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ATSG vs. DNLI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ATSG and DNLI is 0.25, 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.


-0.50.00.51.00.2

Performance

ATSG vs. DNLI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Air Transport Services Group, Inc. (ATSG) and Denali Therapeutics Inc. (DNLI). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
43.25%
-9.97%
ATSG
DNLI

Key characteristics

Sharpe Ratio

ATSG:

0.94

DNLI:

0.21

Sortino Ratio

ATSG:

1.88

DNLI:

0.90

Omega Ratio

ATSG:

1.26

DNLI:

1.11

Calmar Ratio

ATSG:

0.69

DNLI:

0.18

Martin Ratio

ATSG:

5.48

DNLI:

0.81

Ulcer Index

ATSG:

8.31%

DNLI:

18.45%

Daily Std Dev

ATSG:

47.84%

DNLI:

69.57%

Max Drawdown

ATSG:

-98.67%

DNLI:

-84.01%

Current Drawdown

ATSG:

-34.82%

DNLI:

-77.22%

Fundamentals

Market Cap

ATSG:

$1.47B

DNLI:

$2.96B

EPS

ATSG:

-$0.01

DNLI:

-$2.76

Total Revenue (TTM)

ATSG:

$1.45B

DNLI:

$0.00

Gross Profit (TTM)

ATSG:

$137.51M

DNLI:

-$4.10M

EBITDA (TTM)

ATSG:

$321.11M

DNLI:

-$365.66M

Returns By Period

In the year-to-date period, ATSG achieves a 1.27% return, which is significantly lower than DNLI's 4.56% return.


ATSG

YTD

1.27%

1M

0.91%

6M

43.24%

1Y

53.94%

5Y*

0.62%

10Y*

9.82%

DNLI

YTD

4.56%

1M

13.71%

6M

-9.97%

1Y

19.12%

5Y*

-3.48%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ATSG vs. DNLI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ATSG
The Risk-Adjusted Performance Rank of ATSG is 7777
Overall Rank
The Sharpe Ratio Rank of ATSG is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of ATSG is 7777
Sortino Ratio Rank
The Omega Ratio Rank of ATSG is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ATSG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of ATSG is 8282
Martin Ratio Rank

DNLI
The Risk-Adjusted Performance Rank of DNLI is 5555
Overall Rank
The Sharpe Ratio Rank of DNLI is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of DNLI is 5656
Sortino Ratio Rank
The Omega Ratio Rank of DNLI is 5454
Omega Ratio Rank
The Calmar Ratio Rank of DNLI is 5454
Calmar Ratio Rank
The Martin Ratio Rank of DNLI is 5555
Martin 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.

ATSG vs. DNLI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Air Transport Services Group, Inc. (ATSG) and Denali Therapeutics Inc. (DNLI). 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 ATSG, currently valued at 0.94, compared to the broader market-2.000.002.004.000.940.21
The chart of Sortino ratio for ATSG, currently valued at 1.88, compared to the broader market-6.00-4.00-2.000.002.004.006.001.880.90
The chart of Omega ratio for ATSG, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.11
The chart of Calmar ratio for ATSG, currently valued at 0.69, compared to the broader market0.002.004.006.000.690.18
The chart of Martin ratio for ATSG, currently valued at 5.48, compared to the broader market0.0010.0020.0030.005.480.81
ATSG
DNLI

The current ATSG Sharpe Ratio is 0.94, which is higher than the DNLI Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of ATSG and DNLI, 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 Ratio-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
0.94
0.21
ATSG
DNLI

Dividends

ATSG vs. DNLI - Dividend Comparison

Neither ATSG nor DNLI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ATSG vs. DNLI - Drawdown Comparison

The maximum ATSG drawdown since its inception was -98.67%, which is greater than DNLI's maximum drawdown of -84.01%. Use the drawdown chart below to compare losses from any high point for ATSG and DNLI. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%SeptemberOctoberNovemberDecember2025February
-34.82%
-77.22%
ATSG
DNLI

Volatility

ATSG vs. DNLI - Volatility Comparison

The current volatility for Air Transport Services Group, Inc. (ATSG) is 0.72%, while Denali Therapeutics Inc. (DNLI) has a volatility of 20.48%. This indicates that ATSG experiences smaller price fluctuations and is considered to be less risky than DNLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
0.72%
20.48%
ATSG
DNLI

Financials

ATSG vs. DNLI - Financials Comparison

This section allows you to compare key financial metrics between Air Transport Services Group, Inc. and Denali Therapeutics Inc.. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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