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LPG vs. TNK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

LPG vs. TNK - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-39.25%
-38.64%
LPG
TNK

Returns By Period

In the year-to-date period, LPG achieves a -34.30% return, which is significantly lower than TNK's -9.89% return. Over the past 10 years, LPG has underperformed TNK with an annualized return of 12.98%, while TNK has yielded a comparatively higher 29.14% annualized return.


LPG

YTD

-34.30%

1M

-18.61%

6M

-38.86%

1Y

-32.53%

5Y (annualized)

29.87%

10Y (annualized)

12.98%

TNK

YTD

-9.89%

1M

-21.94%

6M

-39.34%

1Y

-11.41%

5Y (annualized)

80.04%

10Y (annualized)

29.14%

Fundamentals


LPGTNK
Market Cap$1.14B$1.52B
EPS$5.87$12.18
PE Ratio4.533.62
PEG Ratio-1.0231.59
Total Revenue (TTM)$498.69M$1.19B
Gross Profit (TTM)$342.16M$440.27M
EBITDA (TTM)$336.04M$485.15M

Key characteristics


LPGTNK
Sharpe Ratio-0.65-0.33
Sortino Ratio-0.74-0.26
Omega Ratio0.910.97
Calmar Ratio-0.57-0.28
Martin Ratio-1.18-0.70
Ulcer Index22.20%16.53%
Daily Std Dev40.54%35.15%
Max Drawdown-78.31%-90.41%
Current Drawdown-46.46%-40.86%

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Correlation

-0.50.00.51.00.4

The correlation between LPG and TNK is 0.45, 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

LPG vs. TNK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dorian LPG Ltd. (LPG) and Teekay Tankers Ltd. (TNK). 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 LPG, currently valued at -0.65, compared to the broader market-4.00-2.000.002.004.00-0.65-0.33
The chart of Sortino ratio for LPG, currently valued at -0.74, compared to the broader market-4.00-2.000.002.004.00-0.74-0.26
The chart of Omega ratio for LPG, currently valued at 0.91, compared to the broader market0.501.001.502.000.910.97
The chart of Calmar ratio for LPG, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.57-0.28
The chart of Martin ratio for LPG, currently valued at -1.18, compared to the broader market-10.000.0010.0020.0030.00-1.18-0.70
LPG
TNK

The current LPG Sharpe Ratio is -0.65, which is lower than the TNK Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of LPG and TNK, 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.65
-0.33
LPG
TNK

Dividends

LPG vs. TNK - Dividend Comparison

LPG's dividend yield for the trailing twelve months is around 15.54%, more than TNK's 6.37% yield.


TTM20232022202120202019201820172016201520142013
LPG
Dorian LPG Ltd.
15.54%9.12%29.02%7.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TNK
Teekay Tankers Ltd.
6.37%3.00%0.00%0.00%0.00%0.00%3.23%8.57%13.27%1.74%2.37%3.05%

Drawdowns

LPG vs. TNK - Drawdown Comparison

The maximum LPG drawdown since its inception was -78.31%, smaller than the maximum TNK drawdown of -90.41%. Use the drawdown chart below to compare losses from any high point for LPG and TNK. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-46.46%
-40.86%
LPG
TNK

Volatility

LPG vs. TNK - Volatility Comparison

Dorian LPG Ltd. (LPG) has a higher volatility of 10.74% compared to Teekay Tankers Ltd. (TNK) at 8.39%. This indicates that LPG's price experiences larger fluctuations and is considered to be riskier than TNK 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%JuneJulyAugustSeptemberOctoberNovember
10.74%
8.39%
LPG
TNK

Financials

LPG vs. TNK - Financials Comparison

This section allows you to compare key financial metrics between Dorian LPG Ltd. and Teekay Tankers 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