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EURN vs. MORT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


EURNMORT

Correlation

-0.50.00.51.00.2

The correlation between EURN and MORT is 0.20, 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.

Performance

EURN vs. MORT - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
17.69%
4.94%
EURN
MORT

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Risk-Adjusted Performance

EURN vs. MORT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Euronav NV (EURN) and VanEck Vectors Mortgage REIT Income ETF (MORT). 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.


EURN
Sharpe ratio
The chart of Sharpe ratio for EURN, currently valued at 1.07, compared to the broader market-4.00-2.000.002.004.001.07
Sortino ratio
The chart of Sortino ratio for EURN, currently valued at 1.64, compared to the broader market-4.00-2.000.002.004.001.64
Omega ratio
The chart of Omega ratio for EURN, currently valued at 1.31, compared to the broader market0.501.001.502.001.31
Calmar ratio
The chart of Calmar ratio for EURN, currently valued at 1.47, compared to the broader market0.002.004.006.001.47
Martin ratio
The chart of Martin ratio for EURN, currently valued at 3.86, compared to the broader market0.0010.0020.0030.003.86
MORT
Sharpe ratio
The chart of Sharpe ratio for MORT, currently valued at 0.80, compared to the broader market-4.00-2.000.002.004.000.80
Sortino ratio
The chart of Sortino ratio for MORT, currently valued at 1.20, compared to the broader market-4.00-2.000.002.004.001.20
Omega ratio
The chart of Omega ratio for MORT, currently valued at 1.15, compared to the broader market0.501.001.502.001.15
Calmar ratio
The chart of Calmar ratio for MORT, currently valued at 0.42, compared to the broader market0.002.004.006.000.42
Martin ratio
The chart of Martin ratio for MORT, currently valued at 2.93, compared to the broader market0.0010.0020.0030.002.93

EURN vs. MORT - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.07
0.80
EURN
MORT

Dividends

EURN vs. MORT - Dividend Comparison

EURN has not paid dividends to shareholders, while MORT's dividend yield for the trailing twelve months is around 10.86%.


TTM20232022202120202019201820172016201520142013
EURN
Euronav NV
36.97%18.12%0.70%1.35%24.31%0.96%1.73%3.02%17.16%6.59%0.00%0.00%
MORT
VanEck Vectors Mortgage REIT Income ETF
10.86%12.18%13.10%8.21%8.11%7.36%8.19%7.82%8.21%9.91%10.08%15.30%

Drawdowns

EURN vs. MORT - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.43%
-29.21%
EURN
MORT

Volatility

EURN vs. MORT - Volatility Comparison

The current volatility for Euronav NV (EURN) is 0.00%, while VanEck Vectors Mortgage REIT Income ETF (MORT) has a volatility of 4.06%. This indicates that EURN experiences smaller price fluctuations and is considered to be less risky than MORT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember0
4.06%
EURN
MORT