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MPX vs. SSTK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


MPXSSTK
YTD Return-2.58%-29.99%
1Y Return19.16%-14.54%
3Y Return (Ann)-2.05%-34.10%
5Y Return (Ann)-2.30%-3.10%
10Y Return (Ann)6.51%-7.37%
Sharpe Ratio0.38-0.40
Sortino Ratio0.84-0.31
Omega Ratio1.100.96
Calmar Ratio0.30-0.23
Martin Ratio1.42-0.78
Ulcer Index11.24%22.45%
Daily Std Dev41.39%43.98%
Max Drawdown-83.21%-75.29%
Current Drawdown-43.09%-72.10%

Fundamentals


MPXSSTK
Market Cap$344.01M$1.15B
EPS$0.53$0.98
PE Ratio18.7033.70
PEG Ratio2.442.65
Total Revenue (TTM)$259.61M$902.18M
Gross Profit (TTM)$49.80M$519.68M
EBITDA (TTM)$21.03M$130.42M

Correlation

-0.50.00.51.00.3

The correlation between MPX and SSTK is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

MPX vs. SSTK - Performance Comparison

In the year-to-date period, MPX achieves a -2.58% return, which is significantly higher than SSTK's -29.99% return. Over the past 10 years, MPX has outperformed SSTK with an annualized return of 6.51%, while SSTK has yielded a comparatively lower -7.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%JuneJulyAugustSeptemberOctoberNovember
207.66%
75.81%
MPX
SSTK

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Risk-Adjusted Performance

MPX vs. SSTK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marine Products Corporation (MPX) and Shutterstock, Inc. (SSTK). 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.


MPX
Sharpe ratio
The chart of Sharpe ratio for MPX, currently valued at 0.38, compared to the broader market-4.00-2.000.002.004.000.38
Sortino ratio
The chart of Sortino ratio for MPX, currently valued at 0.84, compared to the broader market-4.00-2.000.002.004.006.000.84
Omega ratio
The chart of Omega ratio for MPX, currently valued at 1.10, compared to the broader market0.501.001.502.001.10
Calmar ratio
The chart of Calmar ratio for MPX, currently valued at 0.30, compared to the broader market0.002.004.006.000.30
Martin ratio
The chart of Martin ratio for MPX, currently valued at 1.42, compared to the broader market0.0010.0020.0030.001.42
SSTK
Sharpe ratio
The chart of Sharpe ratio for SSTK, currently valued at -0.40, compared to the broader market-4.00-2.000.002.004.00-0.40
Sortino ratio
The chart of Sortino ratio for SSTK, currently valued at -0.31, compared to the broader market-4.00-2.000.002.004.006.00-0.31
Omega ratio
The chart of Omega ratio for SSTK, currently valued at 0.96, compared to the broader market0.501.001.502.000.96
Calmar ratio
The chart of Calmar ratio for SSTK, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.23
Martin ratio
The chart of Martin ratio for SSTK, currently valued at -0.78, compared to the broader market0.0010.0020.0030.00-0.78

MPX vs. SSTK - Sharpe Ratio Comparison

The current MPX Sharpe Ratio is 0.38, which is higher than the SSTK Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of MPX and SSTK, 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-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
0.38
-0.40
MPX
SSTK

Dividends

MPX vs. SSTK - Dividend Comparison

MPX's dividend yield for the trailing twelve months is around 12.71%, more than SSTK's 3.54% yield.


TTM20232022202120202019201820172016201520142013
MPX
Marine Products Corporation
12.71%4.91%4.25%3.68%2.75%4.03%2.96%2.59%1.73%3.31%1.90%1.49%
SSTK
Shutterstock, Inc.
3.54%2.24%1.82%0.76%0.95%0.00%8.33%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MPX vs. SSTK - Drawdown Comparison

The maximum MPX drawdown since its inception was -83.21%, which is greater than SSTK's maximum drawdown of -75.29%. Use the drawdown chart below to compare losses from any high point for MPX and SSTK. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%JuneJulyAugustSeptemberOctoberNovember
-43.09%
-72.10%
MPX
SSTK

Volatility

MPX vs. SSTK - Volatility Comparison

The current volatility for Marine Products Corporation (MPX) is 8.92%, while Shutterstock, Inc. (SSTK) has a volatility of 14.66%. This indicates that MPX experiences smaller price fluctuations and is considered to be less risky than SSTK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
8.92%
14.66%
MPX
SSTK

Financials

MPX vs. SSTK - Financials Comparison

This section allows you to compare key financial metrics between Marine Products Corporation and Shutterstock, Inc.. 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