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GASS vs. DAC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GASS and DAC is 0.22, 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.


-0.50.00.51.00.2

Performance

GASS vs. DAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in StealthGas Inc. (GASS) and Danaos Corporation (DAC). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.10%
-15.15%
GASS
DAC

Key characteristics

Sharpe Ratio

GASS:

-0.71

DAC:

0.47

Sortino Ratio

GASS:

-0.98

DAC:

0.80

Omega Ratio

GASS:

0.89

DAC:

1.10

Calmar Ratio

GASS:

-0.45

DAC:

0.13

Martin Ratio

GASS:

-1.25

DAC:

1.08

Ulcer Index

GASS:

23.95%

DAC:

10.12%

Daily Std Dev

GASS:

42.32%

DAC:

23.43%

Max Drawdown

GASS:

-89.60%

DAC:

-99.42%

Current Drawdown

GASS:

-66.44%

DAC:

-81.40%

Fundamentals

Market Cap

GASS:

$182.60M

DAC:

$1.49B

EPS

GASS:

$1.77

DAC:

$28.89

PE Ratio

GASS:

2.81

DAC:

2.68

PEG Ratio

GASS:

4.82

DAC:

0.52

Total Revenue (TTM)

GASS:

$165.58M

DAC:

$996.31M

Gross Profit (TTM)

GASS:

$75.78M

DAC:

$654.48M

EBITDA (TTM)

GASS:

$105.24M

DAC:

$709.40M

Returns By Period

In the year-to-date period, GASS achieves a -24.61% return, which is significantly lower than DAC's 7.53% return. Over the past 10 years, GASS has underperformed DAC with an annualized return of -0.89%, while DAC has yielded a comparatively higher 1.10% annualized return.


GASS

YTD

-24.61%

1M

-18.15%

6M

-34.28%

1Y

-30.63%

5Y*

9.33%

10Y*

-0.89%

DAC

YTD

7.53%

1M

-10.40%

6M

-14.89%

1Y

11.07%

5Y*

57.57%

10Y*

1.10%

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Risk-Adjusted Performance

GASS vs. DAC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for StealthGas Inc. (GASS) and Danaos Corporation (DAC). 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 GASS, currently valued at -0.71, compared to the broader market-4.00-2.000.002.00-0.710.47
The chart of Sortino ratio for GASS, currently valued at -0.98, compared to the broader market-4.00-2.000.002.004.00-0.980.80
The chart of Omega ratio for GASS, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.10
The chart of Calmar ratio for GASS, currently valued at -0.45, compared to the broader market0.002.004.006.00-0.450.13
The chart of Martin ratio for GASS, currently valued at -1.25, compared to the broader market0.0010.0020.00-1.251.08
GASS
DAC

The current GASS Sharpe Ratio is -0.71, which is lower than the DAC Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of GASS and DAC, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.71
0.47
GASS
DAC

Dividends

GASS vs. DAC - Dividend Comparison

GASS has not paid dividends to shareholders, while DAC's dividend yield for the trailing twelve months is around 4.24%.


TTM202320222021
GASS
StealthGas Inc.
0.00%0.00%0.00%0.00%
DAC
Danaos Corporation
4.24%4.12%5.70%2.01%

Drawdowns

GASS vs. DAC - Drawdown Comparison

The maximum GASS drawdown since its inception was -89.60%, smaller than the maximum DAC drawdown of -99.42%. Use the drawdown chart below to compare losses from any high point for GASS and DAC. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-66.44%
-81.40%
GASS
DAC

Volatility

GASS vs. DAC - Volatility Comparison

StealthGas Inc. (GASS) has a higher volatility of 8.99% compared to Danaos Corporation (DAC) at 7.82%. This indicates that GASS's price experiences larger fluctuations and is considered to be riskier than DAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.99%
7.82%
GASS
DAC

Financials

GASS vs. DAC - Financials Comparison

This section allows you to compare key financial metrics between StealthGas Inc. and Danaos Corporation. 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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