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STLD vs. ZIM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

STLD vs. ZIM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Steel Dynamics, Inc. (STLD) and ZIM Integrated Shipping Services Ltd. (ZIM). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
9.33%
32.61%
STLD
ZIM

Returns By Period

In the year-to-date period, STLD achieves a 24.04% return, which is significantly lower than ZIM's 160.78% return.


STLD

YTD

24.04%

1M

9.98%

6M

9.33%

1Y

30.44%

5Y (annualized)

37.76%

10Y (annualized)

22.98%

ZIM

YTD

160.78%

1M

-0.45%

6M

32.61%

1Y

273.02%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


STLDZIM
Market Cap$21.93B$3.25B
EPS$11.42-$16.30
Total Revenue (TTM)$17.90B$5.43B
Gross Profit (TTM)$3.07B$1.26B
EBITDA (TTM)$2.72B$1.91B

Key characteristics


STLDZIM
Sharpe Ratio0.963.29
Sortino Ratio1.653.12
Omega Ratio1.191.42
Calmar Ratio1.123.20
Martin Ratio2.5215.07
Ulcer Index12.07%17.97%
Daily Std Dev31.84%82.45%
Max Drawdown-87.05%-84.68%
Current Drawdown-6.07%-40.16%

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Correlation

-0.50.00.51.00.2

The correlation between STLD and ZIM is 0.24, 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.

Risk-Adjusted Performance

STLD vs. ZIM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Steel Dynamics, Inc. (STLD) and ZIM Integrated Shipping Services Ltd. (ZIM). 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 STLD, currently valued at 0.96, compared to the broader market-4.00-2.000.002.004.000.963.29
The chart of Sortino ratio for STLD, currently valued at 1.65, compared to the broader market-4.00-2.000.002.004.001.653.12
The chart of Omega ratio for STLD, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.42
The chart of Calmar ratio for STLD, currently valued at 1.12, compared to the broader market0.002.004.006.001.123.20
The chart of Martin ratio for STLD, currently valued at 2.52, compared to the broader market0.0010.0020.0030.002.5215.07
STLD
ZIM

The current STLD Sharpe Ratio is 0.96, which is lower than the ZIM Sharpe Ratio of 3.29. The chart below compares the historical Sharpe Ratios of STLD and ZIM, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.96
3.29
STLD
ZIM

Dividends

STLD vs. ZIM - Dividend Comparison

STLD's dividend yield for the trailing twelve months is around 1.25%, less than ZIM's 4.79% yield.


TTM20232022202120202019201820172016201520142013
STLD
Steel Dynamics, Inc.
1.25%1.44%1.39%1.68%2.71%2.82%2.50%1.44%1.57%3.09%2.33%2.25%
ZIM
ZIM Integrated Shipping Services Ltd.
4.79%64.84%160.27%7.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

STLD vs. ZIM - Drawdown Comparison

The maximum STLD drawdown since its inception was -87.05%, roughly equal to the maximum ZIM drawdown of -84.68%. Use the drawdown chart below to compare losses from any high point for STLD and ZIM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.07%
-40.16%
STLD
ZIM

Volatility

STLD vs. ZIM - Volatility Comparison

The current volatility for Steel Dynamics, Inc. (STLD) is 15.96%, while ZIM Integrated Shipping Services Ltd. (ZIM) has a volatility of 18.13%. This indicates that STLD experiences smaller price fluctuations and is considered to be less risky than ZIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
15.96%
18.13%
STLD
ZIM

Financials

STLD vs. ZIM - Financials Comparison

This section allows you to compare key financial metrics between Steel Dynamics, Inc. and ZIM Integrated Shipping Services Ltd.. 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