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

Correlation

The correlation between TX and STAG is 0.24, 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.


-0.50.00.51.00.2

Performance

TX vs. STAG - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
78.46%
485.00%
TX
STAG

Key characteristics

Sharpe Ratio

TX:

-1.01

STAG:

-0.40

Sortino Ratio

TX:

-1.45

STAG:

-0.44

Omega Ratio

TX:

0.84

STAG:

0.95

Calmar Ratio

TX:

-0.78

STAG:

-0.36

Martin Ratio

TX:

-1.69

STAG:

-1.10

Ulcer Index

TX:

15.69%

STAG:

7.07%

Daily Std Dev

TX:

26.26%

STAG:

19.72%

Max Drawdown

TX:

-89.66%

STAG:

-45.08%

Current Drawdown

TX:

-34.12%

STAG:

-20.08%

Fundamentals

Market Cap

TX:

$5.95B

STAG:

$6.58B

EPS

TX:

$0.40

STAG:

$0.99

PE Ratio

TX:

75.78

STAG:

35.74

PEG Ratio

TX:

4.03

STAG:

-402.43

Total Revenue (TTM)

TX:

$18.59B

STAG:

$751.37M

Gross Profit (TTM)

TX:

$3.28B

STAG:

$382.24M

EBITDA (TTM)

TX:

$1.74B

STAG:

$574.17M

Returns By Period

In the year-to-date period, TX achieves a -26.14% return, which is significantly lower than STAG's -10.35% return. Over the past 10 years, TX has outperformed STAG with an annualized return of 11.58%, while STAG has yielded a comparatively lower 8.51% annualized return.


TX

YTD

-26.14%

1M

-13.21%

6M

-18.99%

1Y

-26.55%

5Y*

13.95%

10Y*

11.58%

STAG

YTD

-10.35%

1M

-5.72%

6M

-2.42%

1Y

-9.12%

5Y*

6.30%

10Y*

8.51%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TX vs. STAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ternium S.A. (TX) and STAG Industrial, Inc. (STAG). 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-4.00-2.000.002.00-1.01-0.40
The chart of Sortino ratio for TX, currently valued at -1.45, compared to the broader market-4.00-2.000.002.004.00-1.45-0.44
The chart of Omega ratio for TX, currently valued at 0.84, compared to the broader market0.501.001.502.000.840.95
The chart of Calmar ratio for TX, currently valued at -0.78, compared to the broader market0.002.004.006.00-0.78-0.36
The chart of Martin ratio for TX, currently valued at -1.69, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.69-1.10
TX
STAG

The current TX Sharpe Ratio is -1.01, which is lower than the STAG Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of TX and STAG, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-1.01
-0.40
TX
STAG

Dividends

TX vs. STAG - Dividend Comparison

TX's dividend yield for the trailing twelve months is around 10.70%, more than STAG's 4.36% 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%
STAG
STAG Industrial, Inc.
4.36%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%5.27%5.89%

Drawdowns

TX vs. STAG - Drawdown Comparison

The maximum TX drawdown since its inception was -89.66%, which is greater than STAG's maximum drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for TX and STAG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.12%
-20.08%
TX
STAG

Volatility

TX vs. STAG - Volatility Comparison

Ternium S.A. (TX) has a higher volatility of 8.58% compared to STAG Industrial, Inc. (STAG) at 6.91%. This indicates that TX's price experiences larger fluctuations and is considered to be riskier than STAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.58%
6.91%
TX
STAG

Financials

TX vs. STAG - Financials Comparison

This section allows you to compare key financial metrics between Ternium S.A. and STAG Industrial, 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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