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DHT vs. STNG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DHT and STNG is 0.51, 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.


-0.50.00.51.00.5

Performance

DHT vs. STNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DHT Holdings, Inc. (DHT) and Scorpio Tankers Inc. (STNG). The values are adjusted to include any dividend payments, if applicable.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-55.52%
-45.42%
DHT
STNG

Key characteristics

Sharpe Ratio

DHT:

-0.13

STNG:

-0.71

Sortino Ratio

DHT:

0.04

STNG:

-0.90

Omega Ratio

DHT:

1.00

STNG:

0.90

Calmar Ratio

DHT:

-0.04

STNG:

-0.44

Martin Ratio

DHT:

-0.40

STNG:

-1.25

Ulcer Index

DHT:

9.48%

STNG:

16.86%

Daily Std Dev

DHT:

30.70%

STNG:

29.59%

Max Drawdown

DHT:

-98.26%

STNG:

-91.08%

Current Drawdown

DHT:

-90.41%

STNG:

-47.27%

Fundamentals

Market Cap

DHT:

$1.45B

STNG:

$2.38B

EPS

DHT:

$1.00

STNG:

$13.97

PE Ratio

DHT:

9.00

STNG:

3.38

PEG Ratio

DHT:

3.77

STNG:

-0.22

Total Revenue (TTM)

DHT:

$589.29M

STNG:

$1.37B

Gross Profit (TTM)

DHT:

$217.38M

STNG:

$826.28M

EBITDA (TTM)

DHT:

$234.34M

STNG:

$957.30M

Returns By Period

In the year-to-date period, DHT achieves a -0.21% return, which is significantly higher than STNG's -19.99% return. Over the past 10 years, DHT has outperformed STNG with an annualized return of 10.55%, while STNG has yielded a comparatively lower -2.62% annualized return.


DHT

YTD

-0.21%

1M

-13.24%

6M

-19.71%

1Y

-5.14%

5Y*

13.63%

10Y*

10.55%

STNG

YTD

-19.99%

1M

-9.56%

6M

-41.40%

1Y

-24.66%

5Y*

6.81%

10Y*

-2.62%

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Risk-Adjusted Performance

DHT vs. STNG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DHT Holdings, Inc. (DHT) and Scorpio Tankers Inc. (STNG). 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 DHT, currently valued at -0.13, compared to the broader market-4.00-2.000.002.00-0.13-0.71
The chart of Sortino ratio for DHT, currently valued at 0.04, compared to the broader market-4.00-2.000.002.004.000.04-0.90
The chart of Omega ratio for DHT, currently valued at 1.00, compared to the broader market0.501.001.502.001.000.90
The chart of Calmar ratio for DHT, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.06-0.44
The chart of Martin ratio for DHT, currently valued at -0.40, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.40-1.25
DHT
STNG

The current DHT Sharpe Ratio is -0.13, which is higher than the STNG Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of DHT and STNG, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.13
-0.71
DHT
STNG

Dividends

DHT vs. STNG - Dividend Comparison

DHT's dividend yield for the trailing twelve months is around 11.17%, more than STNG's 3.37% yield.


TTM20232022202120202019201820172016201520142013
DHT
DHT Holdings, Inc.
11.17%11.72%1.35%2.50%25.81%2.42%2.04%5.57%17.15%6.55%1.09%1.17%
STNG
Scorpio Tankers Inc.
3.37%1.73%0.74%3.12%3.57%1.27%2.27%1.31%11.04%6.17%4.49%1.10%

Drawdowns

DHT vs. STNG - Drawdown Comparison

The maximum DHT drawdown since its inception was -98.26%, which is greater than STNG's maximum drawdown of -91.08%. Use the drawdown chart below to compare losses from any high point for DHT and STNG. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-65.95%
-47.27%
DHT
STNG

Volatility

DHT vs. STNG - Volatility Comparison

DHT Holdings, Inc. (DHT) has a higher volatility of 8.90% compared to Scorpio Tankers Inc. (STNG) at 7.70%. This indicates that DHT's price experiences larger fluctuations and is considered to be riskier than STNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%7.00%8.00%9.00%10.00%11.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
8.90%
7.70%
DHT
STNG

Financials

DHT vs. STNG - Financials Comparison

This section allows you to compare key financial metrics between DHT Holdings, Inc. and Scorpio Tankers 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.


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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