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AXGN vs. DAC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AXGN vs. DAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AxoGen, Inc. (AXGN) and Danaos Corporation (DAC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AXGN achieves a 31.38% return, which is significantly lower than DAC's 41.54% return. Over the past 10 years, AXGN has outperformed DAC with an annualized return of 22.76%, while DAC has yielded a comparatively lower 13.38% annualized return.


AXGN

1D
1.51%
1M
5.01%
YTD
31.38%
6M
41.49%
1Y
341.03%
3Y*
66.42%
5Y*
15.90%
10Y*
22.76%

DAC

1D
0.95%
1M
-0.53%
YTD
41.54%
6M
41.94%
1Y
52.23%
3Y*
31.85%
5Y*
16.62%
10Y*
13.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AXGN vs. DAC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AXGN
AxoGen, Inc.
31.38%98.60%141.29%-31.56%6.51%-47.65%0.06%-12.43%-27.81%214.44%
DAC
Danaos Corporation
41.54%22.24%12.41%47.51%-26.57%256.10%133.44%-12.57%-48.28%-45.28%

Correlation

The correlation between AXGN and DAC is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2006

0.11

Fundamentals

Market Cap

AXGN:

$2.22B

DAC:

$2.39B

EPS

AXGN:

-$0.66

DAC:

$28.34

PS Ratio

AXGN:

8.58

DAC:

2.31

PB Ratio

AXGN:

9.06

DAC:

0.61

Total Revenue (TTM)

AXGN:

$238.11M

DAC:

$1.04B

Gross Profit (TTM)

AXGN:

$178.61M

DAC:

$705.76M

EBITDA (TTM)

AXGN:

$5.69M

DAC:

$739.01M

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Return for Risk

AXGN vs. DAC — Risk / Return Rank

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

AXGN
AXGN Risk / Return Rank: 9999
Overall Rank
AXGN Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AXGN Sortino Ratio Rank: 9999
Sortino Ratio Rank
AXGN Omega Ratio Rank: 9898
Omega Ratio Rank
AXGN Calmar Ratio Rank: 9999
Calmar Ratio Rank
AXGN Martin Ratio Rank: 9999
Martin Ratio Rank

DAC
DAC Risk / Return Rank: 9393
Overall Rank
DAC Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DAC Sortino Ratio Rank: 9494
Sortino Ratio Rank
DAC Omega Ratio Rank: 9191
Omega Ratio Rank
DAC Calmar Ratio Rank: 9191
Calmar Ratio Rank
DAC Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AXGN vs. DAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AxoGen, Inc. (AXGN) and Danaos Corporation (DAC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AXGNDACDifference
Sharpe ratioReturn per unit of total volatility

+3.47

Sortino ratioReturn per unit of downside risk

+2.08

Omega ratioGain probability vs. loss probability

1.70

1.42

+0.28

Calmar ratioReturn relative to maximum drawdown

17.13

4.52

+12.62

Martin ratioReturn relative to average drawdown

59.46

14.35

+45.11

AXGN vs. DAC - Sharpe Ratio Comparison

The current AXGN Sharpe Ratio is 6.13, which is higher than the DAC Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of AXGN and DAC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AXGN vs. DAC - Drawdown Comparison

The maximum AXGN drawdown since its inception was -98.49%, roughly equal to the maximum DAC drawdown of -99.42%. Use the drawdown chart below to compare losses from any high point for AXGN and DAC.


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Drawdown Indicators


AXGNDACDifference

Max Drawdown

Largest peak-to-trough decline

-98.49%

-99.42%

+0.93%

Max Drawdown (1Y)

Largest decline over 1 year

-19.30%

-12.58%

-6.72%

Max Drawdown (3Y)

Largest decline over 3 years

-62.36%

-28.87%

-33.49%

Max Drawdown (5Y)

Largest decline over 5 years

-83.69%

-50.14%

-33.55%

Max Drawdown (10Y)

Largest decline over 10 years

-93.54%

-95.81%

+2.27%

Current Drawdown

Current decline from peak

-23.08%

-66.36%

+43.28%

Average Drawdown

Average peak-to-trough decline

-64.86%

-80.43%

+15.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.58%

3.95%

+1.63%

Volatility

AXGN vs. DAC - Volatility Comparison

AxoGen, Inc. (AXGN) has a higher volatility of 11.35% compared to Danaos Corporation (DAC) at 6.04%. This indicates that AXGN's price experiences larger fluctuations and is considered to be riskier than DAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AXGNDACDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.35%

6.04%

+5.31%

Volatility (6M)

Calculated over the trailing 6-month period

33.99%

16.51%

+17.48%

Volatility (1Y)

Calculated over the trailing 1-year period

54.01%

21.41%

+32.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.11%

34.36%

+29.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.08%

65.00%

-2.92%

Dividends

AXGN vs. DAC - Dividend Comparison

AXGN has not paid dividends to shareholders, while DAC's dividend yield for the trailing twelve months is around 2.70%.


PositionTTM20252024202320222021
AXGN
AxoGen, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
DAC
Danaos Corporation
2.70%3.66%4.06%4.12%5.70%2.01%

Financials

AXGN vs. DAC - Financials Comparison

This section allows you to compare key financial metrics between AxoGen, Inc. and Danaos Corporation. 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


50.00M100.00M150.00M200.00M250.00M20222023202420252026
61.46M
253.70M
(AXGN) Total Revenue
(DAC) Total Revenue
Values in USD except per share items

AXGN vs. DAC - Profitability Comparison

The chart below illustrates the profitability comparison between AxoGen, Inc. and Danaos Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%55.0%60.0%65.0%70.0%75.0%80.0%85.0%20222023202420252026
75.2%
59.3%
Portfolio components
AXGN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AxoGen, Inc. reported a gross profit of 46.19M and revenue of 61.46M. Therefore, the gross margin over that period was 75.2%.

DAC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Danaos Corporation reported a gross profit of 150.55M and revenue of 253.70M. Therefore, the gross margin over that period was 59.3%.

AXGN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AxoGen, Inc. reported an operating income of -2.83M and revenue of 61.46M, resulting in an operating margin of -4.6%.

DAC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Danaos Corporation reported an operating income of 125.20M and revenue of 253.70M, resulting in an operating margin of 49.4%.

AXGN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AxoGen, Inc. reported a net income of -19.58M and revenue of 61.46M, resulting in a net margin of -31.9%.

DAC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Danaos Corporation reported a net income of 140.42M and revenue of 253.70M, resulting in a net margin of 55.4%.


Frequently Asked Questions


AXGN and DAC have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AXGN has higher volatility (11.35%) compared to DAC (6.04%). In terms of maximum drawdown, AXGN dropped -98.49% vs DAC's -99.42%.

AXGN currently has the higher Sharpe Ratio (6.13 vs 2.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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