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TS vs. IMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TS and IMO is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

TS vs. IMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tenaris S.A. (TS) and Imperial Oil Limited (IMO). The values are adjusted to include any dividend payments, if applicable.

800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%NovemberDecember2025FebruaryMarchApril
1,573.62%
831.96%
TS
IMO

Key characteristics

Sharpe Ratio

TS:

-0.44

IMO:

-0.33

Sortino Ratio

TS:

-0.42

IMO:

-0.25

Omega Ratio

TS:

0.94

IMO:

0.97

Calmar Ratio

TS:

-0.33

IMO:

-0.46

Martin Ratio

TS:

-1.01

IMO:

-1.08

Ulcer Index

TS:

13.40%

IMO:

9.80%

Daily Std Dev

TS:

30.90%

IMO:

31.70%

Max Drawdown

TS:

-82.89%

IMO:

-84.96%

Current Drawdown

TS:

-31.25%

IMO:

-22.01%

Fundamentals

Market Cap

TS:

$17.22B

IMO:

$31.03B

EPS

TS:

$3.62

IMO:

$6.51

PE Ratio

TS:

8.86

IMO:

9.36

PEG Ratio

TS:

4.69

IMO:

0.85

PS Ratio

TS:

1.38

IMO:

0.60

PB Ratio

TS:

1.04

IMO:

1.83

Total Revenue (TTM)

TS:

$11.93B

IMO:

$37.17B

Gross Profit (TTM)

TS:

$4.00B

IMO:

$5.26B

EBITDA (TTM)

TS:

$2.83B

IMO:

$6.15B

Returns By Period

In the year-to-date period, TS achieves a -15.14% return, which is significantly lower than IMO's -0.30% return. Over the past 10 years, TS has underperformed IMO with an annualized return of 3.51%, while IMO has yielded a comparatively higher 5.63% annualized return.


TS

YTD

-15.14%

1M

-16.66%

6M

3.96%

1Y

-12.83%

5Y*

25.60%

10Y*

3.51%

IMO

YTD

-0.30%

1M

-10.24%

6M

-17.77%

1Y

-8.80%

5Y*

44.42%

10Y*

5.63%

*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

TS vs. IMO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TS
The Risk-Adjusted Performance Rank of TS is 3232
Overall Rank
The Sharpe Ratio Rank of TS is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of TS is 2929
Sortino Ratio Rank
The Omega Ratio Rank of TS is 2929
Omega Ratio Rank
The Calmar Ratio Rank of TS is 3535
Calmar Ratio Rank
The Martin Ratio Rank of TS is 3333
Martin Ratio Rank

IMO
The Risk-Adjusted Performance Rank of IMO is 3333
Overall Rank
The Sharpe Ratio Rank of IMO is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of IMO is 3434
Sortino Ratio Rank
The Omega Ratio Rank of IMO is 3535
Omega Ratio Rank
The Calmar Ratio Rank of IMO is 2626
Calmar Ratio Rank
The Martin Ratio Rank of IMO is 3131
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.

TS vs. IMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tenaris S.A. (TS) and Imperial Oil Limited (IMO). 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 TS, currently valued at -0.44, compared to the broader market-2.00-1.000.001.002.003.00
TS: -0.44
IMO: -0.33
The chart of Sortino ratio for TS, currently valued at -0.42, compared to the broader market-6.00-4.00-2.000.002.004.00
TS: -0.42
IMO: -0.25
The chart of Omega ratio for TS, currently valued at 0.94, compared to the broader market0.501.001.502.00
TS: 0.94
IMO: 0.97
The chart of Calmar ratio for TS, currently valued at -0.33, compared to the broader market0.001.002.003.004.00
TS: -0.33
IMO: -0.46
The chart of Martin ratio for TS, currently valued at -1.01, compared to the broader market-5.000.005.0010.0015.0020.00
TS: -1.01
IMO: -1.08

The current TS Sharpe Ratio is -0.44, which is lower than the IMO Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of TS and IMO, 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 Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.44
-0.33
TS
IMO

Dividends

TS vs. IMO - Dividend Comparison

TS's dividend yield for the trailing twelve months is around 4.18%, more than IMO's 2.97% yield.


TTM20242023202220212020201920182017201620152014
TS
Tenaris S.A.
4.18%3.55%3.11%2.56%2.59%4.39%3.62%3.85%2.57%2.41%3.78%2.98%
IMO
Imperial Oil Limited
2.97%2.84%2.50%2.30%2.28%3.50%2.41%2.39%1.55%1.39%1.29%1.70%

Drawdowns

TS vs. IMO - Drawdown Comparison

The maximum TS drawdown since its inception was -82.89%, roughly equal to the maximum IMO drawdown of -84.96%. Use the drawdown chart below to compare losses from any high point for TS and IMO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-31.25%
-22.01%
TS
IMO

Volatility

TS vs. IMO - Volatility Comparison

Tenaris S.A. (TS) and Imperial Oil Limited (IMO) have volatilities of 16.46% and 16.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.46%
16.29%
TS
IMO

Financials

TS vs. IMO - Financials Comparison

This section allows you to compare key financial metrics between Tenaris S.A. and Imperial Oil Limited. 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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