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Digimarc Corporation (DMRC)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS25381B1017
CUSIP25381B101
SectorTechnology
IndustryInformation Technology Services

Highlights

Market Cap$461.82M
EPS-$2.26
PEG Ratio-0.69
Revenue (TTM)$34.85M
Gross Profit (TTM)$19.76M
EBITDA (TTM)-$40.35M
Year Range$16.13 - $43.43
Target Price$35.00
Short %34.39%
Short Ratio14.25

Share Price Chart


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Digimarc Corporation

Popular comparisons: DMRC vs. BA

Performance

Performance Chart

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


-20.00%0.00%20.00%40.00%60.00%NovemberDecember2024FebruaryMarchApril
-18.11%
22.61%
DMRC (Digimarc Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

Digimarc Corporation had a return of -40.42% year-to-date (YTD) and 25.77% in the last 12 months. Over the past 10 years, Digimarc Corporation had an annualized return of -4.23%, while the S&P 500 had an annualized return of 10.46%, indicating that Digimarc Corporation did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-40.42%5.84%
1 month-20.79%-2.98%
6 months-18.08%22.02%
1 year25.77%24.47%
5 years (annualized)-7.41%11.44%
10 years (annualized)-4.23%10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.94%-1.02%-22.48%
2023-0.76%-20.16%28.72%8.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DMRC is 67, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of DMRC is 6767
Digimarc Corporation(DMRC)
The Sharpe Ratio Rank of DMRC is 6666Sharpe Ratio Rank
The Sortino Ratio Rank of DMRC is 6868Sortino Ratio Rank
The Omega Ratio Rank of DMRC is 6666Omega Ratio Rank
The Calmar Ratio Rank of DMRC is 6767Calmar Ratio Rank
The Martin Ratio Rank of DMRC is 6767Martin 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 Digimarc Corporation (DMRC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DMRC
Sharpe ratio
The chart of Sharpe ratio for DMRC, currently valued at 0.47, compared to the broader market-2.00-1.000.001.002.003.004.000.47
Sortino ratio
The chart of Sortino ratio for DMRC, currently valued at 1.23, compared to the broader market-4.00-2.000.002.004.006.001.23
Omega ratio
The chart of Omega ratio for DMRC, currently valued at 1.15, compared to the broader market0.501.001.501.15
Calmar ratio
The chart of Calmar ratio for DMRC, currently valued at 0.41, compared to the broader market0.002.004.006.000.41
Martin ratio
The chart of Martin ratio for DMRC, currently valued at 1.68, compared to the broader market0.0010.0020.0030.001.68
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market-2.00-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-4.00-2.000.002.004.006.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.501.001.501.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0010.0020.0030.008.05

Sharpe Ratio

The current Digimarc Corporation Sharpe ratio is 0.47. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.47
2.05
DMRC (Digimarc Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

Digimarc Corporation granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.44

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.81%2.28%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2014$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2013$0.11$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.11$0.00$0.00

Drawdowns

Drawdowns Chart

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


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-67.18%
-3.92%
DMRC (Digimarc Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Digimarc 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 Digimarc Corporation was 84.72%, occurring on Mar 18, 2020. The portfolio has not yet recovered.

The current Digimarc Corporation drawdown is 67.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-84.72%May 29, 2019204Mar 18, 2020
-68.19%Jul 1, 2015878Dec 24, 201888May 2, 2019966
-57.28%Jul 25, 2011335Nov 20, 2012652Jun 25, 2015987
-23.03%Nov 5, 200818Dec 1, 200890Apr 13, 2009108
-19.02%Dec 15, 201090Apr 25, 201114May 13, 2011104

Volatility

Volatility Chart

The current Digimarc Corporation volatility is 7.81%, 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.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
7.81%
3.60%
DMRC (Digimarc Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Digimarc 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

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
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