PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AMRK vs. SBLK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

AMRK vs. SBLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in A-Mark Precious Metals, Inc. (AMRK) and Star Bulk Carriers Corp. (SBLK). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-20.93%
-26.29%
AMRK
SBLK

Returns By Period

In the year-to-date period, AMRK achieves a 0.54% return, which is significantly higher than SBLK's -4.70% return. Over the past 10 years, AMRK has outperformed SBLK with an annualized return of 23.47%, while SBLK has yielded a comparatively lower -2.67% annualized return.


AMRK

YTD

0.54%

1M

-24.77%

6M

-20.93%

1Y

9.29%

5Y (annualized)

49.32%

10Y (annualized)

23.47%

SBLK

YTD

-4.70%

1M

-6.03%

6M

-23.75%

1Y

4.26%

5Y (annualized)

24.20%

10Y (annualized)

-2.67%

Fundamentals


AMRKSBLK
Market Cap$693.44M$2.29B
EPS$2.44$2.56
PE Ratio12.267.41
PEG Ratio0.001.95
Total Revenue (TTM)$9.95B$875.73M
Gross Profit (TTM)$197.53M$333.86M
EBITDA (TTM)$83.84M$375.55M

Key characteristics


AMRKSBLK
Sharpe Ratio0.190.15
Sortino Ratio0.650.43
Omega Ratio1.081.05
Calmar Ratio0.240.05
Martin Ratio0.680.38
Ulcer Index13.56%11.92%
Daily Std Dev48.14%29.81%
Max Drawdown-63.15%-99.74%
Current Drawdown-36.31%-95.47%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.1

The correlation between AMRK and SBLK is 0.12, 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.

Risk-Adjusted Performance

AMRK vs. SBLK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for A-Mark Precious Metals, Inc. (AMRK) and Star Bulk Carriers Corp. (SBLK). 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.


Sharpe ratio
The chart of Sharpe ratio for AMRK, currently valued at 0.19, compared to the broader market-4.00-2.000.002.004.000.190.14
The chart of Sortino ratio for AMRK, currently valued at 0.65, compared to the broader market-4.00-2.000.002.004.000.650.42
The chart of Omega ratio for AMRK, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.05
The chart of Calmar ratio for AMRK, currently valued at 0.24, compared to the broader market0.002.004.006.000.240.07
The chart of Martin ratio for AMRK, currently valued at 0.68, compared to the broader market0.0010.0020.0030.000.680.35
AMRK
SBLK

The current AMRK Sharpe Ratio is 0.19, which is comparable to the SBLK Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of AMRK and SBLK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.19
0.14
AMRK
SBLK

Dividends

AMRK vs. SBLK - Dividend Comparison

AMRK's dividend yield for the trailing twelve months is around 2.69%, less than SBLK's 11.33% yield.


TTM202320222021202020192018201720162015
AMRK
A-Mark Precious Metals, Inc.
2.69%5.95%3.46%3.27%11.70%0.00%0.68%2.18%1.44%1.06%
SBLK
Star Bulk Carriers Corp.
11.33%7.38%33.80%9.93%0.57%0.42%0.00%0.00%0.00%0.00%

Drawdowns

AMRK vs. SBLK - Drawdown Comparison

The maximum AMRK drawdown since its inception was -63.15%, smaller than the maximum SBLK drawdown of -99.74%. Use the drawdown chart below to compare losses from any high point for AMRK and SBLK. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-36.31%
-59.62%
AMRK
SBLK

Volatility

AMRK vs. SBLK - Volatility Comparison

A-Mark Precious Metals, Inc. (AMRK) has a higher volatility of 18.98% compared to Star Bulk Carriers Corp. (SBLK) at 8.48%. This indicates that AMRK's price experiences larger fluctuations and is considered to be riskier than SBLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.98%
8.48%
AMRK
SBLK

Financials

AMRK vs. SBLK - Financials Comparison

This section allows you to compare key financial metrics between A-Mark Precious Metals, Inc. and Star Bulk Carriers Corp.. 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


Values in USD except per share items