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TNK vs. FRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TNK and FRO is 0.55, 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.


-0.50.00.51.00.6

Performance

TNK vs. FRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teekay Tankers Ltd. (TNK) and Frontline Ltd. (FRO). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-43.40%
-44.61%
TNK
FRO

Key characteristics

Sharpe Ratio

TNK:

-0.62

FRO:

-0.73

Sortino Ratio

TNK:

-0.75

FRO:

-0.93

Omega Ratio

TNK:

0.92

FRO:

0.90

Calmar Ratio

TNK:

-0.43

FRO:

-0.32

Martin Ratio

TNK:

-1.02

FRO:

-1.62

Ulcer Index

TNK:

20.84%

FRO:

18.08%

Daily Std Dev

TNK:

34.52%

FRO:

40.27%

Max Drawdown

TNK:

-90.41%

FRO:

-98.40%

Current Drawdown

TNK:

-47.70%

FRO:

-91.17%

Fundamentals

Market Cap

TNK:

$1.30B

FRO:

$3.08B

EPS

TNK:

$12.18

FRO:

$2.46

PE Ratio

TNK:

3.11

FRO:

5.62

PEG Ratio

TNK:

31.59

FRO:

0.00

Total Revenue (TTM)

TNK:

$1.19B

FRO:

$2.04B

Gross Profit (TTM)

TNK:

$440.27M

FRO:

$744.04M

EBITDA (TTM)

TNK:

$485.15M

FRO:

$1.07B

Returns By Period

In the year-to-date period, TNK achieves a -20.31% return, which is significantly higher than FRO's -27.12% return. Over the past 10 years, TNK has outperformed FRO with an annualized return of 26.85%, while FRO has yielded a comparatively lower 7.51% annualized return.


TNK

YTD

-20.31%

1M

-11.77%

6M

-42.16%

1Y

-24.87%

5Y*

12.47%

10Y*

26.85%

FRO

YTD

-27.12%

1M

-33.40%

6M

-44.62%

1Y

-27.98%

5Y*

12.12%

10Y*

7.51%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TNK vs. FRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teekay Tankers Ltd. (TNK) and Frontline Ltd. (FRO). 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 TNK, currently valued at -0.73, compared to the broader market-4.00-2.000.002.00-0.73-0.73
The chart of Sortino ratio for TNK, currently valued at -0.95, compared to the broader market-4.00-2.000.002.004.00-0.95-0.93
The chart of Omega ratio for TNK, currently valued at 0.90, compared to the broader market0.501.001.502.000.900.90
The chart of Calmar ratio for TNK, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.51-0.32
The chart of Martin ratio for TNK, currently valued at -1.18, compared to the broader market0.0010.0020.00-1.18-1.62
TNK
FRO

The current TNK Sharpe Ratio is -0.62, which is comparable to the FRO Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of TNK and FRO, 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
-0.73
-0.73
TNK
FRO

Dividends

TNK vs. FRO - Dividend Comparison

TNK's dividend yield for the trailing twelve months is around 7.21%, less than FRO's 14.62% yield.


TTM20232022202120202019201820172016201520142013
TNK
Teekay Tankers Ltd.
7.21%3.00%0.00%0.00%0.00%0.00%3.23%8.57%13.27%1.74%2.37%3.05%
FRO
Frontline Ltd.
14.62%14.31%1.24%0.00%25.72%0.78%0.00%6.54%14.77%1.67%0.00%0.00%

Drawdowns

TNK vs. FRO - Drawdown Comparison

The maximum TNK drawdown since its inception was -90.41%, smaller than the maximum FRO drawdown of -98.40%. Use the drawdown chart below to compare losses from any high point for TNK and FRO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-47.70%
-91.17%
TNK
FRO

Volatility

TNK vs. FRO - Volatility Comparison

The current volatility for Teekay Tankers Ltd. (TNK) is 7.62%, while Frontline Ltd. (FRO) has a volatility of 15.12%. This indicates that TNK experiences smaller price fluctuations and is considered to be less risky than FRO 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%18.00%JulyAugustSeptemberOctoberNovemberDecember
7.62%
15.12%
TNK
FRO

Financials

TNK vs. FRO - Financials Comparison

This section allows you to compare key financial metrics between Teekay Tankers Ltd. and Frontline 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
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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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