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GSL vs. LPG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GSL vs. LPG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global Ship Lease, Inc. (GSL) and Dorian LPG Ltd. (LPG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GSL achieves a 14.96% return, which is significantly lower than LPG's 74.77% return. Over the past 10 years, GSL has underperformed LPG with an annualized return of 18.22%, while LPG has yielded a comparatively higher 29.54% annualized return.


GSL

1D
1.88%
1M
2.68%
YTD
14.96%
6M
16.76%
1Y
62.79%
3Y*
37.22%
5Y*
21.44%
10Y*
18.22%

LPG

1D
1.53%
1M
-12.61%
YTD
74.77%
6M
77.39%
1Y
78.27%
3Y*
32.37%
5Y*
44.64%
10Y*
29.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSL vs. LPG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSL
Global Ship Lease, Inc.
14.96%73.47%18.09%28.97%-22.16%100.35%34.65%78.02%-46.55%-22.67%
LPG
Dorian LPG Ltd.
74.77%9.75%-37.80%171.42%109.62%12.71%-21.25%165.52%-29.08%0.12%

Correlation

The correlation between GSL and LPG is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.54

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since May 8, 2014

0.31

Over the past year, GSL and LPG have become more correlated (0.54) than their long-term average of 0.31, meaning their price movements have been converging.

Fundamentals

Market Cap

GSL:

$1.43B

LPG:

$1.73B

EPS

GSL:

$10.76

LPG:

$4.54

PE Ratio

GSL:

3.63

LPG:

8.94

PEG Ratio

GSL:

0.13

LPG:

0.14

PS Ratio

GSL:

1.82

LPG:

3.60

PB Ratio

GSL:

0.76

LPG:

1.52

Total Revenue (TTM)

GSL:

$770.24M

LPG:

$481.51M

Gross Profit (TTM)

GSL:

$409.23M

LPG:

$415.02M

EBITDA (TTM)

GSL:

$528.32M

LPG:

$279.22M

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Return for Risk

GSL vs. LPG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GSL
GSL Risk / Return Rank: 8888
Overall Rank
GSL Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
GSL Sortino Ratio Rank: 8989
Sortino Ratio Rank
GSL Omega Ratio Rank: 8787
Omega Ratio Rank
GSL Calmar Ratio Rank: 8787
Calmar Ratio Rank
GSL Martin Ratio Rank: 8989
Martin Ratio Rank

LPG
LPG Risk / Return Rank: 8484
Overall Rank
LPG Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
LPG Sortino Ratio Rank: 8585
Sortino Ratio Rank
LPG Omega Ratio Rank: 8383
Omega Ratio Rank
LPG Calmar Ratio Rank: 8484
Calmar Ratio Rank
LPG Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GSL vs. LPG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global Ship Lease, Inc. (GSL) and Dorian LPG Ltd. (LPG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GSLLPGDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.36

1.32

+0.04

Calmar ratioReturn relative to maximum drawdown

3.69

3.15

+0.54

Martin ratioReturn relative to average drawdown

10.96

6.63

+4.33

GSL vs. LPG - Sharpe Ratio Comparison

The current GSL Sharpe Ratio is 2.27, which is comparable to the LPG Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of GSL and LPG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GSL vs. LPG - Drawdown Comparison

The maximum GSL drawdown since its inception was -95.26%, which is greater than LPG's maximum drawdown of -78.31%. Use the drawdown chart below to compare losses from any high point for GSL and LPG.


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Drawdown Indicators


GSLLPGDifference

Max Drawdown

Largest peak-to-trough decline

-95.26%

-78.31%

-16.95%

Max Drawdown (1Y)

Largest decline over 1 year

-17.09%

-24.99%

+7.90%

Max Drawdown (3Y)

Largest decline over 3 years

-35.82%

-62.89%

+27.07%

Max Drawdown (5Y)

Largest decline over 5 years

-47.50%

-62.89%

+15.39%

Max Drawdown (10Y)

Largest decline over 10 years

-86.50%

-62.89%

-23.61%

Current Drawdown

Current decline from peak

-6.25%

-14.92%

+8.67%

Average Drawdown

Average peak-to-trough decline

-58.64%

-42.62%

-16.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

11.85%

-6.10%

Volatility

GSL vs. LPG - Volatility Comparison

The current volatility for Global Ship Lease, Inc. (GSL) is 9.92%, while Dorian LPG Ltd. (LPG) has a volatility of 12.41%. This indicates that GSL experiences smaller price fluctuations and is considered to be less risky than LPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSLLPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.92%

12.41%

-2.49%

Volatility (6M)

Calculated over the trailing 6-month period

20.63%

31.44%

-10.81%

Volatility (1Y)

Calculated over the trailing 1-year period

27.85%

40.03%

-12.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.92%

43.51%

-6.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.58%

48.27%

+6.31%

Dividends

GSL vs. LPG - Dividend Comparison

GSL's dividend yield for the trailing twelve months is around 6.15%, less than LPG's 7.27% yield.


PositionTTM20252024202320222021202020192018201720162015
GSL
Global Ship Lease, Inc.
6.15%6.06%7.56%7.57%8.26%3.27%0.00%0.00%0.00%0.00%0.00%7.69%
LPG
Dorian LPG Ltd.
7.27%10.07%16.41%9.12%29.02%7.88%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

GSL vs. LPG - Financials Comparison

This section allows you to compare key financial metrics between Global Ship Lease, Inc. and Dorian LPG 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


60.00M80.00M100.00M120.00M140.00M160.00M180.00M200.00M20222023202420252026
198.08M
156.71M
(GSL) Total Revenue
(LPG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


GSL and LPG have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LPG has higher volatility (12.41%) compared to GSL (9.92%). In terms of maximum drawdown, GSL dropped -95.26% vs LPG's -78.31%.

GSL currently has the higher Sharpe Ratio (2.27 vs 1.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for GSL and LPG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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