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

Performance

DAC vs. MATX - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-1.45%
28.03%
DAC
MATX

Returns By Period

In the year-to-date period, DAC achieves a 18.67% return, which is significantly lower than MATX's 39.90% return. Over the past 10 years, DAC has underperformed MATX with an annualized return of 1.62%, while MATX has yielded a comparatively higher 18.65% annualized return.


DAC

YTD

18.67%

1M

0.08%

6M

0.74%

1Y

28.38%

5Y (annualized)

77.05%

10Y (annualized)

1.62%

MATX

YTD

39.90%

1M

13.06%

6M

27.69%

1Y

59.70%

5Y (annualized)

34.81%

10Y (annualized)

18.65%

Fundamentals


DACMATX
Market Cap$1.67B$5.07B
EPS$28.56$11.81
PE Ratio2.9912.85
PEG Ratio0.523.31
Total Revenue (TTM)$996.31M$3.32B
Gross Profit (TTM)$654.48M$762.60M
EBITDA (TTM)$709.40M$807.60M

Key characteristics


DACMATX
Sharpe Ratio1.271.82
Sortino Ratio1.882.76
Omega Ratio1.231.32
Calmar Ratio0.352.67
Martin Ratio3.179.69
Ulcer Index9.20%6.16%
Daily Std Dev22.95%32.71%
Max Drawdown-99.42%-70.57%
Current Drawdown-79.47%-9.33%

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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.

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.


Sharpe ratio
The chart of Sharpe ratio for DAC, currently valued at 1.27, compared to the broader market-4.00-2.000.002.004.001.271.82
The chart of Sortino ratio for DAC, currently valued at 1.88, compared to the broader market-4.00-2.000.002.004.001.882.76
The chart of Omega ratio for DAC, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.32
The chart of Calmar ratio for DAC, currently valued at 0.35, compared to the broader market0.002.004.006.000.352.67
The chart of Martin ratio for DAC, currently valued at 3.17, compared to the broader market-10.000.0010.0020.0030.003.179.69
DAC
MATX

The current DAC Sharpe Ratio is 1.27, which is lower than the MATX Sharpe Ratio of 1.82. 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
1.27
1.82
DAC
MATX

Dividends

DAC vs. MATX - Dividend Comparison

DAC's dividend yield for the trailing twelve months is around 3.75%, more than MATX's 0.87% yield.


TTM20232022202120202019201820172016201520142013
DAC
Danaos Corporation
3.75%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.
0.87%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
-79.47%
-9.33%
DAC
MATX

Volatility

DAC vs. MATX - Volatility Comparison

The current volatility for Danaos Corporation (DAC) is 7.52%, while Matson, Inc. (MATX) has a volatility of 17.40%. 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%18.00%JuneJulyAugustSeptemberOctoberNovember
7.52%
17.40%
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