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

Correlation

The correlation between TGS and YPF is 0.33, 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.


-0.50.00.51.00.3

Performance

TGS vs. YPF - Performance Comparison

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

0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember2025
58.44%
111.78%
TGS
YPF

Key characteristics

Sharpe Ratio

TGS:

2.03

YPF:

4.28

Sortino Ratio

TGS:

2.77

YPF:

4.31

Omega Ratio

TGS:

1.32

YPF:

1.54

Calmar Ratio

TGS:

2.81

YPF:

2.77

Martin Ratio

TGS:

11.67

YPF:

20.07

Ulcer Index

TGS:

9.21%

YPF:

9.23%

Daily Std Dev

TGS:

53.00%

YPF:

43.31%

Max Drawdown

TGS:

-93.21%

YPF:

-94.53%

Current Drawdown

TGS:

-11.61%

YPF:

-7.77%

Fundamentals

Market Cap

TGS:

$5.05B

YPF:

$13.64B

EPS

TGS:

$0.97

YPF:

$1.98

PE Ratio

TGS:

30.30

YPF:

15.07

PEG Ratio

TGS:

0.00

YPF:

-0.17

Total Revenue (TTM)

TGS:

$706.01B

YPF:

$8.04T

Gross Profit (TTM)

TGS:

$366.61B

YPF:

$2.24T

EBITDA (TTM)

TGS:

$433.72B

YPF:

$3.72T

Returns By Period

In the year-to-date period, TGS achieves a 0.41% return, which is significantly lower than YPF's 1.98% return. Over the past 10 years, TGS has outperformed YPF with an annualized return of 28.11%, while YPF has yielded a comparatively lower 6.34% annualized return.


TGS

YTD

0.41%

1M

5.91%

6M

58.44%

1Y

98.85%

5Y*

36.02%

10Y*

28.11%

YPF

YTD

1.98%

1M

3.17%

6M

111.77%

1Y

177.17%

5Y*

34.90%

10Y*

6.34%

*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. YPF — 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 9191
Overall Rank
The Sharpe Ratio Rank of TGS is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of TGS is 8989
Sortino Ratio Rank
The Omega Ratio Rank of TGS is 8585
Omega Ratio Rank
The Calmar Ratio Rank of TGS is 9494
Calmar Ratio Rank
The Martin Ratio Rank of TGS is 9393
Martin Ratio Rank

YPF
The Risk-Adjusted Performance Rank of YPF is 9797
Overall Rank
The Sharpe Ratio Rank of YPF is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of YPF is 9797
Sortino Ratio Rank
The Omega Ratio Rank of YPF is 9696
Omega Ratio Rank
The Calmar Ratio Rank of YPF is 9393
Calmar Ratio Rank
The Martin Ratio Rank of YPF is 9797
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. YPF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Transportadora de Gas del Sur S.A. (TGS) and YPF Sociedad Anónima (YPF). 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 2.03, compared to the broader market-2.000.002.004.002.034.28
The chart of Sortino ratio for TGS, currently valued at 2.77, compared to the broader market-4.00-2.000.002.004.006.002.774.31
The chart of Omega ratio for TGS, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.54
The chart of Calmar ratio for TGS, currently valued at 2.81, compared to the broader market0.002.004.006.002.812.77
The chart of Martin ratio for TGS, currently valued at 11.67, compared to the broader market0.0010.0020.0030.0011.6720.07
TGS
YPF

The current TGS Sharpe Ratio is 2.03, which is lower than the YPF Sharpe Ratio of 4.28. The chart below compares the historical Sharpe Ratios of TGS and YPF, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
2.03
4.28
TGS
YPF

Dividends

TGS vs. YPF - Dividend Comparison

Neither TGS nor YPF has paid dividends to shareholders.


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%
YPF
YPF Sociedad Anónima
0.00%0.00%0.00%0.00%0.00%0.00%1.19%0.60%0.49%0.92%0.89%0.55%

Drawdowns

TGS vs. YPF - Drawdown Comparison

The maximum TGS drawdown since its inception was -93.21%, roughly equal to the maximum YPF drawdown of -94.53%. Use the drawdown chart below to compare losses from any high point for TGS and YPF. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.61%
-7.77%
TGS
YPF

Volatility

TGS vs. YPF - Volatility Comparison

Transportadora de Gas del Sur S.A. (TGS) has a higher volatility of 16.87% compared to YPF Sociedad Anónima (YPF) at 11.39%. This indicates that TGS's price experiences larger fluctuations and is considered to be riskier than YPF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%AugustSeptemberOctoberNovemberDecember2025
16.87%
11.39%
TGS
YPF

Financials

TGS vs. YPF - Financials Comparison

This section allows you to compare key financial metrics between Transportadora de Gas del Sur S.A. and YPF Sociedad Anónima. 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