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GNK vs. SBLK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GNK and SBLK is 0.57, 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.


-0.50.00.51.00.6

Performance

GNK vs. SBLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Genco Shipping & Trading Limited (GNK) and Star Bulk Carriers Corp. (SBLK). The values are adjusted to include any dividend payments, if applicable.

-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-90.33%
-55.65%
GNK
SBLK

Key characteristics

Sharpe Ratio

GNK:

-0.19

SBLK:

-0.70

Sortino Ratio

GNK:

-0.07

SBLK:

-0.88

Omega Ratio

GNK:

0.99

SBLK:

0.90

Calmar Ratio

GNK:

-0.06

SBLK:

-0.21

Martin Ratio

GNK:

-0.34

SBLK:

-1.32

Ulcer Index

GNK:

16.10%

SBLK:

15.43%

Daily Std Dev

GNK:

28.73%

SBLK:

28.96%

Max Drawdown

GNK:

-98.25%

SBLK:

-99.74%

Current Drawdown

GNK:

-90.55%

SBLK:

-96.29%

Fundamentals

Market Cap

GNK:

$599.89M

SBLK:

$1.77B

EPS

GNK:

$1.58

SBLK:

$2.92

PE Ratio

GNK:

8.88

SBLK:

5.12

PEG Ratio

GNK:

-1.77

SBLK:

1.95

Total Revenue (TTM)

GNK:

$439.33M

SBLK:

$1.22B

Gross Profit (TTM)

GNK:

$120.77M

SBLK:

$447.71M

EBITDA (TTM)

GNK:

$149.53M

SBLK:

$525.68M

Returns By Period

In the year-to-date period, GNK achieves a -10.18% return, which is significantly higher than SBLK's -21.83% return. Over the past 10 years, GNK has underperformed SBLK with an annualized return of -17.06%, while SBLK has yielded a comparatively higher -1.99% annualized return.


GNK

YTD

-10.18%

1M

-19.84%

6M

-31.87%

1Y

-7.91%

5Y*

12.57%

10Y*

-17.06%

SBLK

YTD

-21.83%

1M

-19.10%

6M

-34.19%

1Y

-21.32%

5Y*

17.59%

10Y*

-1.99%

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Risk-Adjusted Performance

GNK vs. SBLK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Genco Shipping & Trading Limited (GNK) and Star Bulk Carriers Corp. (SBLK). 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 GNK, currently valued at -0.19, compared to the broader market-4.00-2.000.002.00-0.19-0.70
The chart of Sortino ratio for GNK, currently valued at -0.07, compared to the broader market-4.00-2.000.002.004.00-0.07-0.88
The chart of Omega ratio for GNK, currently valued at 0.99, compared to the broader market0.501.001.502.000.990.90
The chart of Calmar ratio for GNK, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.06-0.30
The chart of Martin ratio for GNK, currently valued at -0.34, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.34-1.32
GNK
SBLK

The current GNK Sharpe Ratio is -0.19, which is higher than the SBLK Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of GNK and SBLK, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.19
-0.70
GNK
SBLK

Dividends

GNK vs. SBLK - Dividend Comparison

GNK's dividend yield for the trailing twelve months is around 11.43%, less than SBLK's 16.89% yield.


TTM20232022202120202019
GNK
Genco Shipping & Trading Limited
11.43%5.73%17.84%2.00%3.19%4.71%
SBLK
Star Bulk Carriers Corp.
16.89%7.38%33.80%9.93%0.57%0.42%

Drawdowns

GNK vs. SBLK - Drawdown Comparison

The maximum GNK drawdown since its inception was -98.25%, roughly equal to the maximum SBLK drawdown of -99.74%. Use the drawdown chart below to compare losses from any high point for GNK and SBLK. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-90.55%
-66.88%
GNK
SBLK

Volatility

GNK vs. SBLK - Volatility Comparison

Genco Shipping & Trading Limited (GNK) has a higher volatility of 8.52% compared to Star Bulk Carriers Corp. (SBLK) at 7.08%. This indicates that GNK's price experiences larger fluctuations and is considered to be riskier than SBLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%7.00%8.00%9.00%10.00%11.00%JulyAugustSeptemberOctoberNovemberDecember
8.52%
7.08%
GNK
SBLK

Financials

GNK vs. SBLK - Financials Comparison

This section allows you to compare key financial metrics between Genco Shipping & Trading Limited and Star Bulk Carriers Corp.. 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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