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SBLK vs. YYY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SBLK and YYY 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.


-0.50.00.51.00.3

Performance

SBLK vs. YYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Star Bulk Carriers Corp. (SBLK) and Amplify High Income ETF (YYY). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-33.94%
3.20%
SBLK
YYY

Key characteristics

Sharpe Ratio

SBLK:

-0.69

YYY:

1.66

Sortino Ratio

SBLK:

-0.86

YYY:

2.18

Omega Ratio

SBLK:

0.90

YYY:

1.33

Calmar Ratio

SBLK:

-0.21

YYY:

0.97

Martin Ratio

SBLK:

-1.30

YYY:

9.94

Ulcer Index

SBLK:

15.42%

YYY:

1.35%

Daily Std Dev

SBLK:

28.97%

YYY:

8.06%

Max Drawdown

SBLK:

-99.74%

YYY:

-42.52%

Current Drawdown

SBLK:

-96.28%

YYY:

-4.44%

Returns By Period

In the year-to-date period, SBLK achieves a -21.54% return, which is significantly lower than YYY's 12.23% return. Over the past 10 years, SBLK has underperformed YYY with an annualized return of -2.00%, while YYY has yielded a comparatively higher 3.78% annualized return.


SBLK

YTD

-21.54%

1M

-23.10%

6M

-35.73%

1Y

-20.04%

5Y*

17.68%

10Y*

-2.00%

YYY

YTD

12.23%

1M

-2.13%

6M

3.29%

1Y

13.40%

5Y*

2.35%

10Y*

3.78%

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Risk-Adjusted Performance

SBLK vs. YYY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Star Bulk Carriers Corp. (SBLK) and Amplify High Income ETF (YYY). 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 -0.69, compared to the broader market-4.00-2.000.002.00-0.691.66
The chart of Sortino ratio for SBLK, currently valued at -0.86, compared to the broader market-4.00-2.000.002.004.00-0.862.18
The chart of Omega ratio for SBLK, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.33
The chart of Calmar ratio for SBLK, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.300.97
The chart of Martin ratio for SBLK, currently valued at -1.30, compared to the broader market0.0010.0020.00-1.309.94
SBLK
YYY

The current SBLK Sharpe Ratio is -0.69, which is lower than the YYY Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of SBLK and YYY, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.69
1.66
SBLK
YYY

Dividends

SBLK vs. YYY - Dividend Comparison

SBLK's dividend yield for the trailing twelve months is around 16.83%, more than YYY's 12.33% yield.


TTM20232022202120202019201820172016201520142013
SBLK
Star Bulk Carriers Corp.
16.83%7.38%33.80%9.93%0.57%0.42%0.00%0.00%0.00%0.00%0.00%0.00%
YYY
Amplify High Income ETF
12.33%12.39%12.36%9.08%9.79%9.10%9.73%8.83%10.34%10.77%9.54%5.14%

Drawdowns

SBLK vs. YYY - Drawdown Comparison

The maximum SBLK drawdown since its inception was -99.74%, which is greater than YYY's maximum drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for SBLK and YYY. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-66.76%
-4.44%
SBLK
YYY

Volatility

SBLK vs. YYY - Volatility Comparison

Star Bulk Carriers Corp. (SBLK) has a higher volatility of 7.18% compared to Amplify High Income ETF (YYY) at 3.22%. This indicates that SBLK's price experiences larger fluctuations and is considered to be riskier than YYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.18%
3.22%
SBLK
YYY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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