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FRO vs. PDI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


FROPDI
YTD Return18.54%11.25%
1Y Return73.95%21.23%
3Y Return (Ann)55.29%-0.36%
5Y Return (Ann)33.53%1.71%
10Y Return (Ann)9.82%7.07%
Sharpe Ratio1.871.56
Daily Std Dev37.60%13.75%
Max Drawdown-98.41%-46.47%
Current Drawdown-85.63%-4.07%

Fundamentals


FROPDI
Market Cap$5.30B$1.68B
EPS$2.95$1.86
PE Ratio8.074.86
PEG Ratio0.000.00
Revenue (TTM)$1.80B$0.00
Gross Profit (TTM)$652.00M$0.00

Correlation

-0.50.00.51.00.1

The correlation between FRO and PDI is 0.14, 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

FRO vs. PDI - Performance Comparison

In the year-to-date period, FRO achieves a 18.54% return, which is significantly higher than PDI's 11.25% return. Over the past 10 years, FRO has outperformed PDI with an annualized return of 9.82%, while PDI has yielded a comparatively lower 7.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%December2024FebruaryMarchAprilMay
56.32%
208.66%
FRO
PDI

Compare stocks, funds, or ETFs

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Frontline Ltd.

PIMCO Dynamic Income Fund

Risk-Adjusted Performance

FRO vs. PDI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Frontline Ltd. (FRO) and PIMCO Dynamic Income Fund (PDI). 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.


FRO
Sharpe ratio
The chart of Sharpe ratio for FRO, currently valued at 1.87, compared to the broader market-2.00-1.000.001.002.003.004.001.87
Sortino ratio
The chart of Sortino ratio for FRO, currently valued at 2.55, compared to the broader market-4.00-2.000.002.004.006.002.55
Omega ratio
The chart of Omega ratio for FRO, currently valued at 1.30, compared to the broader market0.501.001.501.30
Calmar ratio
The chart of Calmar ratio for FRO, currently valued at 3.02, compared to the broader market0.002.004.006.003.02
Martin ratio
The chart of Martin ratio for FRO, currently valued at 12.71, compared to the broader market-10.000.0010.0020.0030.0012.71
PDI
Sharpe ratio
The chart of Sharpe ratio for PDI, currently valued at 1.56, compared to the broader market-2.00-1.000.001.002.003.004.001.56
Sortino ratio
The chart of Sortino ratio for PDI, currently valued at 2.14, compared to the broader market-4.00-2.000.002.004.006.002.14
Omega ratio
The chart of Omega ratio for PDI, currently valued at 1.32, compared to the broader market0.501.001.501.32
Calmar ratio
The chart of Calmar ratio for PDI, currently valued at 0.79, compared to the broader market0.002.004.006.000.79
Martin ratio
The chart of Martin ratio for PDI, currently valued at 3.93, compared to the broader market-10.000.0010.0020.0030.003.93

FRO vs. PDI - Sharpe Ratio Comparison

The current FRO Sharpe Ratio is 1.87, which roughly equals the PDI Sharpe Ratio of 1.56. The chart below compares the 12-month rolling Sharpe Ratio of FRO and PDI.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.87
1.56
FRO
PDI

Dividends

FRO vs. PDI - Dividend Comparison

FRO's dividend yield for the trailing twelve months is around 9.28%, less than PDI's 13.88% yield.


TTM20232022202120202019201820172016201520142013
FRO
Frontline Ltd.
9.28%14.31%1.24%0.00%25.72%0.78%0.00%6.54%14.77%1.67%0.00%0.00%
PDI
PIMCO Dynamic Income Fund
13.88%14.74%17.84%10.21%10.01%9.45%10.78%8.81%14.79%15.08%13.43%11.59%

Drawdowns

FRO vs. PDI - Drawdown Comparison

The maximum FRO drawdown since its inception was -98.41%, which is greater than PDI's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for FRO and PDI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-4.37%
-4.07%
FRO
PDI

Volatility

FRO vs. PDI - Volatility Comparison

Frontline Ltd. (FRO) has a higher volatility of 10.86% compared to PIMCO Dynamic Income Fund (PDI) at 2.84%. This indicates that FRO's price experiences larger fluctuations and is considered to be riskier than PDI 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%December2024FebruaryMarchAprilMay
10.86%
2.84%
FRO
PDI

Financials

FRO vs. PDI - Financials Comparison

This section allows you to compare key financial metrics between Frontline Ltd. and PIMCO Dynamic Income Fund. 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