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

Key characteristics


DACMATX
YTD Return13.63%43.37%
1Y Return28.04%77.89%
3Y Return (Ann)9.36%22.16%
5Y Return (Ann)51.09%33.89%
10Y Return (Ann)0.63%20.55%
Sharpe Ratio1.102.38
Sortino Ratio1.683.43
Omega Ratio1.201.40
Calmar Ratio0.312.82
Martin Ratio2.9612.57
Ulcer Index8.85%6.08%
Daily Std Dev23.85%32.16%
Max Drawdown-99.42%-70.57%
Current Drawdown-80.34%0.00%

Fundamentals


DACMATX
Market Cap$1.59B$5.18B
EPS$29.29$11.90
PE Ratio2.7913.10
PEG Ratio0.523.31
Total Revenue (TTM)$736.49M$3.32B
Gross Profit (TTM)$449.69M$762.60M
EBITDA (TTM)$340.85M$628.60M

Correlation

-0.50.00.51.00.3

The correlation between DAC and MATX is 0.28, 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.

Performance

DAC vs. MATX - Performance Comparison

In the year-to-date period, DAC achieves a 13.63% return, which is significantly lower than MATX's 43.37% return. Over the past 10 years, DAC has underperformed MATX with an annualized return of 0.63%, while MATX has yielded a comparatively higher 20.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
5.42%
40.30%
DAC
MATX

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Risk-Adjusted Performance

DAC vs. MATX - Risk-Adjusted Performance Comparison

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


DAC
Sharpe ratio
The chart of Sharpe ratio for DAC, currently valued at 1.10, compared to the broader market-4.00-2.000.002.001.10
Sortino ratio
The chart of Sortino ratio for DAC, currently valued at 1.68, compared to the broader market-4.00-2.000.002.004.001.68
Omega ratio
The chart of Omega ratio for DAC, currently valued at 1.20, compared to the broader market0.501.001.502.001.20
Calmar ratio
The chart of Calmar ratio for DAC, currently valued at 0.31, compared to the broader market0.002.004.006.000.31
Martin ratio
The chart of Martin ratio for DAC, currently valued at 2.96, compared to the broader market-10.000.0010.0020.0030.002.96
MATX
Sharpe ratio
The chart of Sharpe ratio for MATX, currently valued at 2.38, compared to the broader market-4.00-2.000.002.002.38
Sortino ratio
The chart of Sortino ratio for MATX, currently valued at 3.43, compared to the broader market-4.00-2.000.002.004.003.43
Omega ratio
The chart of Omega ratio for MATX, currently valued at 1.40, compared to the broader market0.501.001.502.001.40
Calmar ratio
The chart of Calmar ratio for MATX, currently valued at 2.82, compared to the broader market0.002.004.006.002.82
Martin ratio
The chart of Martin ratio for MATX, currently valued at 12.57, compared to the broader market-10.000.0010.0020.0030.0012.57

DAC vs. MATX - Sharpe Ratio Comparison

The current DAC Sharpe Ratio is 1.10, which is lower than the MATX Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of DAC and MATX, 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
1.10
2.38
DAC
MATX

Dividends

DAC vs. MATX - Dividend Comparison

DAC's dividend yield for the trailing twelve months is around 3.91%, more than MATX's 0.83% yield.


TTM20232022202120202019201820172016201520142013
DAC
Danaos Corporation
3.91%4.12%5.70%2.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MATX
Matson, Inc.
0.83%1.15%1.95%1.18%1.58%2.11%2.56%2.61%2.09%1.64%1.91%2.37%

Drawdowns

DAC vs. MATX - Drawdown Comparison

The maximum DAC drawdown since its inception was -99.42%, which is greater than MATX's maximum drawdown of -70.57%. Use the drawdown chart below to compare losses from any high point for DAC and MATX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-80.34%
0
DAC
MATX

Volatility

DAC vs. MATX - Volatility Comparison

The current volatility for Danaos Corporation (DAC) is 7.34%, while Matson, Inc. (MATX) has a volatility of 16.09%. This indicates that DAC experiences smaller price fluctuations and is considered to be less risky than MATX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
7.34%
16.09%
DAC
MATX

Financials

DAC vs. MATX - Financials Comparison

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