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

Performance

PRYMY vs. DAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prysmian SPA ADR (PRYMY) 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, PRYMY achieves a 68.28% return, which is significantly higher than DAC's 34.08% return. Over the past 10 years, PRYMY has outperformed DAC with an annualized return of 24.47%, while DAC has yielded a comparatively lower 13.71% annualized return.


PRYMY

1D
0.82%
1M
-4.55%
YTD
68.28%
6M
66.27%
1Y
153.61%
3Y*
66.05%
5Y*
37.77%
10Y*
24.47%

DAC

1D
-0.73%
1M
-3.92%
YTD
34.08%
6M
33.38%
1Y
47.72%
3Y*
28.19%
5Y*
13.91%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRYMY vs. DAC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRYMY
Prysmian SPA ADR
68.28%60.15%42.14%24.72%0.47%7.10%46.21%29.95%-38.15%29.80%
DAC
Danaos Corporation
34.08%22.24%12.41%47.51%-26.57%256.10%133.44%-12.57%-48.28%-45.28%

Correlation

The correlation between PRYMY and DAC is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.20

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

0.25

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

0.20

Correlation (All Time)
Calculated using the full available price history since May 27, 2010

0.14

The correlation between PRYMY and DAC shifts across timeframes, from 0.14 (all time) to 0.25 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PRYMY:

$49.06B

DAC:

$2.27B

EPS

PRYMY:

€2.27

DAC:

$28.34

PE Ratio

PRYMY:

32.47

DAC:

4.39

PS Ratio

PRYMY:

2.21

DAC:

2.19

PB Ratio

PRYMY:

6.25

DAC:

0.58

Total Revenue (TTM)

PRYMY:

€20.04B

DAC:

$1.04B

Gross Profit (TTM)

PRYMY:

€6.04B

DAC:

$705.76M

EBITDA (TTM)

PRYMY:

€2.65B

DAC:

$739.01M

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Return for Risk

PRYMY vs. DAC — Risk / Return Rank

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

PRYMY
PRYMY Risk / Return Rank: 9797
Overall Rank
PRYMY Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PRYMY Sortino Ratio Rank: 9797
Sortino Ratio Rank
PRYMY Omega Ratio Rank: 9595
Omega Ratio Rank
PRYMY Calmar Ratio Rank: 9898
Calmar Ratio Rank
PRYMY Martin Ratio Rank: 9898
Martin Ratio Rank

DAC
DAC Risk / Return Rank: 9090
Overall Rank
DAC Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DAC Sortino Ratio Rank: 9191
Sortino Ratio Rank
DAC Omega Ratio Rank: 8888
Omega Ratio Rank
DAC Calmar Ratio Rank: 8989
Calmar Ratio Rank
DAC Martin Ratio Rank: 9191
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.

PRYMY vs. DAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Prysmian SPA ADR (PRYMY) 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.


PRYMYDACDifference
Sharpe ratioReturn per unit of total volatility

+1.58

Sortino ratioReturn per unit of downside risk

+1.16

Omega ratioGain probability vs. loss probability

1.53

1.37

+0.16

Calmar ratioReturn relative to maximum drawdown

10.10

3.81

+6.28

Martin ratioReturn relative to average drawdown

28.06

11.96

+16.10

PRYMY vs. DAC - Sharpe Ratio Comparison

The current PRYMY Sharpe Ratio is 3.85, which is higher than the DAC Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of PRYMY 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

PRYMY vs. DAC - Drawdown Comparison

The maximum PRYMY drawdown since its inception was -58.18%, smaller than the maximum DAC drawdown of -99.42%. Use the drawdown chart below to compare losses from any high point for PRYMY and DAC.


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Drawdown Indicators


PRYMYDACDifference

Max Drawdown

Largest peak-to-trough decline

-58.18%

-99.42%

+41.24%

Max Drawdown (1Y)

Largest decline over 1 year

-15.31%

-12.58%

-2.73%

Max Drawdown (3Y)

Largest decline over 3 years

-42.01%

-28.87%

-13.14%

Max Drawdown (5Y)

Largest decline over 5 years

-42.01%

-50.14%

+8.13%

Max Drawdown (10Y)

Largest decline over 10 years

-54.97%

-95.81%

+40.84%

Current Drawdown

Current decline from peak

-8.89%

-68.13%

+59.24%

Average Drawdown

Average peak-to-trough decline

-21.02%

-80.41%

+59.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.50%

4.00%

+1.50%

Volatility

PRYMY vs. DAC - Volatility Comparison

Prysmian SPA ADR (PRYMY) has a higher volatility of 17.40% compared to Danaos Corporation (DAC) at 5.54%. This indicates that PRYMY'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


PRYMYDACDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.40%

5.54%

+11.86%

Volatility (6M)

Calculated over the trailing 6-month period

33.68%

16.60%

+17.08%

Volatility (1Y)

Calculated over the trailing 1-year period

40.17%

21.13%

+19.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.27%

34.19%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.07%

64.99%

-28.92%

Dividends

PRYMY vs. DAC - Dividend Comparison

PRYMY's dividend yield for the trailing twelve months is around 0.62%, less than DAC's 2.85% yield.


PositionTTM2025202420232022202120202019201820172016
DAC
Danaos Corporation
2.85%3.66%4.06%4.12%5.70%2.01%0.00%0.00%0.00%0.00%0.00%
PRYMY
Prysmian SPA ADR
0.62%0.88%1.16%1.46%1.56%1.04%0.49%2.57%5.65%2.45%3.61%

Financials

PRYMY vs. DAC - Financials Comparison

This section allows you to compare key financial metrics between Prysmian SPA ADR 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


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
5.22B
253.70M
(PRYMY) Total Revenue
(DAC) Total Revenue
Please note, different currencies. PRYMY values in EUR, DAC values in USD

PRYMY vs. DAC - Profitability Comparison

The chart below illustrates the profitability comparison between Prysmian SPA ADR 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

20.0%30.0%40.0%50.0%60.0%70.0%80.0%20222023202420252026
35.5%
59.3%
Portfolio components
PRYMY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Prysmian SPA ADR reported a gross profit of 1.85B and revenue of 5.22B. Therefore, the gross margin over that period was 35.5%.

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%.

PRYMY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Prysmian SPA ADR reported an operating income of 333.00M and revenue of 5.22B, resulting in an operating margin of 6.4%.

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%.

PRYMY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Prysmian SPA ADR reported a net income of 246.00M and revenue of 5.22B, resulting in a net margin of 4.7%.

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


PRYMY and DAC have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRYMY has higher volatility (17.40%) compared to DAC (5.54%). In terms of maximum drawdown, PRYMY dropped -58.18% vs DAC's -99.42%.

PRYMY currently has the higher Sharpe Ratio (3.85 vs 2.27), 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 PRYMY and DAC

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