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YPF vs. TGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between YPF and TGS is 0.30, 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.


Performance

YPF vs. TGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YPF Sociedad Anónima (YPF) and Transportadora de Gas del Sur S.A. (TGS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

YPF:

1.16

TGS:

1.10

Sortino Ratio

YPF:

1.82

TGS:

1.88

Omega Ratio

YPF:

1.22

TGS:

1.21

Calmar Ratio

YPF:

0.96

TGS:

1.79

Martin Ratio

YPF:

3.59

TGS:

4.63

Ulcer Index

YPF:

16.44%

TGS:

13.38%

Daily Std Dev

YPF:

49.76%

TGS:

54.68%

Max Drawdown

YPF:

-94.53%

TGS:

-93.21%

Current Drawdown

YPF:

-22.90%

TGS:

-9.05%

Fundamentals

Market Cap

YPF:

$14.35B

TGS:

$4.49B

EPS

YPF:

$4.29

TGS:

$2.18

PE Ratio

YPF:

8.37

TGS:

13.62

PEG Ratio

YPF:

-0.17

TGS:

0.00

PS Ratio

YPF:

0.00

TGS:

0.00

PB Ratio

YPF:

1.21

TGS:

2.26

Total Revenue (TTM)

YPF:

$9.19T

TGS:

$1.34T

Gross Profit (TTM)

YPF:

$2.17T

TGS:

$731.76B

EBITDA (TTM)

YPF:

$3.20T

TGS:

$748.66B

Returns By Period

In the year-to-date period, YPF achieves a -14.75% return, which is significantly lower than TGS's 3.31% return. Over the past 10 years, YPF has underperformed TGS with an annualized return of 2.23%, while TGS has yielded a comparatively higher 22.77% annualized return.


YPF

YTD

-14.75%

1M

9.39%

6M

17.24%

1Y

57.43%

5Y*

54.59%

10Y*

2.23%

TGS

YTD

3.31%

1M

7.65%

6M

16.98%

1Y

59.58%

5Y*

42.52%

10Y*

22.77%

*Annualized

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Risk-Adjusted Performance

YPF vs. TGS — Risk-Adjusted Performance Rank

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

YPF
The Risk-Adjusted Performance Rank of YPF is 8383
Overall Rank
The Sharpe Ratio Rank of YPF is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of YPF is 8383
Sortino Ratio Rank
The Omega Ratio Rank of YPF is 7979
Omega Ratio Rank
The Calmar Ratio Rank of YPF is 8383
Calmar Ratio Rank
The Martin Ratio Rank of YPF is 8282
Martin Ratio Rank

TGS
The Risk-Adjusted Performance Rank of TGS is 8585
Overall Rank
The Sharpe Ratio Rank of TGS is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of TGS is 8484
Sortino Ratio Rank
The Omega Ratio Rank of TGS is 7878
Omega Ratio Rank
The Calmar Ratio Rank of TGS is 9292
Calmar Ratio Rank
The Martin Ratio Rank of TGS is 8585
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.

YPF vs. TGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YPF Sociedad Anónima (YPF) and Transportadora de Gas del Sur S.A. (TGS). 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.


The current YPF Sharpe Ratio is 1.16, which is comparable to the TGS Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of YPF and TGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

YPF vs. TGS - Dividend Comparison

Neither YPF nor TGS has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
YPF
YPF Sociedad Anónima
0.00%0.00%0.00%0.00%0.00%0.00%1.21%0.59%0.49%0.93%0.89%0.55%
TGS
Transportadora de Gas del Sur S.A.
0.00%0.00%0.00%0.00%0.00%0.00%15.36%5.20%0.00%0.54%0.00%5.65%

Drawdowns

YPF vs. TGS - Drawdown Comparison

The maximum YPF drawdown since its inception was -94.53%, roughly equal to the maximum TGS drawdown of -93.21%. Use the drawdown chart below to compare losses from any high point for YPF and TGS. For additional features, visit the drawdowns tool.


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Volatility

YPF vs. TGS - Volatility Comparison

YPF Sociedad Anónima (YPF) has a higher volatility of 16.19% compared to Transportadora de Gas del Sur S.A. (TGS) at 10.60%. This indicates that YPF's price experiences larger fluctuations and is considered to be riskier than TGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

YPF vs. TGS - Financials Comparison

This section allows you to compare key financial metrics between YPF Sociedad Anónima and Transportadora de Gas del Sur S.A.. 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


0.001.00T2.00T3.00T4.00T5.00T20212022202320242025
4.61B
413.75B
(YPF) Total Revenue
(TGS) Total Revenue
Values in USD except per share items

YPF vs. TGS - Profitability Comparison

The chart below illustrates the profitability comparison between YPF Sociedad Anónima and Transportadora de Gas del Sur S.A. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-10.0%0.0%10.0%20.0%30.0%40.0%50.0%60.0%20212022202320242025
27.8%
54.8%
(YPF) Gross Margin
(TGS) Gross Margin
YPF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, YPF Sociedad Anónima reported a gross profit of 1.28B and revenue of 4.61B. Therefore, the gross margin over that period was 27.8%.

TGS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Transportadora de Gas del Sur S.A. reported a gross profit of 226.79B and revenue of 413.75B. Therefore, the gross margin over that period was 54.8%.

YPF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, YPF Sociedad Anónima reported an operating income of 192.00M and revenue of 4.61B, resulting in an operating margin of 4.2%.

TGS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Transportadora de Gas del Sur S.A. reported an operating income of 225.42B and revenue of 413.75B, resulting in an operating margin of 54.5%.

YPF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, YPF Sociedad Anónima reported a net income of -16.00M and revenue of 4.61B, resulting in a net margin of -0.4%.

TGS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Transportadora de Gas del Sur S.A. reported a net income of 147.64B and revenue of 413.75B, resulting in a net margin of 35.7%.