DFDS.CO vs. TRMD
DFDS.CO (DFDS A/S) and TRMD (TORM plc) are both stocks. DFDS.CO operates in Marine Shipping (Industrials), while TRMD operates in Oil & Gas Midstream (Energy). Over the past 5 years, DFDS.CO returned -15.96%/yr vs 44.07%/yr for TRMD. At a 0.18 correlation, their price movements are largely independent.
Performance
DFDS.CO vs. TRMD - Performance Comparison
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Different Trading Currencies
DFDS.CO is traded in DKK, while TRMD is traded in USD. To make them comparable, the TRMD values have been converted to DKK using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with DFDS.CO having a 54.10% return and TRMD slightly lower at 52.50%.
DFDS.CO
- 1D
- -0.47%
- 1M
- 25.55%
- YTD
- 54.10%
- 6M
- 57.23%
- 1Y
- 36.73%
- 3Y*
- -15.88%
- 5Y*
- -15.96%
- 10Y*
- -6.04%
TRMD
- 1D
- -0.39%
- 1M
- -16.99%
- YTD
- 52.50%
- 6M
- 39.19%
- 1Y
- 84.46%
- 3Y*
- 16.31%
- 5Y*
- 44.07%
- 10Y*
- —
DFDS.CO vs. TRMD - Yearly Performance Comparison
Correlation
The correlation between DFDS.CO and TRMD is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2018 | 0.18 |
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Return for Risk
DFDS.CO vs. TRMD — Risk / Return Rank
DFDS.CO
TRMD
DFDS.CO vs. TRMD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFDS A/S (DFDS.CO) and TORM plc (TRMD). 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.
| DFDS.CO | TRMD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.33 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 4.28 | -3.09 |
| Martin ratioReturn relative to average drawdown | 2.10 | 10.76 | -8.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFDS.CO | TRMD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 2.20 | -1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.44 | 0.96 | -1.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.49 | -0.20 |
Drawdowns
DFDS.CO vs. TRMD - Drawdown Comparison
The maximum DFDS.CO drawdown since its inception was -79.23%, which is greater than TRMD's maximum drawdown of -61.00%. Use the drawdown chart below to compare losses from any high point for DFDS.CO and TRMD.
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Drawdown Indicators
| DFDS.CO | TRMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.23% | -61.00% | -18.23% |
Max Drawdown (1Y)Largest decline over 1 year | -31.54% | -19.84% | -11.70% |
Max Drawdown (3Y)Largest decline over 3 years | -69.00% | -61.00% | -8.00% |
Max Drawdown (5Y)Largest decline over 5 years | -78.27% | -61.00% | -17.27% |
Max Drawdown (10Y)Largest decline over 10 years | -79.23% | — | — |
Current DrawdownCurrent decline from peak | -61.37% | -16.99% | -44.38% |
Average DrawdownAverage peak-to-trough decline | -30.84% | -23.71% | -7.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.67% | 7.88% | +9.79% |
Volatility
DFDS.CO vs. TRMD - Volatility Comparison
DFDS A/S (DFDS.CO) has a higher volatility of 20.99% compared to TORM plc (TRMD) at 13.25%. This indicates that DFDS.CO's price experiences larger fluctuations and is considered to be riskier than TRMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFDS.CO | TRMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.99% | 13.25% | +7.74% |
Volatility (6M)Calculated over the trailing 6-month period | 34.93% | 28.00% | +6.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.23% | 38.61% | +6.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.59% | 46.37% | -9.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.15% | 59.95% | -25.80% |
Dividends
DFDS.CO vs. TRMD - Dividend Comparison
DFDS.CO has not paid dividends to shareholders, while TRMD's dividend yield for the trailing twelve months is around 8.61%.
Financials
DFDS.CO vs. TRMD - Financials Comparison
This section allows you to compare key financial metrics between DFDS A/S and TORM plc. 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
Frequently Asked Questions
DFDS.CO and TRMD have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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