PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
STNG vs. DHT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between STNG and DHT is 0.51, 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.


-0.50.00.51.00.5

Performance

STNG vs. DHT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Scorpio Tankers Inc. (STNG) and DHT Holdings, Inc. (DHT). The values are adjusted to include any dividend payments, if applicable.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-45.42%
-55.52%
STNG
DHT

Key characteristics

Sharpe Ratio

STNG:

-0.71

DHT:

-0.13

Sortino Ratio

STNG:

-0.90

DHT:

0.04

Omega Ratio

STNG:

0.90

DHT:

1.00

Calmar Ratio

STNG:

-0.44

DHT:

-0.04

Martin Ratio

STNG:

-1.25

DHT:

-0.40

Ulcer Index

STNG:

16.86%

DHT:

9.48%

Daily Std Dev

STNG:

29.59%

DHT:

30.70%

Max Drawdown

STNG:

-91.08%

DHT:

-98.26%

Current Drawdown

STNG:

-47.27%

DHT:

-90.41%

Fundamentals

Market Cap

STNG:

$2.38B

DHT:

$1.45B

EPS

STNG:

$13.97

DHT:

$1.00

PE Ratio

STNG:

3.38

DHT:

9.00

PEG Ratio

STNG:

-0.22

DHT:

3.77

Total Revenue (TTM)

STNG:

$1.37B

DHT:

$589.29M

Gross Profit (TTM)

STNG:

$826.28M

DHT:

$217.38M

EBITDA (TTM)

STNG:

$957.30M

DHT:

$234.34M

Returns By Period

In the year-to-date period, STNG achieves a -19.99% return, which is significantly lower than DHT's -0.21% return. Over the past 10 years, STNG has underperformed DHT with an annualized return of -2.62%, while DHT has yielded a comparatively higher 10.55% annualized return.


STNG

YTD

-19.99%

1M

-9.56%

6M

-41.40%

1Y

-24.66%

5Y*

6.81%

10Y*

-2.62%

DHT

YTD

-0.21%

1M

-13.24%

6M

-19.71%

1Y

-5.14%

5Y*

13.63%

10Y*

10.55%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

STNG vs. DHT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Scorpio Tankers Inc. (STNG) and DHT Holdings, Inc. (DHT). 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 STNG, currently valued at -0.71, compared to the broader market-4.00-2.000.002.00-0.71-0.13
The chart of Sortino ratio for STNG, currently valued at -0.90, compared to the broader market-4.00-2.000.002.004.00-0.900.04
The chart of Omega ratio for STNG, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.00
The chart of Calmar ratio for STNG, currently valued at -0.44, compared to the broader market0.002.004.006.00-0.44-0.06
The chart of Martin ratio for STNG, currently valued at -1.25, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.25-0.40
STNG
DHT

The current STNG Sharpe Ratio is -0.71, which is lower than the DHT Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of STNG and DHT, 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
-0.71
-0.13
STNG
DHT

Dividends

STNG vs. DHT - Dividend Comparison

STNG's dividend yield for the trailing twelve months is around 3.37%, less than DHT's 11.17% yield.


TTM20232022202120202019201820172016201520142013
STNG
Scorpio Tankers Inc.
3.37%1.73%0.74%3.12%3.57%1.27%2.27%1.31%11.04%6.17%4.49%1.10%
DHT
DHT Holdings, Inc.
11.17%11.72%1.35%2.50%25.81%2.42%2.04%5.57%17.15%6.55%1.09%1.17%

Drawdowns

STNG vs. DHT - Drawdown Comparison

The maximum STNG drawdown since its inception was -91.08%, smaller than the maximum DHT drawdown of -98.26%. Use the drawdown chart below to compare losses from any high point for STNG and DHT. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-47.27%
-65.95%
STNG
DHT

Volatility

STNG vs. DHT - Volatility Comparison

The current volatility for Scorpio Tankers Inc. (STNG) is 7.70%, while DHT Holdings, Inc. (DHT) has a volatility of 8.90%. This indicates that STNG experiences smaller price fluctuations and is considered to be less risky than DHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%7.00%8.00%9.00%10.00%11.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.70%
8.90%
STNG
DHT

Financials

STNG vs. DHT - Financials Comparison

This section allows you to compare key financial metrics between Scorpio Tankers Inc. and DHT Holdings, 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab