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

Performance

DAC vs. GASS - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-1.45%
-13.54%
DAC
GASS

Returns By Period

In the year-to-date period, DAC achieves a 18.67% return, which is significantly higher than GASS's -8.05% return. Over the past 10 years, DAC has outperformed GASS with an annualized return of 1.62%, while GASS has yielded a comparatively lower -1.04% annualized return.


DAC

YTD

18.67%

1M

0.08%

6M

0.74%

1Y

28.38%

5Y (annualized)

77.05%

10Y (annualized)

1.62%

GASS

YTD

-8.05%

1M

-8.33%

6M

-13.41%

1Y

-1.66%

5Y (annualized)

14.76%

10Y (annualized)

-1.04%

Fundamentals


DACGASS
Market Cap$1.67B$218.24M
EPS$28.56$1.85
PE Ratio2.993.21
PEG Ratio0.524.82
Total Revenue (TTM)$996.31M$125.14M
Gross Profit (TTM)$654.48M$59.89M
EBITDA (TTM)$709.40M$97.32M

Key characteristics


DACGASS
Sharpe Ratio1.270.07
Sortino Ratio1.880.47
Omega Ratio1.231.05
Calmar Ratio0.350.05
Martin Ratio3.170.15
Ulcer Index9.20%21.30%
Daily Std Dev22.95%44.46%
Max Drawdown-99.42%-89.60%
Current Drawdown-79.47%-59.06%

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Correlation

-0.50.00.51.00.2

The correlation between DAC and GASS is 0.22, 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. GASS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Danaos Corporation (DAC) and StealthGas Inc. (GASS). 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 1.27, compared to the broader market-4.00-2.000.002.004.001.270.07
The chart of Sortino ratio for DAC, currently valued at 1.88, compared to the broader market-4.00-2.000.002.004.001.880.47
The chart of Omega ratio for DAC, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.05
The chart of Calmar ratio for DAC, currently valued at 0.35, compared to the broader market0.002.004.006.000.350.05
The chart of Martin ratio for DAC, currently valued at 3.17, compared to the broader market-10.000.0010.0020.0030.003.170.15
DAC
GASS

The current DAC Sharpe Ratio is 1.27, which is higher than the GASS Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of DAC and GASS, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.27
0.07
DAC
GASS

Dividends

DAC vs. GASS - Dividend Comparison

DAC's dividend yield for the trailing twelve months is around 3.75%, while GASS has not paid dividends to shareholders.


TTM202320222021
DAC
Danaos Corporation
3.75%4.12%5.70%2.01%
GASS
StealthGas Inc.
0.00%0.00%0.00%0.00%

Drawdowns

DAC vs. GASS - Drawdown Comparison

The maximum DAC drawdown since its inception was -99.42%, which is greater than GASS's maximum drawdown of -89.60%. Use the drawdown chart below to compare losses from any high point for DAC and GASS. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%JuneJulyAugustSeptemberOctoberNovember
-79.47%
-59.06%
DAC
GASS

Volatility

DAC vs. GASS - Volatility Comparison

The current volatility for Danaos Corporation (DAC) is 7.52%, while StealthGas Inc. (GASS) has a volatility of 9.86%. This indicates that DAC experiences smaller price fluctuations and is considered to be less risky than GASS 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
7.52%
9.86%
DAC
GASS

Financials

DAC vs. GASS - Financials Comparison

This section allows you to compare key financial metrics between Danaos Corporation and StealthGas 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