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SBLK vs. GOGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

SBLK vs. GOGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Star Bulk Carriers Corp. (SBLK) and Golden Ocean Group Limited (GOGL). The values are adjusted to include any dividend payments, if applicable.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-26.60%
-19.29%
SBLK
GOGL

Returns By Period

In the year-to-date period, SBLK achieves a -5.11% return, which is significantly lower than GOGL's 22.66% return. Over the past 10 years, SBLK has outperformed GOGL with an annualized return of -2.94%, while GOGL has yielded a comparatively lower -3.16% annualized return.


SBLK

YTD

-5.11%

1M

-2.97%

6M

-26.61%

1Y

3.81%

5Y (annualized)

24.07%

10Y (annualized)

-2.94%

GOGL

YTD

22.66%

1M

4.11%

6M

-19.28%

1Y

37.35%

5Y (annualized)

27.66%

10Y (annualized)

-3.16%

Fundamentals


SBLKGOGL
Market Cap$2.29B$2.39B
EPS$2.56$1.07
PE Ratio7.4111.15
PEG Ratio1.95131.35
Total Revenue (TTM)$875.73M$751.03M
Gross Profit (TTM)$333.86M$272.97M
EBITDA (TTM)$375.55M$363.20M

Key characteristics


SBLKGOGL
Sharpe Ratio0.131.06
Sortino Ratio0.401.58
Omega Ratio1.051.19
Calmar Ratio0.040.45
Martin Ratio0.322.63
Ulcer Index12.05%14.18%
Daily Std Dev29.82%35.10%
Max Drawdown-99.74%-96.87%
Current Drawdown-95.49%-75.64%

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Correlation

-0.50.00.51.00.5

The correlation between SBLK and GOGL is 0.52, 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

SBLK vs. GOGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Star Bulk Carriers Corp. (SBLK) and Golden Ocean Group Limited (GOGL). 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 SBLK, currently valued at 0.13, compared to the broader market-4.00-2.000.002.004.000.131.06
The chart of Sortino ratio for SBLK, currently valued at 0.40, compared to the broader market-4.00-2.000.002.004.000.401.58
The chart of Omega ratio for SBLK, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.19
The chart of Calmar ratio for SBLK, currently valued at 0.04, compared to the broader market0.002.004.006.000.040.45
The chart of Martin ratio for SBLK, currently valued at 0.32, compared to the broader market0.0010.0020.0030.000.322.63
SBLK
GOGL

The current SBLK Sharpe Ratio is 0.13, which is lower than the GOGL Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of SBLK and GOGL, 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.13
1.06
SBLK
GOGL

Dividends

SBLK vs. GOGL - Dividend Comparison

SBLK's dividend yield for the trailing twelve months is around 11.38%, more than GOGL's 8.98% yield.


TTM20232022202120202019201820172016201520142013
SBLK
Star Bulk Carriers Corp.
11.38%7.38%33.80%9.93%0.57%0.42%0.00%0.00%0.00%0.00%0.00%0.00%
GOGL
Golden Ocean Group Limited
8.98%5.12%27.04%17.20%1.08%5.60%7.32%0.00%0.00%0.00%15.34%8.47%

Drawdowns

SBLK vs. GOGL - Drawdown Comparison

The maximum SBLK drawdown since its inception was -99.74%, roughly equal to the maximum GOGL drawdown of -96.87%. Use the drawdown chart below to compare losses from any high point for SBLK and GOGL. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%JuneJulyAugustSeptemberOctoberNovember
-95.49%
-75.64%
SBLK
GOGL

Volatility

SBLK vs. GOGL - Volatility Comparison

The current volatility for Star Bulk Carriers Corp. (SBLK) is 8.49%, while Golden Ocean Group Limited (GOGL) has a volatility of 10.18%. This indicates that SBLK experiences smaller price fluctuations and is considered to be less risky than GOGL 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
8.49%
10.18%
SBLK
GOGL

Financials

SBLK vs. GOGL - Financials Comparison

This section allows you to compare key financial metrics between Star Bulk Carriers Corp. and Golden Ocean Group Limited. 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