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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.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
1,117.05%
593.14%
TGS
YPF

Key characteristics

Sharpe Ratio

TGS:

1.67

YPF:

3.14

Sortino Ratio

TGS:

2.44

YPF:

3.48

Omega Ratio

TGS:

1.28

YPF:

1.43

Calmar Ratio

TGS:

2.24

YPF:

2.01

Martin Ratio

TGS:

9.41

YPF:

14.44

Ulcer Index

TGS:

9.11%

YPF:

9.52%

Daily Std Dev

TGS:

51.36%

YPF:

43.83%

Max Drawdown

TGS:

-93.21%

YPF:

-94.53%

Current Drawdown

TGS:

-8.48%

YPF:

-10.60%

Fundamentals

Market Cap

TGS:

$5.06B

YPF:

$13.64B

EPS

TGS:

$0.99

YPF:

$1.98

PE Ratio

TGS:

29.99

YPF:

15.07

PEG Ratio

TGS:

0.00

YPF:

-0.17

Total Revenue (TTM)

TGS:

$926.42B

YPF:

$10.16T

Gross Profit (TTM)

TGS:

$444.97B

YPF:

$3.33T

EBITDA (TTM)

TGS:

$413.07B

YPF:

$920.32T

Returns By Period

In the year-to-date period, TGS achieves a 83.90% return, which is significantly lower than YPF's 144.44% return. Over the past 10 years, TGS has outperformed YPF with an annualized return of 25.54%, while YPF has yielded a comparatively lower 4.95% annualized return.


TGS

YTD

83.90%

1M

-6.12%

6M

50.49%

1Y

83.77%

5Y*

31.39%

10Y*

25.54%

YPF

YTD

144.44%

1M

12.14%

6M

107.00%

1Y

140.11%

5Y*

30.07%

10Y*

4.95%

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 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 1.67, compared to the broader market-4.00-2.000.002.001.673.14
The chart of Sortino ratio for TGS, currently valued at 2.44, compared to the broader market-4.00-2.000.002.004.002.443.48
The chart of Omega ratio for TGS, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.43
The chart of Calmar ratio for TGS, currently valued at 2.24, compared to the broader market0.002.004.006.002.242.01
The chart of Martin ratio for TGS, currently valued at 9.41, compared to the broader market-5.000.005.0010.0015.0020.0025.009.4114.44
TGS
YPF

The current TGS Sharpe Ratio is 1.67, which is lower than the YPF Sharpe Ratio of 3.14. 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.67
3.14
TGS
YPF

Dividends

TGS vs. YPF - Dividend Comparison

Neither TGS nor YPF 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%
YPF
YPF Sociedad Anónima
0.00%0.00%0.00%0.00%0.00%1.19%0.60%0.49%0.92%0.89%0.55%0.45%

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%JulyAugustSeptemberOctoberNovemberDecember
-8.48%
-10.60%
TGS
YPF

Volatility

TGS vs. YPF - Volatility Comparison

The current volatility for Transportadora de Gas del Sur S.A. (TGS) is 10.68%, while YPF Sociedad Anónima (YPF) has a volatility of 13.90%. This indicates that TGS experiences smaller price fluctuations and is considered to be less risky 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%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.68%
13.90%
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
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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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