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DAC vs. ESEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

DAC vs. ESEA - Performance Comparison

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

-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%JuneJulyAugustSeptemberOctoberNovember
-59.76%
-85.83%
DAC
ESEA

Returns By Period

In the year-to-date period, DAC achieves a 19.42% return, which is significantly lower than ESEA's 36.16% return. Over the past 10 years, DAC has outperformed ESEA with an annualized return of 1.84%, while ESEA has yielded a comparatively lower -2.88% annualized return.


DAC

YTD

19.42%

1M

4.67%

6M

-3.45%

1Y

27.53%

5Y (annualized)

77.38%

10Y (annualized)

1.84%

ESEA

YTD

36.16%

1M

-4.75%

6M

10.64%

1Y

51.18%

5Y (annualized)

66.53%

10Y (annualized)

-2.88%

Fundamentals


DACESEA
Market Cap$1.67B$296.67M
EPS$28.56$16.98
PE Ratio2.992.49
PEG Ratio0.52-0.53
Total Revenue (TTM)$996.31M$154.50M
Gross Profit (TTM)$654.48M$92.31M
EBITDA (TTM)$709.40M$110.55M

Key characteristics


DACESEA
Sharpe Ratio1.241.04
Sortino Ratio1.831.76
Omega Ratio1.221.21
Calmar Ratio0.340.55
Martin Ratio3.075.09
Ulcer Index9.25%10.44%
Daily Std Dev23.01%51.25%
Max Drawdown-99.42%-99.81%
Current Drawdown-79.34%-94.55%

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Correlation

-0.50.00.51.00.3

The correlation between DAC and ESEA is 0.27, 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

DAC vs. ESEA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Danaos Corporation (DAC) and Euroseas Ltd (ESEA). 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 DAC, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.241.04
The chart of Sortino ratio for DAC, currently valued at 1.83, compared to the broader market-4.00-2.000.002.004.001.831.76
The chart of Omega ratio for DAC, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.21
The chart of Calmar ratio for DAC, currently valued at 0.34, compared to the broader market0.002.004.006.000.340.55
The chart of Martin ratio for DAC, currently valued at 3.07, compared to the broader market0.0010.0020.0030.003.075.09
DAC
ESEA

The current DAC Sharpe Ratio is 1.24, which is comparable to the ESEA Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of DAC and ESEA, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.24
1.04
DAC
ESEA

Dividends

DAC vs. ESEA - Dividend Comparison

DAC's dividend yield for the trailing twelve months is around 2.79%, less than ESEA's 5.68% yield.


TTM20232022202120202019201820172016201520142013
DAC
Danaos Corporation
2.79%4.12%5.70%2.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ESEA
Euroseas Ltd
5.68%6.42%8.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.46%

Drawdowns

DAC vs. ESEA - Drawdown Comparison

The maximum DAC drawdown since its inception was -99.42%, roughly equal to the maximum ESEA drawdown of -99.81%. Use the drawdown chart below to compare losses from any high point for DAC and ESEA. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%JuneJulyAugustSeptemberOctoberNovember
-79.34%
-94.55%
DAC
ESEA

Volatility

DAC vs. ESEA - Volatility Comparison

The current volatility for Danaos Corporation (DAC) is 6.41%, while Euroseas Ltd (ESEA) has a volatility of 10.82%. This indicates that DAC experiences smaller price fluctuations and is considered to be less risky than ESEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
6.41%
10.82%
DAC
ESEA

Financials

DAC vs. ESEA - Financials Comparison

This section allows you to compare key financial metrics between Danaos Corporation and Euroseas Ltd. 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