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TX vs. SID
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TX and SID is 0.54, 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.


-0.50.00.51.00.5

Performance

TX vs. SID - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
163.06%
4.46%
TX
SID

Key characteristics

Sharpe Ratio

TX:

-1.01

SID:

-1.30

Sortino Ratio

TX:

-1.45

SID:

-2.22

Omega Ratio

TX:

0.84

SID:

0.76

Calmar Ratio

TX:

-0.78

SID:

-0.67

Martin Ratio

TX:

-1.69

SID:

-1.55

Ulcer Index

TX:

15.69%

SID:

36.02%

Daily Std Dev

TX:

26.26%

SID:

42.97%

Max Drawdown

TX:

-89.66%

SID:

-95.31%

Current Drawdown

TX:

-34.12%

SID:

-83.10%

Fundamentals

Market Cap

TX:

$5.95B

SID:

$2.33B

EPS

TX:

$0.40

SID:

-$0.17

PEG Ratio

TX:

4.03

SID:

-2.14

Total Revenue (TTM)

TX:

$18.59B

SID:

$43.67B

Gross Profit (TTM)

TX:

$3.28B

SID:

$11.42B

EBITDA (TTM)

TX:

$1.74B

SID:

$8.89B

Returns By Period

In the year-to-date period, TX achieves a -26.14% return, which is significantly higher than SID's -58.75% return. Over the past 10 years, TX has outperformed SID with an annualized return of 11.58%, while SID has yielded a comparatively lower 2.29% annualized return.


TX

YTD

-26.14%

1M

-13.21%

6M

-18.99%

1Y

-26.55%

5Y*

13.95%

10Y*

11.58%

SID

YTD

-58.75%

1M

-21.43%

6M

-33.91%

1Y

-58.22%

5Y*

-8.43%

10Y*

2.29%

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

TX vs. SID - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ternium S.A. (TX) and Companhia Siderúrgica Nacional (SID). 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 TX, currently valued at -1.01, compared to the broader market-4.00-2.000.002.00-1.01-1.30
The chart of Sortino ratio for TX, currently valued at -1.45, compared to the broader market-4.00-2.000.002.004.00-1.45-2.22
The chart of Omega ratio for TX, currently valued at 0.84, compared to the broader market0.501.001.502.000.840.76
The chart of Calmar ratio for TX, currently valued at -0.78, compared to the broader market0.002.004.006.00-0.78-0.67
The chart of Martin ratio for TX, currently valued at -1.69, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.69-1.55
TX
SID

The current TX Sharpe Ratio is -1.01, which is comparable to the SID Sharpe Ratio of -1.30. The chart below compares the historical Sharpe Ratios of TX and SID, 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-1.01
-1.30
TX
SID

Dividends

TX vs. SID - Dividend Comparison

TX's dividend yield for the trailing twelve months is around 10.70%, more than SID's 9.09% yield.


TTM20232022202120202019201820172016201520142013
TX
Ternium S.A.
10.70%6.83%8.84%6.66%4.13%5.45%4.06%3.17%3.73%7.24%4.25%2.08%
SID
Companhia Siderúrgica Nacional
9.09%12.65%14.31%8.36%0.03%6.90%7.43%0.00%0.00%14.65%5.96%8.53%

Drawdowns

TX vs. SID - Drawdown Comparison

The maximum TX drawdown since its inception was -89.66%, smaller than the maximum SID drawdown of -95.31%. Use the drawdown chart below to compare losses from any high point for TX and SID. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-34.12%
-83.10%
TX
SID

Volatility

TX vs. SID - Volatility Comparison

The current volatility for Ternium S.A. (TX) is 8.58%, while Companhia Siderúrgica Nacional (SID) has a volatility of 16.44%. This indicates that TX experiences smaller price fluctuations and is considered to be less risky than SID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
8.58%
16.44%
TX
SID

Financials

TX vs. SID - Financials Comparison

This section allows you to compare key financial metrics between Ternium S.A. and Companhia Siderúrgica Nacional. 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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