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MPTI vs. DAC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MPTI vs. DAC - Performance Comparison

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

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Returns By Period

In the year-to-date period, MPTI achieves a 79.37% return, which is significantly higher than DAC's 37.32% return.


MPTI

1D
-0.50%
1M
15.01%
YTD
79.37%
6M
85.61%
1Y
141.30%
3Y*
113.32%
5Y*
10Y*

DAC

1D
1.14%
1M
-1.97%
YTD
37.32%
6M
36.90%
1Y
50.89%
3Y*
29.12%
5Y*
16.05%
10Y*
13.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MPTI vs. DAC - Yearly Performance Comparison


2026 (YTD)2025202420232022
MPTI
M-tron Industries Inc
79.37%31.87%35.66%308.00%9.37%
DAC
Danaos Corporation
37.32%22.24%12.41%47.51%-4.18%

Correlation

The correlation between MPTI and DAC is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.14

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2022

0.11

Fundamentals

Market Cap

MPTI:

$340.99M

DAC:

$2.32B

EPS

MPTI:

$2.86

DAC:

$28.34

PE Ratio

MPTI:

33.36

DAC:

4.50

PS Ratio

MPTI:

5.45

DAC:

2.24

PB Ratio

MPTI:

4.67

DAC:

0.59

Total Revenue (TTM)

MPTI:

$56.37M

DAC:

$1.04B

Gross Profit (TTM)

MPTI:

$25.34M

DAC:

$705.76M

EBITDA (TTM)

MPTI:

$12.24M

DAC:

$739.01M

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Return for Risk

MPTI vs. DAC — Risk / Return Rank

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

MPTI
MPTI Risk / Return Rank: 9393
Overall Rank
MPTI Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
MPTI Sortino Ratio Rank: 9292
Sortino Ratio Rank
MPTI Omega Ratio Rank: 8989
Omega Ratio Rank
MPTI Calmar Ratio Rank: 9494
Calmar Ratio Rank
MPTI Martin Ratio Rank: 9696
Martin Ratio Rank

DAC
DAC Risk / Return Rank: 9191
Overall Rank
DAC Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DAC Sortino Ratio Rank: 9292
Sortino Ratio Rank
DAC Omega Ratio Rank: 8888
Omega Ratio Rank
DAC Calmar Ratio Rank: 8989
Calmar Ratio Rank
DAC Martin Ratio Rank: 9292
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.

MPTI vs. DAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for M-tron Industries Inc (MPTI) 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.

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.


MPTIDACDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.40

1.39

+0.02

Calmar ratioReturn relative to maximum drawdown

6.14

4.07

+2.07

Martin ratioReturn relative to average drawdown

20.16

12.93

+7.22

MPTI vs. DAC - Sharpe Ratio Comparison

The current MPTI Sharpe Ratio is 2.71, which is comparable to the DAC Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of MPTI and DAC, 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

MPTI vs. DAC - Drawdown Comparison

The maximum MPTI drawdown since its inception was -49.99%, smaller than the maximum DAC drawdown of -99.42%. Use the drawdown chart below to compare losses from any high point for MPTI and DAC.


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Drawdown Indicators


MPTIDACDifference

Max Drawdown

Largest peak-to-trough decline

-49.99%

-99.42%

+49.43%

Max Drawdown (1Y)

Largest decline over 1 year

-23.16%

-12.58%

-10.58%

Max Drawdown (3Y)

Largest decline over 3 years

-49.99%

-28.87%

-21.12%

Max Drawdown (5Y)

Largest decline over 5 years

-50.14%

Max Drawdown (10Y)

Largest decline over 10 years

-95.81%

Current Drawdown

Current decline from peak

-3.98%

-67.36%

+63.38%

Average Drawdown

Average peak-to-trough decline

-18.68%

-80.42%

+61.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.04%

3.95%

+3.09%

Volatility

MPTI vs. DAC - Volatility Comparison

M-tron Industries Inc (MPTI) has a higher volatility of 10.08% compared to Danaos Corporation (DAC) at 5.41%. This indicates that MPTI'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.


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Volatility by Period


MPTIDACDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.08%

5.41%

+4.67%

Volatility (6M)

Calculated over the trailing 6-month period

39.70%

16.71%

+22.99%

Volatility (1Y)

Calculated over the trailing 1-year period

52.53%

21.14%

+31.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.59%

34.26%

+43.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

77.59%

65.03%

+12.56%

Dividends

MPTI vs. DAC - Dividend Comparison

MPTI has not paid dividends to shareholders, while DAC's dividend yield for the trailing twelve months is around 2.79%.


PositionTTM20252024202320222021
DAC
Danaos Corporation
2.79%3.66%4.06%4.12%5.70%2.01%
MPTI
M-tron Industries Inc
0.00%0.00%0.00%0.00%0.00%0.00%

Financials

MPTI vs. DAC - Financials Comparison

This section allows you to compare key financial metrics between M-tron Industries 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


0.0050.00M100.00M150.00M200.00M250.00M20222023202420252026
14.69M
253.70M
(MPTI) Total Revenue
(DAC) Total Revenue
Values in USD except per share items

MPTI vs. DAC - Profitability Comparison

The chart below illustrates the profitability comparison between M-tron Industries Inc and Danaos Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%20222023202420252026
44.9%
59.3%
Portfolio components
MPTI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, M-tron Industries Inc reported a gross profit of 6.59M and revenue of 14.69M. Therefore, the gross margin over that period was 44.9%.

DAC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Danaos Corporation reported a gross profit of 150.55M and revenue of 253.70M. Therefore, the gross margin over that period was 59.3%.

MPTI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, M-tron Industries Inc reported an operating income of 2.61M and revenue of 14.69M, resulting in an operating margin of 17.8%.

DAC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Danaos Corporation reported an operating income of 125.20M and revenue of 253.70M, resulting in an operating margin of 49.4%.

MPTI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, M-tron Industries Inc reported a net income of 2.39M and revenue of 14.69M, resulting in a net margin of 16.3%.

DAC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Danaos Corporation reported a net income of 140.42M and revenue of 253.70M, resulting in a net margin of 55.4%.


Frequently Asked Questions


MPTI and DAC have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MPTI has higher volatility (10.08%) compared to DAC (5.41%). In terms of maximum drawdown, MPTI dropped -49.99% vs DAC's -99.42%.

MPTI currently has the higher Sharpe Ratio (2.71 vs 2.42), 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 MPTI and DAC

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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