DAC vs. MPTI
Compare and contrast key facts about Danaos Corporation (DAC) and M-tron Industries Inc (MPTI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DAC or MPTI.
Key characteristics
| DAC | MPTI | |
|---|---|---|
| YTD Return | 13.63% | 46.22% |
| 1Y Return | 28.04% | 100.38% |
| Sharpe Ratio | 1.10 | 1.07 |
| Sortino Ratio | 1.68 | 1.75 |
| Omega Ratio | 1.20 | 1.22 |
| Calmar Ratio | 0.31 | 1.87 |
| Martin Ratio | 2.96 | 4.09 |
| Ulcer Index | 8.85% | 20.66% |
| Daily Std Dev | 23.85% | 78.50% |
| Max Drawdown | -99.42% | -46.41% |
| Current Drawdown | -80.34% | -1.16% |
Fundamentals
| DAC | MPTI | |
|---|---|---|
| Market Cap | $1.59B | $146.24M |
| EPS | $29.29 | $1.76 |
| PE Ratio | 2.79 | 29.59 |
| PEG Ratio | 0.52 | 0.77 |
| Total Revenue (TTM) | $736.49M | $33.77M |
| Gross Profit (TTM) | $449.69M | $14.97M |
| EBITDA (TTM) | $340.85M | $4.51M |
Correlation
The correlation between DAC and MPTI is 0.06, 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. MPTI - Performance Comparison
In the year-to-date period, DAC achieves a 13.63% return, which is significantly lower than MPTI's 46.22% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DAC vs. MPTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Danaos Corporation (DAC) and M-tron Industries Inc (MPTI). 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.
Dividends
DAC vs. MPTI - Dividend Comparison
DAC's dividend yield for the trailing twelve months is around 3.91%, while MPTI has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
DAC Danaos Corporation | 3.91% | 4.12% | 5.70% | 2.01% |
MPTI M-tron Industries Inc | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DAC vs. MPTI - Drawdown Comparison
The maximum DAC drawdown since its inception was -99.42%, which is greater than MPTI's maximum drawdown of -46.41%. Use the drawdown chart below to compare losses from any high point for DAC and MPTI. For additional features, visit the drawdowns tool.
Volatility
DAC vs. MPTI - Volatility Comparison
The current volatility for Danaos Corporation (DAC) is 7.34%, while M-tron Industries Inc (MPTI) has a volatility of 14.84%. This indicates that DAC experiences smaller price fluctuations and is considered to be less risky than MPTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
DAC vs. MPTI - Financials Comparison
This section allows you to compare key financial metrics between Danaos Corporation and M-tron Industries 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.
Total Revenue: Total amount of money received from sales and other business activities