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

Correlation

The correlation between TGS and YPF is 0.30, 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.


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.

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Key characteristics

Sharpe Ratio

TGS:

1.08

YPF:

1.05

Sortino Ratio

TGS:

1.88

YPF:

1.75

Omega Ratio

TGS:

1.21

YPF:

1.21

Calmar Ratio

TGS:

1.79

YPF:

0.91

Martin Ratio

TGS:

4.63

YPF:

3.37

Ulcer Index

TGS:

13.39%

YPF:

16.56%

Daily Std Dev

TGS:

54.61%

YPF:

49.64%

Max Drawdown

TGS:

-93.21%

YPF:

-94.53%

Current Drawdown

TGS:

-7.64%

YPF:

-23.66%

Fundamentals

Market Cap

TGS:

$4.66B

YPF:

$14.65B

EPS

TGS:

$2.18

YPF:

$4.29

PE Ratio

TGS:

14.38

YPF:

8.34

PEG Ratio

TGS:

0.00

YPF:

-0.17

PS Ratio

TGS:

0.00

YPF:

0.00

PB Ratio

TGS:

2.38

YPF:

1.21

Total Revenue (TTM)

TGS:

$1.34T

YPF:

$14.33T

Gross Profit (TTM)

TGS:

$731.76B

YPF:

$3.74T

EBITDA (TTM)

TGS:

$748.66B

YPF:

$3.20T

Returns By Period

In the year-to-date period, TGS achieves a 4.92% return, which is significantly higher than YPF's -15.60% return. Over the past 10 years, TGS has outperformed YPF with an annualized return of 23.30%, while YPF has yielded a comparatively lower 2.40% annualized return.


TGS

YTD

4.92%

1M

14.08%

6M

12.00%

1Y

58.71%

5Y*

42.88%

10Y*

23.30%

YPF

YTD

-15.60%

1M

10.43%

6M

10.77%

1Y

51.78%

5Y*

54.18%

10Y*

2.40%

*Annualized

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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 8585
Overall Rank
The Sharpe Ratio Rank of TGS is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of TGS is 8484
Sortino Ratio Rank
The Omega Ratio Rank of TGS is 7777
Omega Ratio Rank
The Calmar Ratio Rank of TGS is 9292
Calmar Ratio Rank
The Martin Ratio Rank of TGS is 8686
Martin Ratio Rank

YPF
The Risk-Adjusted Performance Rank of YPF is 8181
Overall Rank
The Sharpe Ratio Rank of YPF is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of YPF is 8282
Sortino Ratio Rank
The Omega Ratio Rank of YPF is 7878
Omega Ratio Rank
The Calmar Ratio Rank of YPF is 8282
Calmar Ratio Rank
The Martin Ratio Rank of YPF is 8181
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.


The current TGS Sharpe Ratio is 1.08, which is comparable to the YPF Sharpe Ratio of 1.05. 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.


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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%15.36%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%1.21%0.59%0.49%0.93%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.


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Volatility

TGS vs. YPF - Volatility Comparison

The current volatility for Transportadora de Gas del Sur S.A. (TGS) is 10.70%, while YPF Sociedad Anónima (YPF) has a volatility of 15.56%. 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.


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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


0.001.00T2.00T3.00T4.00T5.00T20212022202320242025
413.75B
4.61B
(TGS) Total Revenue
(YPF) Total Revenue
Values in USD except per share items

TGS vs. YPF - Profitability Comparison

The chart below illustrates the profitability comparison between Transportadora de Gas del Sur S.A. and YPF Sociedad Anónima over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-10.0%0.0%10.0%20.0%30.0%40.0%50.0%60.0%20212022202320242025
54.8%
27.8%
(TGS) Gross Margin
(YPF) Gross Margin
TGS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Transportadora de Gas del Sur S.A. reported a gross profit of 226.79B and revenue of 413.75B. Therefore, the gross margin over that period was 54.8%.

YPF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, YPF Sociedad Anónima reported a gross profit of 1.28B and revenue of 4.61B. Therefore, the gross margin over that period was 27.8%.

TGS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Transportadora de Gas del Sur S.A. reported an operating income of 225.42B and revenue of 413.75B, resulting in an operating margin of 54.5%.

YPF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, YPF Sociedad Anónima reported an operating income of 192.00M and revenue of 4.61B, resulting in an operating margin of 4.2%.

TGS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Transportadora de Gas del Sur S.A. reported a net income of 147.64B and revenue of 413.75B, resulting in a net margin of 35.7%.

YPF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, YPF Sociedad Anónima reported a net income of -16.00M and revenue of 4.61B, resulting in a net margin of -0.4%.