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Danaos Corporation (DAC)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINMHY1968P1218
CUSIPY1968P121
SectorIndustrials
IndustryMarine Shipping

Highlights

Market Cap$1.65B
EPS$28.95
PE Ratio2.94
PEG Ratio0.52
Revenue (TTM)$973.58M
Gross Profit (TTM)$787.06M
EBITDA (TTM)$686.39M
Year Range$55.85 - $86.35
Target Price$84.50
Short %4.49%
Short Ratio5.28

Share Price Chart


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Compare to other instruments

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Danaos Corporation

Popular comparisons: DAC vs. ZIM, DAC vs. OLMA, DAC vs. GASS, DAC vs. MPTI, DAC vs. VOO, DAC vs. TORO, DAC vs. SPY, DAC vs. ESEA, DAC vs. NAT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Danaos Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%December2024FebruaryMarchAprilMay
-58.33%
293.06%
DAC (Danaos Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

Danaos Corporation had a return of 23.68% year-to-date (YTD) and 59.30% in the last 12 months. Over the past 10 years, Danaos Corporation had an annualized return of 2.07%, while the S&P 500 had an annualized return of 10.76%, indicating that Danaos Corporation did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date23.68%11.21%
1 month22.57%4.60%
6 months32.08%16.35%
1 year59.30%27.79%
5 years (annualized)52.59%13.43%
10 years (annualized)2.07%10.76%

Monthly Returns

The table below presents the monthly returns of DAC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.00%-4.63%0.35%5.97%23.68%
202312.38%-0.45%-6.10%6.06%1.97%14.50%5.43%-3.65%-1.34%0.06%7.42%5.26%47.51%
202222.57%3.14%9.51%-20.32%0.31%-22.33%15.90%-4.33%-19.60%1.83%-1.15%-4.81%-26.57%
202123.38%57.11%19.43%9.43%18.35%20.49%-12.24%24.80%-1.94%-8.91%-7.28%8.68%256.10%
2020-38.89%-10.16%-20.64%19.25%-15.51%-7.44%-6.17%44.28%45.35%11.85%57.00%66.25%133.44%
201920.00%22.22%-19.59%-3.92%1.79%-33.20%3.84%-14.29%25.00%18.67%-34.93%32.09%-12.57%
2018-10.34%-0.00%-3.85%-12.00%31.82%31.03%-13.16%0.00%-27.27%-13.33%1.92%-29.25%-48.28%
2017-3.77%-5.88%-27.08%-2.86%-17.65%21.43%17.65%-17.50%-15.15%14.29%-3.12%-6.45%-45.28%
2016-12.69%-15.30%-14.22%3.95%-11.39%-22.29%56.99%-24.36%-17.03%-4.85%21.57%-14.52%-55.76%
2015-10.42%28.37%3.50%-7.53%8.31%-1.07%-6.51%-2.32%3.40%1.81%-3.87%0.50%9.51%
201440.61%-10.30%21.36%-22.40%2.23%-1.18%-2.38%0.70%-11.07%6.61%4.74%-4.70%11.63%
201347.64%-15.02%21.74%-0.00%2.86%0.93%0.46%0.68%-9.98%0.76%11.25%10.11%78.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of DAC is 90, placing it in the top 10% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of DAC is 9090
DAC (Danaos Corporation)
The Sharpe Ratio Rank of DAC is 9595Sharpe Ratio Rank
The Sortino Ratio Rank of DAC is 9494Sortino Ratio Rank
The Omega Ratio Rank of DAC is 9393Omega Ratio Rank
The Calmar Ratio Rank of DAC is 7373Calmar Ratio Rank
The Martin Ratio Rank of DAC is 9292Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Danaos Corporation (DAC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DAC
Sharpe ratio
The chart of Sharpe ratio for DAC, currently valued at 2.57, compared to the broader market-2.00-1.000.001.002.003.004.002.57
Sortino ratio
The chart of Sortino ratio for DAC, currently valued at 3.57, compared to the broader market-4.00-2.000.002.004.006.003.57
Omega ratio
The chart of Omega ratio for DAC, currently valued at 1.46, compared to the broader market0.501.001.502.001.46
Calmar ratio
The chart of Calmar ratio for DAC, currently valued at 0.68, compared to the broader market0.002.004.006.000.68
Martin ratio
The chart of Martin ratio for DAC, currently valued at 10.85, compared to the broader market-10.000.0010.0020.0030.0010.85
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.52, compared to the broader market-2.00-1.000.001.002.003.004.002.52
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-4.00-2.000.002.004.006.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.44, compared to the broader market0.501.001.502.001.44
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.04, compared to the broader market0.002.004.006.002.04
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.59, compared to the broader market-10.000.0010.0020.0030.009.59

Sharpe Ratio

The current Danaos Corporation Sharpe ratio is 2.57. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Danaos Corporation with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.57
2.52
DAC (Danaos Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

Danaos Corporation granted a 2.59% dividend yield in the last twelve months. The annual payout for that period amounted to $2.35 per share.


PeriodTTM202320222021
Dividend$2.35$3.05$3.00$1.50

Dividend yield

2.59%4.12%5.70%2.01%

Monthly Dividends

The table displays the monthly dividend distributions for Danaos Corporation. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.80$0.00$0.00$0.00$0.80
2023$0.00$0.75$0.00$0.00$0.75$0.00$0.00$0.75$0.00$0.00$0.80$0.00$3.05
2022$0.00$0.75$0.00$0.00$0.75$0.00$0.00$0.75$0.00$0.00$0.75$0.00$3.00
2021$0.50$0.00$0.00$0.50$0.00$0.00$0.50$0.00$1.50

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%2.6%
Danaos Corporation has a dividend yield of 2.59%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%14.5%
Danaos Corporation has a payout ratio of 14.49%, which is below the market average. This means Danaos Corporation returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-78.61%
-0.31%
DAC (Danaos Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Danaos Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Danaos Corporation was 99.42%, occurring on Mar 20, 2020. The portfolio has not yet recovered.

The current Danaos Corporation drawdown is 78.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.42%Aug 2, 20073181Mar 20, 2020
-7.82%May 23, 200725Jun 27, 200710Jul 12, 200735
-6.89%Feb 23, 20073Feb 27, 200714Mar 19, 200717
-4.89%Apr 9, 20072Apr 10, 200712Apr 26, 200714
-4.84%Jan 25, 200712Feb 9, 20078Feb 22, 200720

Volatility

Volatility Chart

The current Danaos Corporation volatility is 4.82%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
4.82%
3.10%
DAC (Danaos Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Danaos Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items