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Dye & Durham Limited (DND.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCA2674881040
CUSIP267488104
SectorTechnology
IndustrySoftware—Infrastructure

Highlights

Market CapCA$939.78M
EPS-CA$2.96
Revenue (TTM)CA$454.55M
Gross Profit (TTM)CA$399.35M
EBITDA (TTM)CA$134.44M
Year RangeCA$7.44 - CA$21.11
Target PriceCA$21.17
Short %2.17%
Short Ratio20.26

Share Price Chart


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Dye & Durham Limited

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Dye & Durham Limited, 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%December2024FebruaryMarchAprilMay
-4.91%
64.76%
DND.TO (Dye & Durham Limited)
Benchmark (^GSPC)

S&P 500

Returns By Period

Dye & Durham Limited had a return of -3.13% year-to-date (YTD) and -17.19% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-3.13%11.05%
1 month-10.44%4.86%
6 months15.25%17.50%
1 year-17.19%27.37%
5 years (annualized)N/A13.14%
10 years (annualized)N/A10.90%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-8.98%0.91%19.36%-6.62%-3.13%
202329.68%-10.26%-5.77%-19.80%6.16%18.44%9.28%-8.84%-26.24%-39.13%71.28%3.83%-12.03%
2022-18.09%-20.32%-12.23%-17.44%9.71%-6.45%-13.29%-22.59%16.72%-11.46%-9.70%20.75%-63.29%
2021-19.83%-2.96%0.99%7.61%13.00%-1.23%-0.97%1.04%-13.68%-7.91%10.48%7.31%-11.01%
2020-2.03%80.90%-15.29%-0.99%25.59%82.97%241.58%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DND.TO is 34, suggesting that the investment has average results relative to other stocks 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 DND.TO is 3434
DND.TO (Dye & Durham Limited)
The Sharpe Ratio Rank of DND.TO is 3333Sharpe Ratio Rank
The Sortino Ratio Rank of DND.TO is 3333Sortino Ratio Rank
The Omega Ratio Rank of DND.TO is 3434Omega Ratio Rank
The Calmar Ratio Rank of DND.TO is 3434Calmar Ratio Rank
The Martin Ratio Rank of DND.TO is 3535Martin 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 Dye & Durham Limited (DND.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DND.TO
Sharpe ratio
The chart of Sharpe ratio for DND.TO, currently valued at -0.22, compared to the broader market-2.00-1.000.001.002.003.004.00-0.22
Sortino ratio
The chart of Sortino ratio for DND.TO, currently valued at 0.07, compared to the broader market-4.00-2.000.002.004.006.000.07
Omega ratio
The chart of Omega ratio for DND.TO, currently valued at 1.01, compared to the broader market0.501.001.502.001.01
Calmar ratio
The chart of Calmar ratio for DND.TO, currently valued at -0.15, compared to the broader market0.002.004.006.00-0.15
Martin ratio
The chart of Martin ratio for DND.TO, currently valued at -0.41, compared to the broader market-10.000.0010.0020.0030.00-0.41
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.49, compared to the broader market-2.00-1.000.001.002.003.004.002.49
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market-4.00-2.000.002.004.006.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.03, compared to the broader market0.002.004.006.002.03
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.57, compared to the broader market-10.000.0010.0020.0030.009.57

Sharpe Ratio

The current Dye & Durham Limited Sharpe ratio is -0.22. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Dye & Durham Limited 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 Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.22
2.98
DND.TO (Dye & Durham Limited)
Benchmark (^GSPC)

Dividends

Dividend History

Dye & Durham Limited granted a 0.40% dividend yield in the last twelve months. The annual payout for that period amounted to CA$0.06 per share.


PeriodTTM2023202220212020
DividendCA$0.06CA$0.08CA$0.08CA$0.08CA$0.02

Dividend yield

0.40%0.52%0.46%0.17%0.04%

Monthly Dividends

The table displays the monthly dividend distributions for Dye & Durham Limited. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024CA$0.00CA$0.02CA$0.00CA$0.00CA$0.00CA$0.02
2023CA$0.00CA$0.02CA$0.00CA$0.00CA$0.02CA$0.00CA$0.00CA$0.00CA$0.02CA$0.00CA$0.02CA$0.00CA$0.08
2022CA$0.00CA$0.02CA$0.00CA$0.00CA$0.00CA$0.02CA$0.00CA$0.00CA$0.02CA$0.00CA$0.02CA$0.00CA$0.08
2021CA$0.00CA$0.00CA$0.02CA$0.00CA$0.00CA$0.02CA$0.00CA$0.00CA$0.00CA$0.02CA$0.00CA$0.02CA$0.08
2020CA$0.02CA$0.02

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%0.4%
Dye & Durham Limited has a dividend yield of 0.40%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%22.1%
Dye & Durham Limited has a payout ratio of 22.06%, which is quite average when compared to the overall market. This suggests that Dye & Durham Limited strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

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
-73.28%
-0.09%
DND.TO (Dye & Durham Limited)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Dye & Durham Limited. 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 Dye & Durham Limited was 85.16%, occurring on Oct 26, 2023. The portfolio has not yet recovered.

The current Dye & Durham Limited drawdown is 73.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-85.16%Feb 16, 2021677Oct 26, 2023
-26.75%Sep 3, 202049Nov 12, 202014Dec 2, 202063
-23.86%Dec 31, 202019Jan 27, 202112Feb 12, 202131
-13.18%Jul 20, 20207Jul 28, 20204Aug 4, 202011
-7.82%Aug 25, 20202Aug 26, 20203Aug 31, 20205

Volatility

Volatility Chart

The current Dye & Durham Limited volatility is 7.43%, 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%25.00%30.00%35.00%December2024FebruaryMarchAprilMay
7.43%
2.92%
DND.TO (Dye & Durham Limited)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Dye & Durham Limited 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