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

Correlation

The correlation between ESEA and SBLK is 0.30, 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. SBLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Euroseas Ltd (ESEA) and Star Bulk Carriers Corp. (SBLK). The values are adjusted to include any dividend payments, if applicable.

-94.00%-93.00%-92.00%-91.00%JulyAugustSeptemberOctoberNovemberDecember
-94.02%
-94.16%
ESEA
SBLK

Key characteristics

Sharpe Ratio

ESEA:

0.37

SBLK:

-0.70

Sortino Ratio

ESEA:

0.95

SBLK:

-0.88

Omega Ratio

ESEA:

1.11

SBLK:

0.90

Calmar Ratio

ESEA:

0.20

SBLK:

-0.21

Martin Ratio

ESEA:

1.51

SBLK:

-1.32

Ulcer Index

ESEA:

12.57%

SBLK:

15.43%

Daily Std Dev

ESEA:

50.57%

SBLK:

28.96%

Max Drawdown

ESEA:

-99.81%

SBLK:

-99.74%

Current Drawdown

ESEA:

-95.33%

SBLK:

-96.29%

Fundamentals

Market Cap

ESEA:

$239.30M

SBLK:

$1.77B

EPS

ESEA:

$16.28

SBLK:

$2.92

PE Ratio

ESEA:

2.10

SBLK:

5.12

PEG Ratio

ESEA:

-0.53

SBLK:

1.95

Total Revenue (TTM)

ESEA:

$208.65M

SBLK:

$1.22B

Gross Profit (TTM)

ESEA:

$126.38M

SBLK:

$447.71M

EBITDA (TTM)

ESEA:

$148.12M

SBLK:

$525.68M

Returns By Period

In the year-to-date period, ESEA achieves a 16.84% return, which is significantly higher than SBLK's -21.83% return. Over the past 10 years, ESEA has underperformed SBLK with an annualized return of -2.83%, while SBLK has yielded a comparatively higher -1.99% annualized return.


ESEA

YTD

16.84%

1M

-17.84%

6M

-2.01%

1Y

12.33%

5Y*

60.36%

10Y*

-2.83%

SBLK

YTD

-21.83%

1M

-19.10%

6M

-34.19%

1Y

-21.32%

5Y*

17.59%

10Y*

-1.99%

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Risk-Adjusted Performance

ESEA vs. SBLK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Euroseas Ltd (ESEA) and Star Bulk Carriers Corp. (SBLK). 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 0.37, compared to the broader market-4.00-2.000.002.000.37-0.70
The chart of Sortino ratio for ESEA, currently valued at 0.95, compared to the broader market-4.00-2.000.002.004.000.95-0.88
The chart of Omega ratio for ESEA, currently valued at 1.11, compared to the broader market0.501.001.502.001.110.90
The chart of Calmar ratio for ESEA, currently valued at 0.20, compared to the broader market0.002.004.006.000.20-0.21
The chart of Martin ratio for ESEA, currently valued at 1.51, compared to the broader market-5.000.005.0010.0015.0020.0025.001.51-1.32
ESEA
SBLK

The current ESEA Sharpe Ratio is 0.37, which is higher than the SBLK Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of ESEA and SBLK, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.37
-0.70
ESEA
SBLK

Dividends

ESEA vs. SBLK - Dividend Comparison

ESEA's dividend yield for the trailing twelve months is around 7.01%, less than SBLK's 16.89% yield.


TTM20232022202120202019201820172016201520142013
ESEA
Euroseas Ltd
7.01%6.42%8.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.46%
SBLK
Star Bulk Carriers Corp.
16.89%7.38%33.80%9.93%0.57%0.42%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ESEA vs. SBLK - Drawdown Comparison

The maximum ESEA drawdown since its inception was -99.81%, roughly equal to the maximum SBLK drawdown of -99.74%. Use the drawdown chart below to compare losses from any high point for ESEA and SBLK. For additional features, visit the drawdowns tool.


-96.50%-96.00%-95.50%-95.00%-94.50%-94.00%-93.50%-93.00%JulyAugustSeptemberOctoberNovemberDecember
-95.33%
-96.29%
ESEA
SBLK

Volatility

ESEA vs. SBLK - Volatility Comparison

Euroseas Ltd (ESEA) has a higher volatility of 11.96% compared to Star Bulk Carriers Corp. (SBLK) at 7.08%. This indicates that ESEA's price experiences larger fluctuations and is considered to be riskier than SBLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.96%
7.08%
ESEA
SBLK

Financials

ESEA vs. SBLK - Financials Comparison

This section allows you to compare key financial metrics between Euroseas Ltd and Star Bulk Carriers Corp.. 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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