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

Key characteristics


DACZIM
YTD Return13.63%158.73%
1Y Return28.04%223.66%
3Y Return (Ann)9.36%6.24%
Sharpe Ratio1.102.54
Sortino Ratio1.682.79
Omega Ratio1.201.36
Calmar Ratio0.312.49
Martin Ratio2.9611.62
Ulcer Index8.85%18.13%
Daily Std Dev23.85%82.90%
Max Drawdown-99.42%-84.68%
Current Drawdown-80.34%-40.63%

Fundamentals


DACZIM
Market Cap$1.59B$2.89B
EPS$29.29-$16.30
Total Revenue (TTM)$736.49M$5.43B
Gross Profit (TTM)$449.69M$1.27B
EBITDA (TTM)$340.85M$1.15B

Correlation

-0.50.00.51.00.6

The correlation between DAC and ZIM is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

DAC vs. ZIM - Performance Comparison

In the year-to-date period, DAC achieves a 13.63% return, which is significantly lower than ZIM's 158.73% 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%20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
5.41%
90.29%
DAC
ZIM

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Risk-Adjusted Performance

DAC vs. ZIM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Danaos Corporation (DAC) and ZIM Integrated Shipping Services Ltd. (ZIM). 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 0.72, compared to the broader market0.002.004.006.000.72
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
ZIM
Sharpe ratio
The chart of Sharpe ratio for ZIM, currently valued at 2.54, compared to the broader market-4.00-2.000.002.002.54
Sortino ratio
The chart of Sortino ratio for ZIM, currently valued at 2.79, compared to the broader market-4.00-2.000.002.004.002.79
Omega ratio
The chart of Omega ratio for ZIM, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for ZIM, currently valued at 2.49, compared to the broader market0.002.004.006.002.49
Martin ratio
The chart of Martin ratio for ZIM, currently valued at 11.62, compared to the broader market-10.000.0010.0020.0030.0011.62

DAC vs. ZIM - Sharpe Ratio Comparison

The current DAC Sharpe Ratio is 1.10, which is lower than the ZIM Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of DAC and ZIM, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.10
2.54
DAC
ZIM

Dividends

DAC vs. ZIM - Dividend Comparison

DAC's dividend yield for the trailing twelve months is around 3.91%, less than ZIM's 4.83% yield.


TTM202320222021
DAC
Danaos Corporation
3.91%4.12%5.70%2.01%
ZIM
ZIM Integrated Shipping Services Ltd.
4.83%64.84%160.27%7.65%

Drawdowns

DAC vs. ZIM - Drawdown Comparison

The maximum DAC drawdown since its inception was -99.42%, which is greater than ZIM's maximum drawdown of -84.68%. Use the drawdown chart below to compare losses from any high point for DAC and ZIM. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-14.48%
-40.63%
DAC
ZIM

Volatility

DAC vs. ZIM - Volatility Comparison

The current volatility for Danaos Corporation (DAC) is 7.34%, while ZIM Integrated Shipping Services Ltd. (ZIM) has a volatility of 20.53%. This indicates that DAC experiences smaller price fluctuations and is considered to be less risky than ZIM 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%JuneJulyAugustSeptemberOctoberNovember
7.34%
20.53%
DAC
ZIM

Financials

DAC vs. ZIM - Financials Comparison

This section allows you to compare key financial metrics between Danaos Corporation and ZIM Integrated Shipping Services 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