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DOYU vs. MUSA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DOYU and MUSA is 0.05, 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.


-0.50.00.51.00.0

Performance

DOYU vs. MUSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DouYu International Holdings Limited (DOYU) and Murphy USA Inc. (MUSA). The values are adjusted to include any dividend payments, if applicable.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-8.32%
-9.07%
DOYU
MUSA

Key characteristics

Sharpe Ratio

DOYU:

1.10

MUSA:

0.68

Sortino Ratio

DOYU:

1.92

MUSA:

1.11

Omega Ratio

DOYU:

1.35

MUSA:

1.13

Calmar Ratio

DOYU:

1.06

MUSA:

0.95

Martin Ratio

DOYU:

3.43

MUSA:

2.65

Ulcer Index

DOYU:

29.77%

MUSA:

6.13%

Daily Std Dev

DOYU:

92.35%

MUSA:

23.82%

Max Drawdown

DOYU:

-96.56%

MUSA:

-33.72%

Current Drawdown

DOYU:

-91.61%

MUSA:

-17.04%

Fundamentals

Market Cap

DOYU:

$367.29M

MUSA:

$9.60B

EPS

DOYU:

-$0.51

MUSA:

$24.12

Total Revenue (TTM)

DOYU:

$3.13B

MUSA:

$20.24B

Gross Profit (TTM)

DOYU:

$254.04M

MUSA:

$5.78B

EBITDA (TTM)

DOYU:

-$356.48M

MUSA:

$951.70M

Returns By Period

In the year-to-date period, DOYU achieves a 43.53% return, which is significantly higher than MUSA's -8.16% return.


DOYU

YTD

43.53%

1M

2.48%

6M

-8.32%

1Y

117.43%

5Y*

-27.64%

10Y*

N/A

MUSA

YTD

-8.16%

1M

-5.18%

6M

-9.07%

1Y

16.62%

5Y*

35.54%

10Y*

20.71%

*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

DOYU vs. MUSA — Risk-Adjusted Performance Rank

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

DOYU
The Risk-Adjusted Performance Rank of DOYU is 8080
Overall Rank
The Sharpe Ratio Rank of DOYU is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of DOYU is 7878
Sortino Ratio Rank
The Omega Ratio Rank of DOYU is 8787
Omega Ratio Rank
The Calmar Ratio Rank of DOYU is 8080
Calmar Ratio Rank
The Martin Ratio Rank of DOYU is 7575
Martin Ratio Rank

MUSA
The Risk-Adjusted Performance Rank of MUSA is 6868
Overall Rank
The Sharpe Ratio Rank of MUSA is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of MUSA is 6262
Sortino Ratio Rank
The Omega Ratio Rank of MUSA is 5858
Omega Ratio Rank
The Calmar Ratio Rank of MUSA is 7878
Calmar Ratio Rank
The Martin Ratio Rank of MUSA is 7171
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.

DOYU vs. MUSA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DouYu International Holdings Limited (DOYU) and Murphy USA Inc. (MUSA). 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 DOYU, currently valued at 1.10, compared to the broader market-2.000.002.001.100.68
The chart of Sortino ratio for DOYU, currently valued at 1.92, compared to the broader market-4.00-2.000.002.004.006.001.921.11
The chart of Omega ratio for DOYU, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.13
The chart of Calmar ratio for DOYU, currently valued at 1.06, compared to the broader market0.002.004.006.001.060.95
The chart of Martin ratio for DOYU, currently valued at 3.43, compared to the broader market-10.000.0010.0020.0030.003.432.65
DOYU
MUSA

The current DOYU Sharpe Ratio is 1.10, which is higher than the MUSA Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of DOYU and MUSA, 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-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.10
0.68
DOYU
MUSA

Dividends

DOYU vs. MUSA - Dividend Comparison

DOYU's dividend yield for the trailing twelve months is around 60.66%, more than MUSA's 0.39% yield.


TTM20242023202220212020
DOYU
DouYu International Holdings Limited
60.66%87.07%0.00%0.00%0.00%0.00%
MUSA
Murphy USA Inc.
0.39%0.36%0.43%0.45%0.52%0.19%

Drawdowns

DOYU vs. MUSA - Drawdown Comparison

The maximum DOYU drawdown since its inception was -96.56%, which is greater than MUSA's maximum drawdown of -33.72%. Use the drawdown chart below to compare losses from any high point for DOYU and MUSA. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-91.61%
-17.04%
DOYU
MUSA

Volatility

DOYU vs. MUSA - Volatility Comparison

DouYu International Holdings Limited (DOYU) has a higher volatility of 8.72% compared to Murphy USA Inc. (MUSA) at 8.18%. This indicates that DOYU's price experiences larger fluctuations and is considered to be riskier than MUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
8.72%
8.18%
DOYU
MUSA

Financials

DOYU vs. MUSA - Financials Comparison

This section allows you to compare key financial metrics between DouYu International Holdings Limited and Murphy USA 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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