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

Key characteristics


TNKLPG
YTD Return-3.25%-28.94%
1Y Return-8.34%-18.12%
3Y Return (Ann)53.18%59.10%
5Y Return (Ann)91.80%33.75%
10Y Return (Ann)30.61%13.84%
Sharpe Ratio-0.18-0.45
Sortino Ratio-0.02-0.40
Omega Ratio1.000.95
Calmar Ratio-0.18-0.43
Martin Ratio-0.45-0.89
Ulcer Index14.48%20.39%
Daily Std Dev35.07%40.36%
Max Drawdown-90.41%-78.31%
Current Drawdown-36.49%-42.09%

Fundamentals


TNKLPG
Market Cap$1.60B$1.23B
EPS$12.18$7.57
PE Ratio3.823.81
PEG Ratio31.59-1.02
Total Revenue (TTM)$1.19B$498.69M
Gross Profit (TTM)$440.27M$342.16M
EBITDA (TTM)$485.15M$336.04M

Correlation

-0.50.00.51.00.4

The correlation between TNK and LPG is 0.45, 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.

Performance

TNK vs. LPG - Performance Comparison

In the year-to-date period, TNK achieves a -3.25% return, which is significantly higher than LPG's -28.94% return. Over the past 10 years, TNK has outperformed LPG with an annualized return of 30.61%, while LPG has yielded a comparatively lower 13.84% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-20.72%
-29.90%
TNK
LPG

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Risk-Adjusted Performance

TNK vs. LPG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teekay Tankers Ltd. (TNK) and Dorian LPG Ltd. (LPG). 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 -0.24, compared to the broader market-4.00-2.000.002.00-0.24
Sortino ratio
The chart of Sortino ratio for TNK, currently valued at -0.11, compared to the broader market-4.00-2.000.002.004.00-0.11
Omega ratio
The chart of Omega ratio for TNK, currently valued at 0.99, compared to the broader market0.501.001.502.000.99
Calmar ratio
The chart of Calmar ratio for TNK, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.23
Martin ratio
The chart of Martin ratio for TNK, currently valued at -0.57, compared to the broader market-10.000.0010.0020.0030.00-0.57
LPG
Sharpe ratio
The chart of Sharpe ratio for LPG, currently valued at -0.45, compared to the broader market-4.00-2.000.002.00-0.45
Sortino ratio
The chart of Sortino ratio for LPG, currently valued at -0.40, compared to the broader market-4.00-2.000.002.004.00-0.40
Omega ratio
The chart of Omega ratio for LPG, currently valued at 0.95, compared to the broader market0.501.001.502.000.95
Calmar ratio
The chart of Calmar ratio for LPG, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.43
Martin ratio
The chart of Martin ratio for LPG, currently valued at -0.89, compared to the broader market-10.000.0010.0020.0030.00-0.89

TNK vs. LPG - Sharpe Ratio Comparison

The current TNK Sharpe Ratio is -0.18, which is higher than the LPG Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of TNK and LPG, 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
-0.24
-0.45
TNK
LPG

Dividends

TNK vs. LPG - Dividend Comparison

TNK's dividend yield for the trailing twelve months is around 5.87%, less than LPG's 13.87% yield.


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%
LPG
Dorian LPG Ltd.
13.87%9.12%29.02%7.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TNK vs. LPG - Drawdown Comparison

The maximum TNK drawdown since its inception was -90.41%, which is greater than LPG's maximum drawdown of -78.31%. Use the drawdown chart below to compare losses from any high point for TNK and LPG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-36.49%
-42.09%
TNK
LPG

Volatility

TNK vs. LPG - Volatility Comparison

Teekay Tankers Ltd. (TNK) has a higher volatility of 8.76% compared to Dorian LPG Ltd. (LPG) at 8.06%. This indicates that TNK's price experiences larger fluctuations and is considered to be riskier than LPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
8.76%
8.06%
TNK
LPG

Financials

TNK vs. LPG - Financials Comparison

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