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SFL vs. GSL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SFL vs. GSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SFL Corporation Ltd. (SFL) and Global Ship Lease, Inc. (GSL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SFL achieves a 52.74% return, which is significantly higher than GSL's 14.96% return. Over the past 10 years, SFL has underperformed GSL with an annualized return of 7.79%, while GSL has yielded a comparatively higher 18.22% annualized return.


SFL

1D
2.13%
1M
-4.70%
YTD
52.74%
6M
55.33%
1Y
45.24%
3Y*
18.92%
5Y*
17.49%
10Y*
7.79%

GSL

1D
1.88%
1M
2.68%
YTD
14.96%
6M
16.76%
1Y
62.79%
3Y*
37.22%
5Y*
21.44%
10Y*
18.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SFL vs. GSL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SFL
SFL Corporation Ltd.
52.74%-14.49%-0.83%34.55%23.52%39.84%-51.90%53.41%-24.82%16.81%
GSL
Global Ship Lease, Inc.
14.96%73.47%18.09%28.97%-22.16%100.35%34.65%78.02%-46.55%-22.67%

Correlation

The correlation between SFL and GSL is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.51

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

0.51

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

0.39

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2008

0.34

Over the past year, SFL and GSL have become more correlated (0.57) than their long-term average of 0.34, meaning their price movements have been converging.

Fundamentals

Market Cap

SFL:

$1.53B

GSL:

$1.43B

EPS

SFL:

$0.24

GSL:

$10.76

PE Ratio

SFL:

48.42

GSL:

3.63

PEG Ratio

SFL:

2.74

GSL:

0.13

PS Ratio

SFL:

2.15

GSL:

1.82

PB Ratio

SFL:

1.58

GSL:

0.76

Total Revenue (TTM)

SFL:

$708.94M

GSL:

$770.24M

Gross Profit (TTM)

SFL:

$243.14M

GSL:

$409.23M

EBITDA (TTM)

SFL:

$427.17M

GSL:

$528.32M

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Return for Risk

SFL vs. GSL — Risk / Return Rank

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

SFL
SFL Risk / Return Rank: 7676
Overall Rank
SFL Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SFL Sortino Ratio Rank: 7474
Sortino Ratio Rank
SFL Omega Ratio Rank: 7979
Omega Ratio Rank
SFL Calmar Ratio Rank: 7373
Calmar Ratio Rank
SFL Martin Ratio Rank: 7373
Martin Ratio Rank

GSL
GSL Risk / Return Rank: 8888
Overall Rank
GSL Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
GSL Sortino Ratio Rank: 8989
Sortino Ratio Rank
GSL Omega Ratio Rank: 8787
Omega Ratio Rank
GSL Calmar Ratio Rank: 8787
Calmar Ratio Rank
GSL Martin Ratio Rank: 8989
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.

SFL vs. GSL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SFL Corporation Ltd. (SFL) and Global Ship Lease, Inc. (GSL). 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.


SFLGSLDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-1.09

Omega ratioGain probability vs. loss probability

1.28

1.36

-0.08

Calmar ratioReturn relative to maximum drawdown

1.74

3.69

-1.95

Martin ratioReturn relative to average drawdown

4.13

10.96

-6.83

SFL vs. GSL - Sharpe Ratio Comparison

The current SFL Sharpe Ratio is 1.36, which is lower than the GSL Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of SFL and GSL, 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

SFL vs. GSL - Drawdown Comparison

The maximum SFL drawdown since its inception was -85.65%, smaller than the maximum GSL drawdown of -95.26%. Use the drawdown chart below to compare losses from any high point for SFL and GSL.


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Drawdown Indicators


SFLGSLDifference

Max Drawdown

Largest peak-to-trough decline

-85.65%

-95.26%

+9.61%

Max Drawdown (1Y)

Largest decline over 1 year

-26.06%

-17.09%

-8.97%

Max Drawdown (3Y)

Largest decline over 3 years

-46.05%

-35.82%

-10.23%

Max Drawdown (5Y)

Largest decline over 5 years

-46.05%

-47.50%

+1.45%

Max Drawdown (10Y)

Largest decline over 10 years

-55.33%

-86.50%

+31.17%

Current Drawdown

Current decline from peak

-8.57%

-6.25%

-2.32%

Average Drawdown

Average peak-to-trough decline

-19.93%

-58.64%

+38.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.98%

5.75%

+5.23%

Volatility

SFL vs. GSL - Volatility Comparison

The current volatility for SFL Corporation Ltd. (SFL) is 8.58%, while Global Ship Lease, Inc. (GSL) has a volatility of 9.92%. This indicates that SFL experiences smaller price fluctuations and is considered to be less risky than GSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SFLGSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.58%

9.92%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

20.50%

20.63%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

33.52%

27.85%

+5.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.29%

36.92%

-6.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.64%

54.58%

-20.94%

Dividends

SFL vs. GSL - Dividend Comparison

SFL's dividend yield for the trailing twelve months is around 7.14%, more than GSL's 6.15% yield.


PositionTTM20252024202320222021202020192018201720162015
GSL
Global Ship Lease, Inc.
6.15%6.06%7.56%7.57%8.26%3.27%0.00%0.00%0.00%0.00%0.00%7.69%
SFL
SFL Corporation Ltd.
7.14%12.04%10.47%8.60%9.54%7.73%15.92%9.63%13.30%10.32%12.12%10.50%

Financials

SFL vs. GSL - Financials Comparison

This section allows you to compare key financial metrics between SFL Corporation Ltd. and Global Ship Lease, 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


100.00M150.00M200.00M250.00M20222023202420252026
174.48M
198.08M
(SFL) Total Revenue
(GSL) Total Revenue
Values in USD except per share items

SFL vs. GSL - Profitability Comparison

The chart below illustrates the profitability comparison between SFL Corporation Ltd. and Global Ship Lease, Inc. 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%20222023202420252026
30.1%
53.7%
Portfolio components
SFL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SFL Corporation Ltd. reported a gross profit of 52.45M and revenue of 174.48M. Therefore, the gross margin over that period was 30.1%.

GSL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Global Ship Lease, Inc. reported a gross profit of 106.27M and revenue of 198.08M. Therefore, the gross margin over that period was 53.7%.

SFL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SFL Corporation Ltd. reported an operating income of 44.85M and revenue of 174.48M, resulting in an operating margin of 25.7%.

GSL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Global Ship Lease, Inc. reported an operating income of 97.42M and revenue of 198.08M, resulting in an operating margin of 49.2%.

SFL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SFL Corporation Ltd. reported a net income of 26.08M and revenue of 174.48M, resulting in a net margin of 15.0%.

GSL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Global Ship Lease, Inc. reported a net income of 93.83M and revenue of 198.08M, resulting in a net margin of 47.4%.


Frequently Asked Questions


SFL and GSL have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSL has higher volatility (9.92%) compared to SFL (8.58%). In terms of maximum drawdown, SFL dropped -85.65% vs GSL's -95.26%.

GSL currently has the higher Sharpe Ratio (2.27 vs 1.36), 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 SFL and GSL

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