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

Performance

GNK vs. ZIM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Genco Shipping & Trading Limited (GNK) and ZIM Integrated Shipping Services Ltd. (ZIM). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-19.35%
32.61%
GNK
ZIM

Returns By Period

In the year-to-date period, GNK achieves a 9.36% return, which is significantly lower than ZIM's 160.78% return.


GNK

YTD

9.36%

1M

4.63%

6M

-19.35%

1Y

23.42%

5Y (annualized)

17.99%

10Y (annualized)

-16.96%

ZIM

YTD

160.78%

1M

-0.45%

6M

32.61%

1Y

273.02%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


GNKZIM
Market Cap$732.87M$3.25B
EPS$1.58-$16.30
Total Revenue (TTM)$439.33M$5.43B
Gross Profit (TTM)-$29.31B$1.26B
EBITDA (TTM)$149.53M$1.91B

Key characteristics


GNKZIM
Sharpe Ratio0.773.29
Sortino Ratio1.253.12
Omega Ratio1.141.42
Calmar Ratio0.253.20
Martin Ratio1.6615.07
Ulcer Index13.69%17.97%
Daily Std Dev29.62%82.45%
Max Drawdown-98.25%-84.68%
Current Drawdown-88.50%-40.16%

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Correlation

-0.50.00.51.00.4

The correlation between GNK and ZIM is 0.41, 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.

Risk-Adjusted Performance

GNK vs. ZIM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Genco Shipping & Trading Limited (GNK) and ZIM Integrated Shipping Services Ltd. (ZIM). 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 0.77, compared to the broader market-4.00-2.000.002.004.000.773.29
The chart of Sortino ratio for GNK, currently valued at 1.25, compared to the broader market-4.00-2.000.002.004.001.253.12
The chart of Omega ratio for GNK, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.42
The chart of Calmar ratio for GNK, currently valued at 0.57, compared to the broader market0.002.004.006.000.573.20
The chart of Martin ratio for GNK, currently valued at 1.66, compared to the broader market0.0010.0020.0030.001.6615.07
GNK
ZIM

The current GNK Sharpe Ratio is 0.77, which is lower than the ZIM Sharpe Ratio of 3.29. The chart below compares the historical Sharpe Ratios of GNK and ZIM, 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
0.77
3.29
GNK
ZIM

Dividends

GNK vs. ZIM - Dividend Comparison

GNK's dividend yield for the trailing twelve months is around 9.38%, more than ZIM's 4.79% yield.


TTM20232022202120202019
GNK
Genco Shipping & Trading Limited
9.38%5.73%17.84%2.00%3.19%4.71%
ZIM
ZIM Integrated Shipping Services Ltd.
4.79%64.84%160.27%7.65%0.00%0.00%

Drawdowns

GNK vs. ZIM - Drawdown Comparison

The maximum GNK drawdown since its inception was -98.25%, which is greater than ZIM's maximum drawdown of -84.68%. Use the drawdown chart below to compare losses from any high point for GNK and ZIM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-23.72%
-40.16%
GNK
ZIM

Volatility

GNK vs. ZIM - Volatility Comparison

The current volatility for Genco Shipping & Trading Limited (GNK) is 7.92%, while ZIM Integrated Shipping Services Ltd. (ZIM) has a volatility of 18.13%. This indicates that GNK experiences smaller price fluctuations and is considered to be less risky than ZIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
7.92%
18.13%
GNK
ZIM

Financials

GNK vs. ZIM - Financials Comparison

This section allows you to compare key financial metrics between Genco Shipping & Trading Limited and ZIM Integrated Shipping Services Ltd.. 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