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

Performance

FRO vs. PDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Frontline Ltd. (FRO) and PIMCO Dynamic Income Fund (PDI). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-26.43%
7.00%
FRO
PDI

Returns By Period

In the year-to-date period, FRO achieves a 4.25% return, which is significantly lower than PDI's 21.23% return. Over the past 10 years, FRO has outperformed PDI with an annualized return of 18.76%, while PDI has yielded a comparatively lower 7.44% annualized return.


FRO

YTD

4.25%

1M

-8.05%

6M

-26.43%

1Y

-3.15%

5Y (annualized)

22.64%

10Y (annualized)

18.76%

PDI

YTD

21.23%

1M

-2.73%

6M

7.00%

1Y

25.18%

5Y (annualized)

1.91%

10Y (annualized)

7.44%

Fundamentals


FROPDI

Key characteristics


FROPDI
Sharpe Ratio-0.102.46
Sortino Ratio0.122.89
Omega Ratio1.011.56
Calmar Ratio-0.051.52
Martin Ratio-0.2911.97
Ulcer Index13.95%2.12%
Daily Std Dev38.45%10.30%
Max Drawdown-98.40%-46.47%
Current Drawdown-87.36%-5.93%

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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.

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.


Sharpe ratio
The chart of Sharpe ratio for FRO, currently valued at -0.10, compared to the broader market-4.00-2.000.002.004.00-0.102.46
The chart of Sortino ratio for FRO, currently valued at 0.12, compared to the broader market-4.00-2.000.002.004.000.122.89
The chart of Omega ratio for FRO, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.56
The chart of Calmar ratio for FRO, currently valued at -0.12, compared to the broader market0.002.004.006.00-0.121.52
The chart of Martin ratio for FRO, currently valued at -0.29, compared to the broader market0.0010.0020.0030.00-0.2911.97
FRO
PDI

The current FRO Sharpe Ratio is -0.10, which is lower than the PDI Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of FRO and PDI, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.10
2.46
FRO
PDI

Dividends

FRO vs. PDI - Dividend Comparison

FRO's dividend yield for the trailing twelve months is around 9.78%, less than PDI's 13.81% yield.


TTM20232022202120202019201820172016201520142013
FRO
Frontline Ltd.
9.78%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
13.81%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 -98.40%, 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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-29.58%
-5.93%
FRO
PDI

Volatility

FRO vs. PDI - Volatility Comparison

Frontline Ltd. (FRO) has a higher volatility of 10.01% compared to PIMCO Dynamic Income Fund (PDI) at 3.29%. 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%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
10.01%
3.29%
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