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SB vs. DSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

SB vs. DSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Safe Bulkers, Inc. (SB) and Diana Shipping Inc. (DSX). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-21.76%
-28.85%
SB
DSX

Returns By Period

In the year-to-date period, SB achieves a 8.05% return, which is significantly higher than DSX's -23.40% return. Over the past 10 years, SB has outperformed DSX with an annualized return of -1.04%, while DSX has yielded a comparatively lower -7.86% annualized return.


SB

YTD

8.05%

1M

-5.07%

6M

-21.77%

1Y

19.96%

5Y (annualized)

23.24%

10Y (annualized)

-1.04%

DSX

YTD

-23.40%

1M

-9.09%

6M

-28.84%

1Y

-30.85%

5Y (annualized)

0.54%

10Y (annualized)

-7.86%

Fundamentals


SBDSX
Market Cap$451.67M$271.59M
EPS$0.90$0.09
PE Ratio4.7024.11
PEG Ratio-1.07-0.83
Total Revenue (TTM)$318.43M$173.66M
Gross Profit (TTM)$150.20M$66.66M
EBITDA (TTM)$174.64M$71.52M

Key characteristics


SBDSX
Sharpe Ratio0.64-1.05
Sortino Ratio1.12-1.46
Omega Ratio1.130.83
Calmar Ratio0.31-0.35
Martin Ratio1.38-1.69
Ulcer Index14.99%18.35%
Daily Std Dev32.01%29.69%
Max Drawdown-97.38%-96.33%
Current Drawdown-59.14%-89.95%

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Correlation

-0.50.00.51.00.5

The correlation between SB and DSX is 0.54, 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

SB vs. DSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Safe Bulkers, Inc. (SB) and Diana Shipping Inc. (DSX). 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 SB, currently valued at 0.64, compared to the broader market-4.00-2.000.002.004.000.64-1.05
The chart of Sortino ratio for SB, currently valued at 1.12, compared to the broader market-4.00-2.000.002.004.001.12-1.46
The chart of Omega ratio for SB, currently valued at 1.13, compared to the broader market0.501.001.502.001.130.83
The chart of Calmar ratio for SB, currently valued at 0.31, compared to the broader market0.002.004.006.000.31-0.35
The chart of Martin ratio for SB, currently valued at 1.38, compared to the broader market0.0010.0020.0030.001.38-1.69
SB
DSX

The current SB Sharpe Ratio is 0.64, which is higher than the DSX Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of SB and DSX, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.64
-1.05
SB
DSX

Dividends

SB vs. DSX - Dividend Comparison

SB's dividend yield for the trailing twelve months is around 4.85%, less than DSX's 17.86% yield.


TTM20232022202120202019201820172016201520142013
SB
Safe Bulkers, Inc.
4.85%5.09%6.87%0.00%0.00%0.00%0.00%0.00%0.00%4.94%5.63%2.02%
DSX
Diana Shipping Inc.
17.86%20.20%23.08%2.37%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SB vs. DSX - Drawdown Comparison

The maximum SB drawdown since its inception was -97.38%, roughly equal to the maximum DSX drawdown of -96.33%. Use the drawdown chart below to compare losses from any high point for SB and DSX. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%JuneJulyAugustSeptemberOctoberNovember
-59.14%
-87.93%
SB
DSX

Volatility

SB vs. DSX - Volatility Comparison

The current volatility for Safe Bulkers, Inc. (SB) is 8.83%, while Diana Shipping Inc. (DSX) has a volatility of 9.89%. This indicates that SB experiences smaller price fluctuations and is considered to be less risky than DSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%7.00%8.00%9.00%10.00%11.00%12.00%JuneJulyAugustSeptemberOctoberNovember
8.83%
9.89%
SB
DSX

Financials

SB vs. DSX - Financials Comparison

This section allows you to compare key financial metrics between Safe Bulkers, Inc. and Diana Shipping 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