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

Correlation

The correlation between TS and PHX is 0.40, 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.


-0.50.00.51.00.4

Performance

TS vs. PHX - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
23.50%
24.85%
TS
PHX

Key characteristics

Sharpe Ratio

TS:

0.43

PHX:

0.55

Sortino Ratio

TS:

0.77

PHX:

1.01

Omega Ratio

TS:

1.11

PHX:

1.12

Calmar Ratio

TS:

0.28

PHX:

0.18

Martin Ratio

TS:

0.72

PHX:

2.62

Ulcer Index

TS:

16.18%

PHX:

6.15%

Daily Std Dev

TS:

26.94%

PHX:

29.25%

Max Drawdown

TS:

-82.89%

PHX:

-95.48%

Current Drawdown

TS:

-20.30%

PHX:

-86.45%

Fundamentals

Market Cap

TS:

$21.05B

PHX:

$145.43M

EPS

TS:

$4.60

PHX:

$0.13

PE Ratio

TS:

8.29

PHX:

29.85

PEG Ratio

TS:

4.69

PHX:

0.00

Total Revenue (TTM)

TS:

$13.09B

PHX:

$38.33M

Gross Profit (TTM)

TS:

$4.68B

PHX:

$21.33M

EBITDA (TTM)

TS:

$3.55B

PHX:

$18.98M

Returns By Period

In the year-to-date period, TS achieves a 11.04% return, which is significantly lower than PHX's 23.69% return. Over the past 10 years, TS has outperformed PHX with an annualized return of 5.66%, while PHX has yielded a comparatively lower -15.17% annualized return.


TS

YTD

11.04%

1M

0.96%

6M

22.10%

1Y

11.65%

5Y*

14.84%

10Y*

5.66%

PHX

YTD

23.69%

1M

8.48%

6M

24.84%

1Y

19.24%

5Y*

-16.91%

10Y*

-15.17%

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Risk-Adjusted Performance

TS vs. PHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tenaris S.A. (TS) and PHX Minerals Inc. (PHX). 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 0.43, compared to the broader market-4.00-2.000.002.000.430.66
The chart of Sortino ratio for TS, currently valued at 0.77, compared to the broader market-4.00-2.000.002.004.000.771.16
The chart of Omega ratio for TS, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.14
The chart of Calmar ratio for TS, currently valued at 0.28, compared to the broader market0.002.004.006.000.280.21
The chart of Martin ratio for TS, currently valued at 0.72, compared to the broader market0.0010.0020.000.723.13
TS
PHX

The current TS Sharpe Ratio is 0.43, which is comparable to the PHX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of TS and PHX, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.43
0.66
TS
PHX

Dividends

TS vs. PHX - Dividend Comparison

TS's dividend yield for the trailing twelve months is around 3.60%, less than PHX's 3.66% yield.


TTM20232022202120202019201820172016201520142013
TS
Tenaris S.A.
3.60%3.11%2.56%2.59%4.39%3.62%3.85%2.57%2.41%3.78%2.98%1.97%
PHX
PHX Minerals Inc.
3.66%3.03%1.93%1.84%3.04%1.43%1.03%0.78%0.68%0.99%0.69%0.87%

Drawdowns

TS vs. PHX - Drawdown Comparison

The maximum TS drawdown since its inception was -82.89%, smaller than the maximum PHX drawdown of -95.48%. Use the drawdown chart below to compare losses from any high point for TS and PHX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-20.30%
-86.45%
TS
PHX

Volatility

TS vs. PHX - Volatility Comparison

The current volatility for Tenaris S.A. (TS) is 6.73%, while PHX Minerals Inc. (PHX) has a volatility of 8.67%. This indicates that TS experiences smaller price fluctuations and is considered to be less risky than PHX 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%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.73%
8.67%
TS
PHX

Financials

TS vs. PHX - Financials Comparison

This section allows you to compare key financial metrics between Tenaris S.A. and PHX Minerals Inc.. 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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