PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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.


-0.50.00.51.00.6

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
41.89%
-5.76%
TS
IMO

Key characteristics

Sharpe Ratio

TS:

1.00

IMO:

0.78

Sortino Ratio

TS:

1.49

IMO:

1.17

Omega Ratio

TS:

1.21

IMO:

1.15

Calmar Ratio

TS:

0.65

IMO:

0.95

Martin Ratio

TS:

1.70

IMO:

2.45

Ulcer Index

TS:

15.82%

IMO:

8.67%

Daily Std Dev

TS:

26.92%

IMO:

27.12%

Max Drawdown

TS:

-82.89%

IMO:

-84.97%

Current Drawdown

TS:

-17.16%

IMO:

-12.07%

Fundamentals

Market Cap

TS:

$20.86B

IMO:

$37.50B

EPS

TS:

$4.60

IMO:

$6.32

PE Ratio

TS:

8.40

IMO:

11.31

PEG Ratio

TS:

4.69

IMO:

0.85

Total Revenue (TTM)

TS:

$9.68B

IMO:

$36.90B

Gross Profit (TTM)

TS:

$3.47B

IMO:

$5.28B

EBITDA (TTM)

TS:

$2.42B

IMO:

$6.09B

Returns By Period

In the year-to-date period, TS achieves a 2.25% return, which is significantly lower than IMO's 12.42% return. Over the past 10 years, TS has underperformed IMO with an annualized return of 6.32%, while IMO has yielded a comparatively higher 8.47% annualized return.


TS

YTD

2.25%

1M

-0.08%

6M

38.43%

1Y

23.86%

5Y*

17.62%

10Y*

6.32%

IMO

YTD

12.42%

1M

1.21%

6M

-7.74%

1Y

18.57%

5Y*

27.01%

10Y*

8.47%

*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 7070
Overall Rank
The Sharpe Ratio Rank of TS is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of TS is 6969
Sortino Ratio Rank
The Omega Ratio Rank of TS is 7070
Omega Ratio Rank
The Calmar Ratio Rank of TS is 7070
Calmar Ratio Rank
The Martin Ratio Rank of TS is 6363
Martin Ratio Rank

IMO
The Risk-Adjusted Performance Rank of IMO is 6767
Overall Rank
The Sharpe Ratio Rank of IMO is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of IMO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of IMO is 6060
Omega Ratio Rank
The Calmar Ratio Rank of IMO is 7777
Calmar Ratio Rank
The Martin Ratio Rank of IMO is 6868
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 1.00, compared to the broader market-2.000.002.004.001.000.78
The chart of Sortino ratio for TS, currently valued at 1.49, compared to the broader market-6.00-4.00-2.000.002.004.006.001.491.17
The chart of Omega ratio for TS, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.15
The chart of Calmar ratio for TS, currently valued at 0.65, compared to the broader market0.002.004.006.000.650.95
The chart of Martin ratio for TS, currently valued at 1.70, compared to the broader market-10.000.0010.0020.0030.001.702.45
TS
IMO

The current TS Sharpe Ratio is 1.00, which is comparable to the IMO Sharpe Ratio of 0.78. 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-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
1.00
0.78
TS
IMO

Dividends

TS vs. IMO - Dividend Comparison

TS's dividend yield for the trailing twelve months is around 3.47%, more than IMO's 2.53% yield.


TTM20242023202220212020201920182017201620152014
TS
Tenaris S.A.
3.47%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
2.53%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 -84.97%. Use the drawdown chart below to compare losses from any high point for TS and IMO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-17.16%
-12.07%
TS
IMO

Volatility

TS vs. IMO - Volatility Comparison

The current volatility for Tenaris S.A. (TS) is 7.07%, while Imperial Oil Limited (IMO) has a volatility of 9.41%. This indicates that TS experiences smaller price fluctuations and is considered to be less risky than IMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
7.07%
9.41%
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
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