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

Correlation

The correlation between FRO and TRMD is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

FRO vs. TRMD - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-44.62%
-40.14%
FRO
TRMD

Key characteristics

Sharpe Ratio

FRO:

-0.73

TRMD:

-0.58

Sortino Ratio

FRO:

-0.93

TRMD:

-0.65

Omega Ratio

FRO:

0.90

TRMD:

0.93

Calmar Ratio

FRO:

-0.32

TRMD:

-0.40

Martin Ratio

FRO:

-1.62

TRMD:

-1.12

Ulcer Index

FRO:

18.08%

TRMD:

17.02%

Daily Std Dev

FRO:

40.27%

TRMD:

32.72%

Max Drawdown

FRO:

-98.40%

TRMD:

-47.32%

Current Drawdown

FRO:

-91.17%

TRMD:

-46.89%

Fundamentals

Market Cap

FRO:

$3.08B

TRMD:

$2.32B

EPS

FRO:

$2.46

TRMD:

$8.08

PE Ratio

FRO:

5.62

TRMD:

2.94

Total Revenue (TTM)

FRO:

$2.04B

TRMD:

$1.65B

Gross Profit (TTM)

FRO:

$744.04M

TRMD:

$889.07M

EBITDA (TTM)

FRO:

$1.07B

TRMD:

$969.48M

Returns By Period

In the year-to-date period, FRO achieves a -27.12% return, which is significantly lower than TRMD's -23.52% return.


FRO

YTD

-27.12%

1M

-33.40%

6M

-44.62%

1Y

-27.98%

5Y*

12.12%

10Y*

7.51%

TRMD

YTD

-23.52%

1M

-12.75%

6M

-38.90%

1Y

-21.85%

5Y*

30.30%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FRO vs. TRMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Frontline Ltd. (FRO) and TORM plc (TRMD). 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 -0.73, compared to the broader market-4.00-2.000.002.00-0.73-0.67
The chart of Sortino ratio for FRO, currently valued at -0.93, compared to the broader market-4.00-2.000.002.004.00-0.93-0.80
The chart of Omega ratio for FRO, currently valued at 0.90, compared to the broader market0.501.001.502.000.900.91
The chart of Calmar ratio for FRO, currently valued at -0.58, compared to the broader market0.002.004.006.00-0.58-0.46
The chart of Martin ratio for FRO, currently valued at -1.62, compared to the broader market0.0010.0020.00-1.62-1.26
FRO
TRMD

The current FRO Sharpe Ratio is -0.73, which is comparable to the TRMD Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of FRO and TRMD, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.73
-0.67
FRO
TRMD

Dividends

FRO vs. TRMD - Dividend Comparison

FRO's dividend yield for the trailing twelve months is around 14.62%, less than TRMD's 38.29% yield.


TTM202320222021202020192018201720162015
FRO
Frontline Ltd.
14.62%14.31%1.24%0.00%25.72%0.78%0.00%6.54%14.77%1.67%
TRMD
TORM plc
38.29%23.05%6.99%0.00%14.89%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FRO vs. TRMD - Drawdown Comparison

The maximum FRO drawdown since its inception was -98.40%, which is greater than TRMD's maximum drawdown of -47.32%. Use the drawdown chart below to compare losses from any high point for FRO and TRMD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-50.77%
-46.89%
FRO
TRMD

Volatility

FRO vs. TRMD - Volatility Comparison

Frontline Ltd. (FRO) has a higher volatility of 15.12% compared to TORM plc (TRMD) at 10.91%. This indicates that FRO's price experiences larger fluctuations and is considered to be riskier than TRMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
15.12%
10.91%
FRO
TRMD

Financials

FRO vs. TRMD - Financials Comparison

This section allows you to compare key financial metrics between Frontline Ltd. and TORM plc. 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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