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SSTK vs. MPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SSTKMPX
YTD Return-33.66%-3.56%
1Y Return-29.10%10.38%
3Y Return (Ann)-35.40%-2.71%
5Y Return (Ann)-4.21%-3.10%
10Y Return (Ann)-7.12%6.77%
Sharpe Ratio-0.670.25
Sortino Ratio-0.780.65
Omega Ratio0.911.08
Calmar Ratio-0.380.20
Martin Ratio-1.230.90
Ulcer Index22.94%11.30%
Daily Std Dev42.56%40.93%
Max Drawdown-75.29%-83.21%
Current Drawdown-73.56%-43.67%

Fundamentals


SSTKMPX
Market Cap$1.10B$345.05M
EPS$1.02$0.53
PE Ratio30.9318.75
PEG Ratio2.652.44
Total Revenue (TTM)$902.18M$259.61M
Gross Profit (TTM)$519.68M$49.80M
EBITDA (TTM)$130.42M$21.03M

Correlation

-0.50.00.51.00.3

The correlation between SSTK and MPX 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.

Performance

SSTK vs. MPX - Performance Comparison

In the year-to-date period, SSTK achieves a -33.66% return, which is significantly lower than MPX's -3.56% return. Over the past 10 years, SSTK has underperformed MPX with an annualized return of -7.12%, while MPX has yielded a comparatively higher 6.77% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-24.26%
-3.85%
SSTK
MPX

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Risk-Adjusted Performance

SSTK vs. MPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Shutterstock, Inc. (SSTK) and Marine Products Corporation (MPX). 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.


SSTK
Sharpe ratio
The chart of Sharpe ratio for SSTK, currently valued at -0.67, compared to the broader market-4.00-2.000.002.004.00-0.67
Sortino ratio
The chart of Sortino ratio for SSTK, currently valued at -0.78, compared to the broader market-4.00-2.000.002.004.006.00-0.78
Omega ratio
The chart of Omega ratio for SSTK, currently valued at 0.91, compared to the broader market0.501.001.502.000.91
Calmar ratio
The chart of Calmar ratio for SSTK, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.38
Martin ratio
The chart of Martin ratio for SSTK, currently valued at -1.23, compared to the broader market0.0010.0020.0030.00-1.23
MPX
Sharpe ratio
The chart of Sharpe ratio for MPX, currently valued at 0.25, compared to the broader market-4.00-2.000.002.004.000.25
Sortino ratio
The chart of Sortino ratio for MPX, currently valued at 0.65, compared to the broader market-4.00-2.000.002.004.006.000.65
Omega ratio
The chart of Omega ratio for MPX, currently valued at 1.08, compared to the broader market0.501.001.502.001.08
Calmar ratio
The chart of Calmar ratio for MPX, currently valued at 0.20, compared to the broader market0.002.004.006.000.20
Martin ratio
The chart of Martin ratio for MPX, currently valued at 0.90, compared to the broader market0.0010.0020.0030.000.90

SSTK vs. MPX - Sharpe Ratio Comparison

The current SSTK Sharpe Ratio is -0.67, which is lower than the MPX Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of SSTK and MPX, 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-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
-0.67
0.25
SSTK
MPX

Dividends

SSTK vs. MPX - Dividend Comparison

SSTK's dividend yield for the trailing twelve months is around 3.74%, less than MPX's 12.84% yield.


TTM20232022202120202019201820172016201520142013
SSTK
Shutterstock, Inc.
3.74%2.24%1.82%0.76%0.95%0.00%8.33%0.00%0.00%0.00%0.00%0.00%
MPX
Marine Products Corporation
12.84%4.91%4.25%3.68%2.75%4.03%2.96%2.59%1.73%3.31%1.90%1.49%

Drawdowns

SSTK vs. MPX - Drawdown Comparison

The maximum SSTK drawdown since its inception was -75.29%, smaller than the maximum MPX drawdown of -83.21%. Use the drawdown chart below to compare losses from any high point for SSTK and MPX. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%JuneJulyAugustSeptemberOctoberNovember
-73.56%
-43.67%
SSTK
MPX

Volatility

SSTK vs. MPX - Volatility Comparison

Shutterstock, Inc. (SSTK) has a higher volatility of 15.27% compared to Marine Products Corporation (MPX) at 8.34%. This indicates that SSTK's price experiences larger fluctuations and is considered to be riskier than MPX 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
15.27%
8.34%
SSTK
MPX

Financials

SSTK vs. MPX - Financials Comparison

This section allows you to compare key financial metrics between Shutterstock, Inc. and Marine Products Corporation. 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