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STNG vs. TRMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between STNG and TRMD is 0.40, 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.


-0.50.00.51.00.4

Performance

STNG vs. TRMD - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-40.70%
-41.28%
STNG
TRMD

Key characteristics

Sharpe Ratio

STNG:

-0.68

TRMD:

-0.72

Sortino Ratio

STNG:

-0.84

TRMD:

-0.88

Omega Ratio

STNG:

0.91

TRMD:

0.90

Calmar Ratio

STNG:

-0.42

TRMD:

-0.49

Martin Ratio

STNG:

-1.19

TRMD:

-1.34

Ulcer Index

STNG:

16.85%

TRMD:

17.55%

Daily Std Dev

STNG:

29.64%

TRMD:

32.63%

Max Drawdown

STNG:

-91.08%

TRMD:

-48.24%

Current Drawdown

STNG:

-46.64%

TRMD:

-47.58%

Fundamentals

Market Cap

STNG:

$2.38B

TRMD:

$2.32B

EPS

STNG:

$13.97

TRMD:

$8.08

PE Ratio

STNG:

3.38

TRMD:

2.94

Total Revenue (TTM)

STNG:

$1.37B

TRMD:

$1.65B

Gross Profit (TTM)

STNG:

$826.28M

TRMD:

$889.07M

EBITDA (TTM)

STNG:

$957.30M

TRMD:

$969.48M

Returns By Period

In the year-to-date period, STNG achieves a -19.04% return, which is significantly higher than TRMD's -24.52% return.


STNG

YTD

-19.04%

1M

-13.07%

6M

-39.53%

1Y

-20.10%

5Y*

7.76%

10Y*

-2.24%

TRMD

YTD

-24.52%

1M

-15.83%

6M

-40.92%

1Y

-23.43%

5Y*

29.90%

10Y*

N/A

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Risk-Adjusted Performance

STNG vs. TRMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Scorpio Tankers Inc. (STNG) and TORM plc (TRMD). 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 -0.68, compared to the broader market-4.00-2.000.002.00-0.68-0.72
The chart of Sortino ratio for STNG, currently valued at -0.84, compared to the broader market-4.00-2.000.002.004.00-0.84-0.88
The chart of Omega ratio for STNG, currently valued at 0.91, compared to the broader market0.501.001.502.000.910.90
The chart of Calmar ratio for STNG, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.47-0.49
The chart of Martin ratio for STNG, currently valued at -1.19, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.19-1.34
STNG
TRMD

The current STNG Sharpe Ratio is -0.68, which is comparable to the TRMD Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of STNG and TRMD, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.68
-0.72
STNG
TRMD

Dividends

STNG vs. TRMD - Dividend Comparison

STNG's dividend yield for the trailing twelve months is around 3.33%, less than TRMD's 38.79% yield.


TTM20232022202120202019201820172016201520142013
STNG
Scorpio Tankers Inc.
3.33%1.73%0.74%3.12%3.57%1.27%2.27%1.31%11.04%6.17%4.49%1.10%
TRMD
TORM plc
38.79%23.05%6.99%0.00%14.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

STNG vs. TRMD - Drawdown Comparison

The maximum STNG drawdown since its inception was -91.08%, which is greater than TRMD's maximum drawdown of -48.24%. Use the drawdown chart below to compare losses from any high point for STNG and TRMD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-41.71%
-47.58%
STNG
TRMD

Volatility

STNG vs. TRMD - Volatility Comparison

The current volatility for Scorpio Tankers Inc. (STNG) is 7.97%, while TORM plc (TRMD) has a volatility of 9.80%. This indicates that STNG experiences smaller price fluctuations and is considered to be less risky than TRMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


7.00%8.00%9.00%10.00%11.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.97%
9.80%
STNG
TRMD

Financials

STNG vs. TRMD - Financials Comparison

This section allows you to compare key financial metrics between Scorpio Tankers Inc. and TORM plc. 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
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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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