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TX vs. CIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TX vs. CIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ternium S.A. (TX) and Companhia Energética de Minas Gerais (CIG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TX achieves a 38.11% return, which is significantly higher than CIG's 11.86% return. Over the past 10 years, TX has underperformed CIG with an annualized return of 16.13%, while CIG has yielded a comparatively higher 20.43% annualized return.


TX

1D
4.40%
1M
21.56%
YTD
38.11%
6M
39.98%
1Y
87.60%
3Y*
16.72%
5Y*
14.57%
10Y*
16.13%

CIG

1D
2.38%
1M
-12.15%
YTD
11.86%
6M
10.80%
1Y
30.95%
3Y*
17.08%
5Y*
23.82%
10Y*
20.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TX vs. CIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TX
Ternium S.A.
38.11%43.56%-25.86%49.94%-24.80%60.96%32.18%-14.86%-11.86%36.48%
CIG
Companhia Energética de Minas Gerais
11.86%28.04%9.38%20.62%60.40%-6.09%-7.92%-1.14%84.56%-8.17%

Correlation

The correlation between TX and CIG is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2006

0.36

Fundamentals

Market Cap

TX:

$10.06B

CIG:

$6.15B

EPS

TX:

$2.90

CIG:

$1.69

PE Ratio

TX:

17.64

CIG:

1.27

PEG Ratio

TX:

0.30

CIG:

0.12

PS Ratio

TX:

0.65

CIG:

0.14

PB Ratio

TX:

0.82

CIG:

0.22

Total Revenue (TTM)

TX:

$15.58B

CIG:

$43.35B

Gross Profit (TTM)

TX:

$2.44B

CIG:

$6.06B

EBITDA (TTM)

TX:

$1.62B

CIG:

$6.81B

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Return for Risk

TX vs. CIG — Risk / Return Rank

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

TX
TX Risk / Return Rank: 9393
Overall Rank
TX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
TX Sortino Ratio Rank: 9393
Sortino Ratio Rank
TX Omega Ratio Rank: 9191
Omega Ratio Rank
TX Calmar Ratio Rank: 9393
Calmar Ratio Rank
TX Martin Ratio Rank: 9494
Martin Ratio Rank

CIG
CIG Risk / Return Rank: 6868
Overall Rank
CIG Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
CIG Sortino Ratio Rank: 6666
Sortino Ratio Rank
CIG Omega Ratio Rank: 6363
Omega Ratio Rank
CIG Calmar Ratio Rank: 6666
Calmar Ratio Rank
CIG Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TX vs. CIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ternium S.A. (TX) and Companhia Energética de Minas Gerais (CIG). 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.


TXCIGDifference

Sharpe ratio

Return per unit of total volatility

2.90

1.04

+1.86

Sortino ratio

Return per unit of downside risk

3.70

1.58

+2.12

Omega ratio

Gain probability vs. loss probability

1.46

1.19

+0.27

Calmar ratio

Return relative to maximum drawdown

5.68

1.35

+4.33

Martin ratio

Return relative to average drawdown

18.58

4.05

+14.54

TX vs. CIG - Sharpe Ratio Comparison

The current TX Sharpe Ratio is 2.90, which is higher than the CIG Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of TX and CIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TXCIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.90

1.04

+1.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.64

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.44

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.14

+0.04

Drawdowns

TX vs. CIG - Drawdown Comparison

The maximum TX drawdown since its inception was -89.66%, roughly equal to the maximum CIG drawdown of -88.84%. Use the drawdown chart below to compare losses from any high point for TX and CIG.


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Drawdown Indicators


TXCIGDifference

Max Drawdown

Largest peak-to-trough decline

-89.66%

-88.84%

-0.82%

Max Drawdown (1Y)

Largest decline over 1 year

-17.17%

-21.43%

+4.26%

Max Drawdown (3Y)

Largest decline over 3 years

-42.04%

-22.06%

-19.98%

Max Drawdown (5Y)

Largest decline over 5 years

-49.48%

-26.00%

-23.48%

Max Drawdown (10Y)

Largest decline over 10 years

-74.94%

-65.73%

-9.21%

Current Drawdown

Current decline from peak

0.00%

-19.55%

+19.55%

Average Drawdown

Average peak-to-trough decline

-31.30%

-41.64%

+10.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.25%

7.13%

-1.88%

Volatility

TX vs. CIG - Volatility Comparison

Ternium S.A. (TX) has a higher volatility of 15.40% compared to Companhia Energética de Minas Gerais (CIG) at 8.58%. This indicates that TX's price experiences larger fluctuations and is considered to be riskier than CIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TXCIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.40%

8.58%

+6.82%

Volatility (6M)

Calculated over the trailing 6-month period

23.41%

22.90%

+0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

30.78%

29.99%

+0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.32%

37.64%

-2.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.92%

46.79%

-8.87%

Dividends

TX vs. CIG - Dividend Comparison

TX's dividend yield for the trailing twelve months is around 4.29%, less than CIG's 11.05% yield.


PositionTTM20252024202320222021202020192018201720162015
CIG
Companhia Energética de Minas Gerais
11.05%12.02%11.10%5.50%13.28%10.94%3.94%3.35%4.20%1.98%7.39%7.78%
TX
Ternium S.A.
4.29%7.07%10.66%6.83%8.84%6.66%0.00%5.45%4.06%3.17%3.73%7.24%

Financials

TX vs. CIG - Financials Comparison

This section allows you to compare key financial metrics between Ternium S.A. and Companhia Energética de Minas Gerais. 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


4.00B6.00B8.00B10.00B12.00B20222023202420252026
3.93B
10.27B
(TX) Total Revenue
(CIG) Total Revenue
Values in USD except per share items

TX vs. CIG - Profitability Comparison

The chart below illustrates the profitability comparison between Ternium S.A. and Companhia Energética de Minas Gerais over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%20222023202420252026
17.5%
15.8%
Portfolio components
TX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ternium S.A. reported a gross profit of 686.87M and revenue of 3.93B. Therefore, the gross margin over that period was 17.5%.

CIG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Companhia Energética de Minas Gerais reported a gross profit of 1.62B and revenue of 10.27B. Therefore, the gross margin over that period was 15.8%.

TX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ternium S.A. reported an operating income of 290.07M and revenue of 3.93B, resulting in an operating margin of 7.4%.

CIG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Companhia Energética de Minas Gerais reported an operating income of 1.31B and revenue of 10.27B, resulting in an operating margin of 12.8%.

TX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ternium S.A. reported a net income of 213.02M and revenue of 3.93B, resulting in a net margin of 5.4%.

CIG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Companhia Energética de Minas Gerais reported a net income of 960.23M and revenue of 10.27B, resulting in a net margin of 9.4%.


Frequently Asked Questions


TX and CIG have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TX has higher volatility (15.40%) compared to CIG (8.58%). In terms of maximum drawdown, TX dropped -89.66% vs CIG's -88.84%.

TX currently has the higher Sharpe Ratio (2.90 vs 1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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