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Digimarc Corporation (DMRC)

Equity · Currency in USD
Sector
Technology
Industry
Information Technology Services
ISIN
US25381B1017
CUSIP
25381B101

DMRCPrice Chart


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DMRCPerformance

The chart shows the growth of $10,000 invested in Digimarc Corporation on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $26,061 for a total return of roughly 160.61%. All prices are adjusted for splits and dividends.


DMRC (Digimarc Corporation)
Benchmark (S&P 500)

DMRCReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-4.96%-1.87%
1M-14.96%-0.21%
6M24.20%8.24%
1Y-23.71%24.78%
5Y5.11%15.48%
10Y4.61%13.85%

DMRCMonthly Returns Heatmap


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DMRCSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Digimarc Corporation Sharpe ratio is -0.31. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


DMRC (Digimarc Corporation)
Benchmark (S&P 500)

DMRCDividends

Digimarc Corporation granted a 0.00% dividend yield in the last twelve months, as of Jan 8, 2022. The annual payout for that period amounted to $0.00 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.44$0.33$0.00$0.00

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.81%2.30%1.64%0.00%0.00%

DMRCDrawdowns Chart

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


DMRC (Digimarc Corporation)
Benchmark (S&P 500)

DMRCWorst Drawdowns

The table below shows the maximum drawdowns of the Digimarc Corporation. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Digimarc Corporation is 84.72%, recorded on Mar 18, 2020. The portfolio has not recovered from it yet.


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
-19.02%Dec 15, 201090Apr 25, 201114May 13, 2011104
-18.3%Mar 9, 201026Apr 14, 201071Jul 26, 201097
-12.87%May 16, 20117May 24, 201122Jun 24, 201129
-12.77%Aug 6, 20107Aug 16, 201016Sep 8, 201023
-11.75%Oct 21, 20108Nov 1, 201028Dec 10, 201036
-9.67%May 9, 20193May 13, 20196May 21, 20199
-5.22%Sep 9, 20106Sep 16, 20102Sep 20, 20108

DMRCVolatility Chart

Current Digimarc Corporation volatility is 37.10%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


DMRC (Digimarc Corporation)
Benchmark (S&P 500)

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