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

Correlation

The correlation between DAC and TORO is 0.14, 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.


-0.50.00.51.00.1

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.

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
43.98%
-28.57%
DAC
TORO

Key characteristics

Sharpe Ratio

DAC:

0.46

TORO:

-0.84

Sortino Ratio

DAC:

0.80

TORO:

-1.36

Omega Ratio

DAC:

1.10

TORO:

0.86

Calmar Ratio

DAC:

0.13

TORO:

-0.70

Martin Ratio

DAC:

1.06

TORO:

-1.18

Ulcer Index

DAC:

10.19%

TORO:

37.68%

Daily Std Dev

DAC:

23.44%

TORO:

53.18%

Max Drawdown

DAC:

-99.42%

TORO:

-70.24%

Current Drawdown

DAC:

-81.45%

TORO:

-57.17%

Fundamentals

Market Cap

DAC:

$1.49B

TORO:

$56.33M

EPS

DAC:

$28.89

TORO:

$2.88

PE Ratio

DAC:

2.68

TORO:

1.02

Total Revenue (TTM)

DAC:

$996.31M

TORO:

$23.65M

Gross Profit (TTM)

DAC:

$654.48M

TORO:

$7.78M

EBITDA (TTM)

DAC:

$709.40M

TORO:

$7.25M

Returns By Period

In the year-to-date period, DAC achieves a 7.26% return, which is significantly higher than TORO's -44.11% return.


DAC

YTD

7.26%

1M

-9.61%

6M

-15.37%

1Y

8.45%

5Y*

57.43%

10Y*

1.37%

TORO

YTD

-44.11%

1M

1.10%

6M

-28.18%

1Y

-48.31%

5Y*

N/A

10Y*

N/A

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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 0.46, compared to the broader market-4.00-2.000.002.000.46-0.84
The chart of Sortino ratio for DAC, currently valued at 0.80, compared to the broader market-4.00-2.000.002.004.000.80-1.36
The chart of Omega ratio for DAC, currently valued at 1.10, compared to the broader market0.501.001.502.001.100.86
The chart of Calmar ratio for DAC, currently valued at 0.53, compared to the broader market0.002.004.006.000.53-0.70
The chart of Martin ratio for DAC, currently valued at 1.06, compared to the broader market-5.000.005.0010.0015.0020.0025.001.06-1.18
DAC
TORO

The current DAC Sharpe Ratio is 0.46, which is higher than the TORO Sharpe Ratio of -0.84. 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-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
0.46
-0.84
DAC
TORO

Dividends

DAC vs. TORO - Dividend Comparison

DAC's dividend yield for the trailing twelve months is around 4.25%, while TORO has not paid dividends to shareholders.


TTM202320222021
DAC
Danaos Corporation
4.25%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%JulyAugustSeptemberOctoberNovemberDecember
-19.07%
-57.17%
DAC
TORO

Volatility

DAC vs. TORO - Volatility Comparison

The current volatility for Danaos Corporation (DAC) is 7.80%, while Toro Ltd (TORO) has a volatility of 28.99%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
7.80%
28.99%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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