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ESEA vs. DAC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ESEA and DAC is 0.27, 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.


-0.50.00.51.00.3

Performance

ESEA vs. DAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Euroseas Ltd (ESEA) and Danaos Corporation (DAC). 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%JulyAugustSeptemberOctoberNovemberDecember
-3.45%
-14.52%
ESEA
DAC

Key characteristics

Sharpe Ratio

ESEA:

0.49

DAC:

0.56

Sortino Ratio

ESEA:

1.11

DAC:

0.93

Omega Ratio

ESEA:

1.13

DAC:

1.12

Calmar Ratio

ESEA:

0.26

DAC:

0.16

Martin Ratio

ESEA:

2.05

DAC:

1.32

Ulcer Index

ESEA:

12.23%

DAC:

10.05%

Daily Std Dev

ESEA:

50.75%

DAC:

23.48%

Max Drawdown

ESEA:

-99.81%

DAC:

-99.42%

Current Drawdown

ESEA:

-95.38%

DAC:

-81.32%

Fundamentals

Market Cap

ESEA:

$239.30M

DAC:

$1.49B

EPS

ESEA:

$16.28

DAC:

$28.89

PE Ratio

ESEA:

2.10

DAC:

2.68

PEG Ratio

ESEA:

-0.53

DAC:

0.52

Total Revenue (TTM)

ESEA:

$208.65M

DAC:

$996.31M

Gross Profit (TTM)

ESEA:

$126.38M

DAC:

$654.48M

EBITDA (TTM)

ESEA:

$148.12M

DAC:

$709.40M

Returns By Period

In the year-to-date period, ESEA achieves a 15.61% return, which is significantly higher than DAC's 8.00% return. Over the past 10 years, ESEA has underperformed DAC with an annualized return of -3.66%, while DAC has yielded a comparatively higher 0.87% annualized return.


ESEA

YTD

15.61%

1M

-18.84%

6M

-0.35%

1Y

18.00%

5Y*

60.14%

10Y*

-3.66%

DAC

YTD

8.00%

1M

-10.06%

6M

-12.79%

1Y

11.40%

5Y*

57.77%

10Y*

0.87%

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Risk-Adjusted Performance

ESEA vs. DAC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Euroseas Ltd (ESEA) and Danaos Corporation (DAC). 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 ESEA, currently valued at 0.49, compared to the broader market-4.00-2.000.002.000.490.56
The chart of Sortino ratio for ESEA, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.001.110.93
The chart of Omega ratio for ESEA, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.12
The chart of Calmar ratio for ESEA, currently valued at 0.26, compared to the broader market0.002.004.006.000.260.16
The chart of Martin ratio for ESEA, currently valued at 2.05, compared to the broader market0.0010.0020.002.051.32
ESEA
DAC

The current ESEA Sharpe Ratio is 0.49, which is comparable to the DAC Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of ESEA and DAC, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.49
0.56
ESEA
DAC

Dividends

ESEA vs. DAC - Dividend Comparison

ESEA's dividend yield for the trailing twelve months is around 7.09%, more than DAC's 4.22% yield.


TTM20232022202120202019201820172016201520142013
ESEA
Euroseas Ltd
7.09%6.42%8.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.46%
DAC
Danaos Corporation
4.22%4.12%5.70%2.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ESEA vs. DAC - Drawdown Comparison

The maximum ESEA drawdown since its inception was -99.81%, roughly equal to the maximum DAC drawdown of -99.42%. Use the drawdown chart below to compare losses from any high point for ESEA and DAC. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%JulyAugustSeptemberOctoberNovemberDecember
-95.38%
-81.32%
ESEA
DAC

Volatility

ESEA vs. DAC - Volatility Comparison

Euroseas Ltd (ESEA) has a higher volatility of 11.11% compared to Danaos Corporation (DAC) at 7.83%. This indicates that ESEA's price experiences larger fluctuations and is considered to be riskier than DAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.11%
7.83%
ESEA
DAC

Financials

ESEA vs. DAC - Financials Comparison

This section allows you to compare key financial metrics between Euroseas Ltd and Danaos Corporation. 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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