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

Key characteristics


TNKJAKK
YTD Return-3.25%-14.21%
1Y Return-8.34%24.69%
3Y Return (Ann)53.18%36.17%
5Y Return (Ann)91.80%29.91%
10Y Return (Ann)30.61%-7.32%
Sharpe Ratio-0.180.56
Sortino Ratio-0.021.09
Omega Ratio1.001.17
Calmar Ratio-0.180.35
Martin Ratio-0.450.97
Ulcer Index14.48%33.67%
Daily Std Dev35.07%57.69%
Max Drawdown-90.41%-98.95%
Current Drawdown-36.49%-89.66%

Fundamentals


TNKJAKK
Market Cap$1.60B$335.25M
EPS$12.18$2.95
PE Ratio3.8210.34
PEG Ratio31.592.37
Total Revenue (TTM)$1.19B$687.70M
Gross Profit (TTM)$440.27M$211.02M
EBITDA (TTM)$485.15M$39.71M

Correlation

-0.50.00.51.00.2

The correlation between TNK and JAKK is 0.21, 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

TNK vs. JAKK - Performance Comparison

In the year-to-date period, TNK achieves a -3.25% return, which is significantly higher than JAKK's -14.21% return. Over the past 10 years, TNK has outperformed JAKK with an annualized return of 30.61%, while JAKK has yielded a comparatively lower -7.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
-20.72%
62.47%
TNK
JAKK

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Risk-Adjusted Performance

TNK vs. JAKK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teekay Tankers Ltd. (TNK) and JAKKS Pacific, Inc. (JAKK). 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.


TNK
Sharpe ratio
The chart of Sharpe ratio for TNK, currently valued at -0.18, compared to the broader market-4.00-2.000.002.00-0.18
Sortino ratio
The chart of Sortino ratio for TNK, currently valued at -0.02, compared to the broader market-4.00-2.000.002.004.00-0.02
Omega ratio
The chart of Omega ratio for TNK, currently valued at 1.00, compared to the broader market0.501.001.502.001.00
Calmar ratio
The chart of Calmar ratio for TNK, currently valued at -0.18, compared to the broader market0.002.004.006.00-0.18
Martin ratio
The chart of Martin ratio for TNK, currently valued at -0.45, compared to the broader market-10.000.0010.0020.0030.00-0.45
JAKK
Sharpe ratio
The chart of Sharpe ratio for JAKK, currently valued at 0.56, compared to the broader market-4.00-2.000.002.000.56
Sortino ratio
The chart of Sortino ratio for JAKK, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.001.09
Omega ratio
The chart of Omega ratio for JAKK, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for JAKK, currently valued at 0.35, compared to the broader market0.002.004.006.000.35
Martin ratio
The chart of Martin ratio for JAKK, currently valued at 0.97, compared to the broader market-10.000.0010.0020.0030.000.97

TNK vs. JAKK - Sharpe Ratio Comparison

The current TNK Sharpe Ratio is -0.18, which is lower than the JAKK Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of TNK and JAKK, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.18
0.56
TNK
JAKK

Dividends

TNK vs. JAKK - Dividend Comparison

TNK's dividend yield for the trailing twelve months is around 5.87%, while JAKK has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
TNK
Teekay Tankers Ltd.
5.87%2.97%0.00%0.00%0.00%0.00%3.23%8.57%13.27%1.74%2.37%3.05%
JAKK
JAKKS Pacific, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.08%

Drawdowns

TNK vs. JAKK - Drawdown Comparison

The maximum TNK drawdown since its inception was -90.41%, smaller than the maximum JAKK drawdown of -98.95%. Use the drawdown chart below to compare losses from any high point for TNK and JAKK. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-36.49%
-89.30%
TNK
JAKK

Volatility

TNK vs. JAKK - Volatility Comparison

The current volatility for Teekay Tankers Ltd. (TNK) is 9.16%, while JAKKS Pacific, Inc. (JAKK) has a volatility of 17.29%. This indicates that TNK experiences smaller price fluctuations and is considered to be less risky than JAKK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
9.16%
17.29%
TNK
JAKK

Financials

TNK vs. JAKK - Financials Comparison

This section allows you to compare key financial metrics between Teekay Tankers Ltd. and JAKKS Pacific, 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