividend yield for the trailing twelve months is around 1.64%.


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%
UNH
UnitedHealth Group Incorporated
1.64%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%

Drawdowns

TGS vs. UNH - Drawdown Comparison

The maximum TGS drawdown since its inception was -93.21%, which is greater than UNH's maximum drawdown of -82.68%. Use the drawdown chart below to compare losses from any high point for TGS and UNH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.03%
-19.77%
TGS
UNH

Volatility

TGS vs. UNH - Volatility Comparison

The current volatility for Transportadora de Gas del Sur S.A. (TGS) is 11.00%, while UnitedHealth Group Incorporated (UNH) has a volatility of 12.91%. This indicates that TGS experiences smaller price fluctuations and is considered to be less risky than UNH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.00%
12.91%
TGS
UNH

Financials

TGS vs. UNH - Financials Comparison

This section allows you to compare key financial metrics between Transportadora de Gas del Sur S.A. and UnitedHealth Group Incorporated. 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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