PortfoliosLab logo
SB vs. TRMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SB and TRMD is 0.35, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

SB vs. TRMD - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
4.07%
320.09%
SB
TRMD

Key characteristics

Sharpe Ratio

SB:

-0.76

TRMD:

-0.97

Sortino Ratio

SB:

-1.00

TRMD:

-1.42

Omega Ratio

SB:

0.89

TRMD:

0.84

Calmar Ratio

SB:

-0.40

TRMD:

-0.67

Martin Ratio

SB:

-0.92

TRMD:

-1.21

Ulcer Index

SB:

30.06%

TRMD:

33.14%

Daily Std Dev

SB:

36.40%

TRMD:

41.12%

Max Drawdown

SB:

-97.38%

TRMD:

-59.34%

Current Drawdown

SB:

-65.78%

TRMD:

-53.26%

Fundamentals

Market Cap

SB:

$350.55M

TRMD:

$1.54B

EPS

SB:

$0.86

TRMD:

$6.36

PE Ratio

SB:

3.87

TRMD:

2.47

PS Ratio

SB:

1.14

TRMD:

0.99

PB Ratio

SB:

0.41

TRMD:

0.73

Total Revenue (TTM)

SB:

$225.96M

TRMD:

$1.12B

Gross Profit (TTM)

SB:

$101.03M

TRMD:

$644.10M

EBITDA (TTM)

SB:

$102.01M

TRMD:

$597.88M

Returns By Period

In the year-to-date period, SB achieves a -4.61% return, which is significantly higher than TRMD's -12.16% return.


SB

YTD

-4.61%

1M

-9.92%

6M

-18.63%

1Y

-28.65%

5Y*

29.34%

10Y*

0.68%

TRMD

YTD

-12.16%

1M

-10.85%

6M

-33.27%

1Y

-41.02%

5Y*

26.84%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SB vs. TRMD — Risk-Adjusted Performance Rank

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

SB
The Risk-Adjusted Performance Rank of SB is 2020
Overall Rank
The Sharpe Ratio Rank of SB is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of SB is 1313
Sortino Ratio Rank
The Omega Ratio Rank of SB is 1616
Omega Ratio Rank
The Calmar Ratio Rank of SB is 2626
Calmar Ratio Rank
The Martin Ratio Rank of SB is 3131
Martin Ratio Rank

TRMD
The Risk-Adjusted Performance Rank of TRMD is 1111
Overall Rank
The Sharpe Ratio Rank of TRMD is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of TRMD is 77
Sortino Ratio Rank
The Omega Ratio Rank of TRMD is 1010
Omega Ratio Rank
The Calmar Ratio Rank of TRMD is 1010
Calmar Ratio Rank
The Martin Ratio Rank of TRMD is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SB vs. TRMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Safe Bulkers, Inc. (SB) and TORM plc (TRMD). 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.


The chart of Sharpe ratio for SB, currently valued at -0.76, compared to the broader market-2.00-1.000.001.002.003.00
SB: -0.76
TRMD: -0.97
The chart of Sortino ratio for SB, currently valued at -1.00, compared to the broader market-6.00-4.00-2.000.002.004.00
SB: -1.00
TRMD: -1.42
The chart of Omega ratio for SB, currently valued at 0.89, compared to the broader market0.501.001.502.00
SB: 0.89
TRMD: 0.84
The chart of Calmar ratio for SB, currently valued at -0.56, compared to the broader market0.001.002.003.004.005.00
SB: -0.56
TRMD: -0.67
The chart of Martin ratio for SB, currently valued at -0.92, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
SB: -0.92
TRMD: -1.21

The current SB Sharpe Ratio is -0.76, which is comparable to the TRMD Sharpe Ratio of -0.97. The chart below compares the historical Sharpe Ratios of SB and TRMD, 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.76
-0.97
SB
TRMD

Dividends

SB vs. TRMD - Dividend Comparison

SB's dividend yield for the trailing twelve months is around 5.95%, less than TRMD's 35.48% yield.


TTM20242023202220212020201920182017201620152014
SB
Safe Bulkers, Inc.
5.95%5.60%5.09%6.87%0.00%0.00%0.00%0.00%0.00%0.00%4.94%5.63%
TRMD
TORM plc
35.48%30.13%23.05%6.99%0.00%14.89%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SB vs. TRMD - Drawdown Comparison

The maximum SB drawdown since its inception was -97.38%, which is greater than TRMD's maximum drawdown of -59.34%. Use the drawdown chart below to compare losses from any high point for SB and TRMD. For additional features, visit the drawdowns tool.


-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%NovemberDecember2025FebruaryMarchApril
-44.59%
-53.26%
SB
TRMD

Volatility

SB vs. TRMD - Volatility Comparison

Safe Bulkers, Inc. (SB) and TORM plc (TRMD) have volatilities of 17.78% and 17.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
17.78%
17.26%
SB
TRMD

Financials

SB vs. TRMD - Financials Comparison

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