TRN.MI vs. SRG.MI
Compare and contrast key facts about Terna Rete Elettrica Nazionale SpA (TRN.MI) and Snam SpA (SRG.MI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRN.MI or SRG.MI.
Key characteristics
| TRN.MI | SRG.MI | |
|---|---|---|
| YTD Return | 6.10% | -3.15% |
| 1Y Return | 10.86% | 3.69% |
| 3Y Return (Ann) | 9.65% | 0.04% |
| 5Y Return (Ann) | 9.78% | 3.60% |
| 10Y Return (Ann) | 12.15% | 5.81% |
| Sharpe Ratio | 0.54 | 0.04 |
| Sortino Ratio | 0.88 | 0.16 |
| Omega Ratio | 1.10 | 1.02 |
| Calmar Ratio | 1.13 | 0.04 |
| Martin Ratio | 2.68 | 0.10 |
| Ulcer Index | 3.29% | 6.36% |
| Daily Std Dev | 16.36% | 16.51% |
| Max Drawdown | -30.56% | -37.63% |
| Current Drawdown | -5.33% | -11.47% |
Fundamentals
| TRN.MI | SRG.MI | |
|---|---|---|
| Market Cap | €15.60B | €14.18B |
| EPS | €0.52 | €0.32 |
| PE Ratio | 14.96 | 13.21 |
| PEG Ratio | 2.09 | 3.31 |
| Total Revenue (TTM) | €4.36B | €3.11B |
| Gross Profit (TTM) | €2.92B | €752.00M |
| EBITDA (TTM) | €1.17B | €575.00M |
Correlation
The correlation between TRN.MI and SRG.MI is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
TRN.MI vs. SRG.MI - Performance Comparison
In the year-to-date period, TRN.MI achieves a 6.10% return, which is significantly higher than SRG.MI's -3.15% return. Over the past 10 years, TRN.MI has outperformed SRG.MI with an annualized return of 12.15%, while SRG.MI has yielded a comparatively lower 5.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TRN.MI vs. SRG.MI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Terna Rete Elettrica Nazionale SpA (TRN.MI) and Snam SpA (SRG.MI). 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.
Dividends
TRN.MI vs. SRG.MI - Dividend Comparison
TRN.MI's dividend yield for the trailing twelve months is around 4.37%, less than SRG.MI's 6.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRN.MI Terna Rete Elettrica Nazionale SpA | 4.37% | 4.27% | 4.33% | 3.89% | 4.10% | 4.01% | 4.53% | 4.30% | 4.64% | 4.21% | 5.32% | 5.51% |
SRG.MI Snam SpA | 6.67% | 5.91% | 5.79% | 4.71% | 5.16% | 4.83% | 5.64% | 5.15% | 6.39% | 5.13% | 9.67% | 6.10% |
Drawdowns
TRN.MI vs. SRG.MI - Drawdown Comparison
The maximum TRN.MI drawdown since its inception was -30.56%, smaller than the maximum SRG.MI drawdown of -37.63%. Use the drawdown chart below to compare losses from any high point for TRN.MI and SRG.MI. For additional features, visit the drawdowns tool.
Volatility
TRN.MI vs. SRG.MI - Volatility Comparison
The current volatility for Terna Rete Elettrica Nazionale SpA (TRN.MI) is 4.81%, while Snam SpA (SRG.MI) has a volatility of 5.15%. This indicates that TRN.MI experiences smaller price fluctuations and is considered to be less risky than SRG.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TRN.MI vs. SRG.MI - Financials Comparison
This section allows you to compare key financial metrics between Terna Rete Elettrica Nazionale SpA and Snam SpA. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities