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DOYU vs. MUSA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, DOYU achieves a -24.71% return, which is significantly lower than MUSA's 34.13% return.


DOYU

1D
1.99%
1M
6.66%
YTD
-24.71%
6M
-24.15%
1Y
-22.66%
3Y*
78.44%
5Y*
-4.78%
10Y*

MUSA

1D
-0.44%
1M
-10.61%
YTD
34.13%
6M
36.00%
1Y
28.49%
3Y*
24.16%
5Y*
32.16%
10Y*
23.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DOYU vs. MUSA - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DOYU
DouYu International Holdings Limited
-24.71%58.70%405.51%-32.14%-46.97%-76.13%30.58%-26.35%
MUSA
Murphy USA Inc.
34.13%-19.15%41.27%28.20%41.02%53.33%12.06%35.73%

Correlation

The correlation between DOYU and MUSA is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.00

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2019

0.03

The correlation between DOYU and MUSA shifts across timeframes, from -0.10 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

DOYU:

$154.52M

MUSA:

$10.10B

EPS

DOYU:

$2.58

MUSA:

$28.85

PE Ratio

DOYU:

1.98

MUSA:

18.71

PS Ratio

DOYU:

0.04

MUSA:

0.53

PB Ratio

DOYU:

0.08

MUSA:

15.33

Total Revenue (TTM)

DOYU:

$3.69B

MUSA:

$19.68B

Gross Profit (TTM)

DOYU:

$505.39M

MUSA:

$487.10M

EBITDA (TTM)

DOYU:

$59.17M

MUSA:

$1.06B

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Return for Risk

DOYU vs. MUSA — Risk / Return Rank

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

DOYU
DOYU Risk / Return Rank: 2424
Overall Rank
DOYU Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
DOYU Sortino Ratio Rank: 2222
Sortino Ratio Rank
DOYU Omega Ratio Rank: 2222
Omega Ratio Rank
DOYU Calmar Ratio Rank: 2626
Calmar Ratio Rank
DOYU Martin Ratio Rank: 2828
Martin Ratio Rank

MUSA
MUSA Risk / Return Rank: 6464
Overall Rank
MUSA Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
MUSA Sortino Ratio Rank: 5959
Sortino Ratio Rank
MUSA Omega Ratio Rank: 6060
Omega Ratio Rank
MUSA Calmar Ratio Rank: 6969
Calmar Ratio Rank
MUSA Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DOYU vs. MUSA - Risk-Adjusted Trends 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.


DOYUMUSADifference
Sharpe ratioReturn per unit of total volatility

-1.21

Sortino ratioReturn per unit of downside risk

-1.62

Omega ratioGain probability vs. loss probability

0.95

1.17

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.45

1.45

-1.90

Martin ratioReturn relative to average drawdown

-0.74

2.99

-3.73

DOYU vs. MUSA - Sharpe Ratio Comparison

The current DOYU Sharpe Ratio is -0.46, which is lower than the MUSA Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of DOYU and MUSA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DOYUMUSADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.46

0.75

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

1.07

-1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.77

-0.88

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 -35.54%. Use the drawdown chart below to compare losses from any high point for DOYU and MUSA.


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Drawdown Indicators


DOYUMUSADifference

Max Drawdown

Largest peak-to-trough decline

-96.56%

-35.54%

-61.02%

Max Drawdown (1Y)

Largest decline over 1 year

-50.93%

-19.72%

-31.21%

Max Drawdown (3Y)

Largest decline over 3 years

-52.09%

-35.54%

-16.55%

Max Drawdown (5Y)

Largest decline over 5 years

-92.03%

-35.54%

-56.49%

Max Drawdown (10Y)

Largest decline over 10 years

-35.54%

Current Drawdown

Current decline from peak

-70.08%

-10.61%

-59.47%

Average Drawdown

Average peak-to-trough decline

-66.51%

-9.98%

-56.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.48%

9.56%

+20.92%

Volatility

DOYU vs. MUSA - Volatility Comparison

DouYu International Holdings Limited (DOYU) has a higher volatility of 13.10% compared to Murphy USA Inc. (MUSA) at 8.93%. 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.


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Volatility by Period


DOYUMUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

13.10%

8.93%

+4.17%

Volatility (6M)

Calculated over the trailing 6-month period

32.76%

28.83%

+3.93%

Volatility (1Y)

Calculated over the trailing 1-year period

49.25%

38.09%

+11.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

93.14%

30.12%

+63.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.79%

31.18%

+54.61%

Dividends

DOYU vs. MUSA - Dividend Comparison

DOYU has not paid dividends to shareholders, while MUSA's dividend yield for the trailing twelve months is around 0.45%.


PositionTTM202520242023202220212020
DOYU
DouYu International Holdings Limited
0.00%146.18%173.68%0.00%0.00%0.00%0.00%
MUSA
Murphy USA Inc.
0.45%0.53%0.36%0.43%0.45%0.52%0.19%

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


1.00B2.00B3.00B4.00B5.00B6.00B7.00B20222023202420252026
821.82M
4.82B
(DOYU) Total Revenue
(MUSA) Total Revenue
Values in USD except per share items

DOYU vs. MUSA - Profitability Comparison

The chart below illustrates the profitability comparison between DouYu International Holdings Limited and Murphy USA Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
15.7%
0
Portfolio components
DOYU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DouYu International Holdings Limited reported a gross profit of 129.37M and revenue of 821.82M. Therefore, the gross margin over that period was 15.7%.

MUSA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Murphy USA Inc. reported a gross profit of 0.00 and revenue of 4.82B. Therefore, the gross margin over that period was 0.0%.

DOYU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DouYu International Holdings Limited reported an operating income of 22.17M and revenue of 821.82M, resulting in an operating margin of 2.7%.

MUSA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Murphy USA Inc. reported an operating income of 205.20M and revenue of 4.82B, resulting in an operating margin of 4.3%.

DOYU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DouYu International Holdings Limited reported a net income of 27.40M and revenue of 821.82M, resulting in a net margin of 3.3%.

MUSA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Murphy USA Inc. reported a net income of 136.30M and revenue of 4.82B, resulting in a net margin of 2.8%.


Frequently Asked Questions


DOYU and MUSA have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DOYU has higher volatility (13.10%) compared to MUSA (8.93%). In terms of maximum drawdown, DOYU dropped -96.56% vs MUSA's -35.54%.

MUSA currently has the higher Sharpe Ratio (0.75 vs -0.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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