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

Performance

TNK vs. MPTI - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
-40.51%
88.76%
TNK
MPTI

Returns By Period

In the year-to-date period, TNK achieves a -12.56% return, which is significantly lower than MPTI's 74.51% return.


TNK

YTD

-12.56%

1M

-20.98%

6M

-40.51%

1Y

-15.78%

5Y (annualized)

78.87%

10Y (annualized)

28.65%

MPTI

YTD

74.51%

1M

23.39%

6M

88.76%

1Y

83.18%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


TNKMPTI
Market Cap$1.47B$171.95M
EPS$12.18$2.00
PE Ratio3.5130.00
PEG Ratio31.590.91
Total Revenue (TTM)$1.19B$46.98M
Gross Profit (TTM)$440.27M$21.28M
EBITDA (TTM)$485.15M$7.43M

Key characteristics


TNKMPTI
Sharpe Ratio-0.380.81
Sortino Ratio-0.341.48
Omega Ratio0.961.19
Calmar Ratio-0.311.37
Martin Ratio-0.793.04
Ulcer Index16.95%20.41%
Daily Std Dev35.21%76.54%
Max Drawdown-90.41%-46.41%
Current Drawdown-42.61%0.00%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.0-0.0

The correlation between TNK and MPTI is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Risk-Adjusted Performance

TNK vs. MPTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teekay Tankers Ltd. (TNK) and M-tron Industries Inc (MPTI). 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 -0.38, compared to the broader market-4.00-2.000.002.004.00-0.380.81
The chart of Sortino ratio for TNK, currently valued at -0.34, compared to the broader market-4.00-2.000.002.004.00-0.341.48
The chart of Omega ratio for TNK, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.19
The chart of Calmar ratio for TNK, currently valued at -0.31, compared to the broader market0.002.004.006.00-0.311.37
The chart of Martin ratio for TNK, currently valued at -0.79, compared to the broader market0.0010.0020.0030.00-0.793.04
TNK
MPTI

The current TNK Sharpe Ratio is -0.38, which is lower than the MPTI Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of TNK and MPTI, 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
-0.38
0.81
TNK
MPTI

Dividends

TNK vs. MPTI - Dividend Comparison

TNK's dividend yield for the trailing twelve months is around 6.57%, while MPTI has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
TNK
Teekay Tankers Ltd.
6.57%3.00%0.00%0.00%0.00%0.00%3.23%8.57%13.27%1.74%2.37%3.05%
MPTI
M-tron Industries Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TNK vs. MPTI - Drawdown Comparison

The maximum TNK drawdown since its inception was -90.41%, which is greater than MPTI's maximum drawdown of -46.41%. Use the drawdown chart below to compare losses from any high point for TNK and MPTI. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-42.61%
0
TNK
MPTI

Volatility

TNK vs. MPTI - Volatility Comparison

The current volatility for Teekay Tankers Ltd. (TNK) is 6.21%, while M-tron Industries Inc (MPTI) has a volatility of 19.20%. This indicates that TNK experiences smaller price fluctuations and is considered to be less risky than MPTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
6.21%
19.20%
TNK
MPTI

Financials

TNK vs. MPTI - Financials Comparison

This section allows you to compare key financial metrics between Teekay Tankers Ltd. and M-tron Industries 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