PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DAC vs. TORO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

DAC vs. TORO - Performance Comparison

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

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-1.45%
-40.86%
DAC
TORO

Returns By Period

In the year-to-date period, DAC achieves a 18.67% return, which is significantly higher than TORO's -44.11% return.


DAC

YTD

18.67%

1M

0.08%

6M

0.74%

1Y

28.38%

5Y (annualized)

77.05%

10Y (annualized)

1.62%

TORO

YTD

-44.11%

1M

-17.91%

6M

-40.86%

1Y

-28.94%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


DACTORO
Market Cap$1.67B$52.51M
EPS$28.56$2.88
PE Ratio2.990.95
Total Revenue (TTM)$996.31M$23.65M
Gross Profit (TTM)$654.48M$7.78M
EBITDA (TTM)$709.40M$7.25M

Key characteristics


DACTORO
Sharpe Ratio1.27-0.77
Sortino Ratio1.88-1.01
Omega Ratio1.230.89
Calmar Ratio0.35-0.60
Martin Ratio3.17-1.07
Ulcer Index9.20%33.69%
Daily Std Dev22.95%47.16%
Max Drawdown-99.42%-70.24%
Current Drawdown-79.47%-57.17%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.1

The correlation between DAC and TORO is 0.13, 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. TORO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Danaos Corporation (DAC) and Toro Ltd (TORO). 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-4.00-2.000.002.004.001.27-0.77
The chart of Sortino ratio for DAC, currently valued at 1.88, compared to the broader market-4.00-2.000.002.004.001.88-1.01
The chart of Omega ratio for DAC, currently valued at 1.23, compared to the broader market0.501.001.502.001.230.89
The chart of Calmar ratio for DAC, currently valued at 1.42, compared to the broader market0.002.004.006.001.42-0.60
The chart of Martin ratio for DAC, currently valued at 3.17, compared to the broader market-10.000.0010.0020.0030.003.17-1.07
DAC
TORO

The current DAC Sharpe Ratio is 1.27, which is higher than the TORO Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of DAC and TORO, 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.27
-0.77
DAC
TORO

Dividends

DAC vs. TORO - Dividend Comparison

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


TTM202320222021
DAC
Danaos Corporation
3.75%4.12%5.70%2.01%
TORO
Toro Ltd
0.00%0.00%0.00%0.00%

Drawdowns

DAC vs. TORO - Drawdown Comparison

The maximum DAC drawdown since its inception was -99.42%, which is greater than TORO's maximum drawdown of -70.24%. Use the drawdown chart below to compare losses from any high point for DAC and TORO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.46%
-57.17%
DAC
TORO

Volatility

DAC vs. TORO - Volatility Comparison

The current volatility for Danaos Corporation (DAC) is 7.52%, while Toro Ltd (TORO) has a volatility of 15.36%. This indicates that DAC experiences smaller price fluctuations and is considered to be less risky than TORO 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
7.52%
15.36%
DAC
TORO

Financials

DAC vs. TORO - Financials Comparison

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