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

Correlation

The correlation between DNLI and ATSG is 0.25, 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.


-0.50.00.51.00.2

Performance

DNLI vs. ATSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Denali Therapeutics Inc. (DNLI) and Air Transport Services Group, Inc. (ATSG). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
-16.31%
35.73%
DNLI
ATSG

Key characteristics

Sharpe Ratio

DNLI:

0.37

ATSG:

1.22

Sortino Ratio

DNLI:

1.13

ATSG:

2.27

Omega Ratio

DNLI:

1.14

ATSG:

1.32

Calmar Ratio

DNLI:

0.30

ATSG:

0.89

Martin Ratio

DNLI:

1.34

ATSG:

8.35

Ulcer Index

DNLI:

18.94%

ATSG:

6.95%

Daily Std Dev

DNLI:

69.13%

ATSG:

47.64%

Max Drawdown

DNLI:

-84.01%

ATSG:

-98.67%

Current Drawdown

DNLI:

-77.84%

ATSG:

-34.70%

Fundamentals

Market Cap

DNLI:

$2.98B

ATSG:

$1.47B

EPS

DNLI:

-$2.76

ATSG:

-$0.01

Total Revenue (TTM)

DNLI:

$0.00

ATSG:

$1.45B

Gross Profit (TTM)

DNLI:

-$4.10M

ATSG:

$137.51M

EBITDA (TTM)

DNLI:

-$365.66M

ATSG:

$321.11M

Returns By Period

In the year-to-date period, DNLI achieves a 1.72% return, which is significantly higher than ATSG's 1.46% return.


DNLI

YTD

1.72%

1M

-11.07%

6M

-16.31%

1Y

23.17%

5Y*

-3.25%

10Y*

N/A

ATSG

YTD

1.46%

1M

0.95%

6M

35.73%

1Y

62.89%

5Y*

0.91%

10Y*

9.55%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

DNLI vs. ATSG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DNLI
The Risk-Adjusted Performance Rank of DNLI is 6161
Overall Rank
The Sharpe Ratio Rank of DNLI is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of DNLI is 6363
Sortino Ratio Rank
The Omega Ratio Rank of DNLI is 6060
Omega Ratio Rank
The Calmar Ratio Rank of DNLI is 6060
Calmar Ratio Rank
The Martin Ratio Rank of DNLI is 6161
Martin Ratio Rank

ATSG
The Risk-Adjusted Performance Rank of ATSG is 8383
Overall Rank
The Sharpe Ratio Rank of ATSG is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ATSG is 8484
Sortino Ratio Rank
The Omega Ratio Rank of ATSG is 8484
Omega Ratio Rank
The Calmar Ratio Rank of ATSG is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ATSG is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DNLI vs. ATSG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Denali Therapeutics Inc. (DNLI) and Air Transport Services Group, Inc. (ATSG). 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 DNLI, currently valued at 0.37, compared to the broader market-2.000.002.000.371.22
The chart of Sortino ratio for DNLI, currently valued at 1.13, compared to the broader market-4.00-2.000.002.004.006.001.132.27
The chart of Omega ratio for DNLI, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.32
The chart of Calmar ratio for DNLI, currently valued at 0.30, compared to the broader market0.002.004.006.000.300.89
The chart of Martin ratio for DNLI, currently valued at 1.34, compared to the broader market-10.000.0010.0020.0030.001.348.35
DNLI
ATSG

The current DNLI Sharpe Ratio is 0.37, which is lower than the ATSG Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of DNLI and ATSG, 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-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
0.37
1.22
DNLI
ATSG

Dividends

DNLI vs. ATSG - Dividend Comparison

Neither DNLI nor ATSG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DNLI vs. ATSG - Drawdown Comparison

The maximum DNLI drawdown since its inception was -84.01%, smaller than the maximum ATSG drawdown of -98.67%. Use the drawdown chart below to compare losses from any high point for DNLI and ATSG. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%SeptemberOctoberNovemberDecember2025February
-77.84%
-34.70%
DNLI
ATSG

Volatility

DNLI vs. ATSG - Volatility Comparison

Denali Therapeutics Inc. (DNLI) has a higher volatility of 15.09% compared to Air Transport Services Group, Inc. (ATSG) at 0.82%. This indicates that DNLI's price experiences larger fluctuations and is considered to be riskier than ATSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
15.09%
0.82%
DNLI
ATSG

Financials

DNLI vs. ATSG - Financials Comparison

This section allows you to compare key financial metrics between Denali Therapeutics Inc. and Air Transport Services Group, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab