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

Key characteristics


TNKSMCI
YTD Return-3.25%-8.43%
1Y Return-8.34%2.08%
3Y Return (Ann)53.18%78.00%
5Y Return (Ann)91.80%66.19%
10Y Return (Ann)30.61%22.67%
Sharpe Ratio-0.180.06
Sortino Ratio-0.020.86
Omega Ratio1.001.12
Calmar Ratio-0.180.08
Martin Ratio-0.450.16
Ulcer Index14.48%36.05%
Daily Std Dev35.07%104.52%
Max Drawdown-90.41%-78.09%
Current Drawdown-36.49%-78.09%

Fundamentals


TNKSMCI
Market Cap$1.60B$15.24B
EPS$12.18$2.00
PE Ratio3.8213.02
PEG Ratio31.590.76
Total Revenue (TTM)$1.19B$12.82B
Gross Profit (TTM)$440.27M$1.76B
EBITDA (TTM)$485.15M$1.11B

Correlation

-0.50.00.51.00.3

The correlation between TNK and SMCI is 0.26, 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. SMCI - Performance Comparison

In the year-to-date period, TNK achieves a -3.25% return, which is significantly higher than SMCI's -8.43% return. Over the past 10 years, TNK has outperformed SMCI with an annualized return of 30.61%, while SMCI has yielded a comparatively lower 22.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-60.00%-40.00%-20.00%0.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-20.72%
-68.23%
TNK
SMCI

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

TNK vs. SMCI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teekay Tankers Ltd. (TNK) and Super Micro Computer, Inc. (SMCI). 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
SMCI
Sharpe ratio
The chart of Sharpe ratio for SMCI, currently valued at 0.06, compared to the broader market-4.00-2.000.002.000.06
Sortino ratio
The chart of Sortino ratio for SMCI, currently valued at 0.86, compared to the broader market-4.00-2.000.002.004.000.86
Omega ratio
The chart of Omega ratio for SMCI, currently valued at 1.12, compared to the broader market0.501.001.502.001.12
Calmar ratio
The chart of Calmar ratio for SMCI, currently valued at 0.07, compared to the broader market0.002.004.006.000.08
Martin ratio
The chart of Martin ratio for SMCI, currently valued at 0.16, compared to the broader market-10.000.0010.0020.0030.000.16

TNK vs. SMCI - Sharpe Ratio Comparison

The current TNK Sharpe Ratio is -0.18, which is lower than the SMCI Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of TNK and SMCI, 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 Ratio0.001.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
-0.18
0.06
TNK
SMCI

Dividends

TNK vs. SMCI - Dividend Comparison

TNK's dividend yield for the trailing twelve months is around 5.87%, while SMCI 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%
SMCI
Super Micro Computer, 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. SMCI - Drawdown Comparison

The maximum TNK drawdown since its inception was -90.41%, which is greater than SMCI's maximum drawdown of -78.09%. Use the drawdown chart below to compare losses from any high point for TNK and SMCI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-36.49%
-78.09%
TNK
SMCI

Volatility

TNK vs. SMCI - Volatility Comparison

The current volatility for Teekay Tankers Ltd. (TNK) is 9.16%, while Super Micro Computer, Inc. (SMCI) has a volatility of 46.60%. This indicates that TNK experiences smaller price fluctuations and is considered to be less risky than SMCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
9.16%
46.60%
TNK
SMCI

Financials

TNK vs. SMCI - Financials Comparison

This section allows you to compare key financial metrics between Teekay Tankers Ltd. and Super Micro Computer, 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