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

Key characteristics


TNKTK
YTD Return-3.04%50.92%
1Y Return-8.14%44.64%
3Y Return (Ann)53.15%44.46%
5Y Return (Ann)89.23%16.29%
10Y Return (Ann)30.64%-12.92%
Sharpe Ratio-0.150.93
Sortino Ratio0.031.97
Omega Ratio1.001.24
Calmar Ratio-0.150.53
Martin Ratio-0.373.42
Ulcer Index14.30%13.50%
Daily Std Dev35.08%49.62%
Max Drawdown-90.41%-97.03%
Current Drawdown-36.36%-79.82%

Fundamentals


TNKTK
Market Cap$1.60B$733.99M
EPS$12.84$1.51
PE Ratio3.645.40
PEG Ratio31.590.27
Total Revenue (TTM)$948.22M$1.03B
Gross Profit (TTM)$370.98M$380.64M
EBITDA (TTM)$402.65M$404.05M

Correlation

-0.50.00.51.00.5

The correlation between TNK and TK is 0.54, 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. TK - Performance Comparison

In the year-to-date period, TNK achieves a -3.04% return, which is significantly lower than TK's 50.92% return. Over the past 10 years, TNK has outperformed TK with an annualized return of 30.64%, while TK has yielded a comparatively lower -12.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%1,000.00%JuneJulyAugustSeptemberOctoberNovember
551.76%
-67.29%
TNK
TK

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Risk-Adjusted Performance

TNK vs. TK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teekay Tankers Ltd. (TNK) and Teekay Corporation (TK). 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 -0.15, compared to the broader market-4.00-2.000.002.004.00-0.15
Sortino ratio
The chart of Sortino ratio for TNK, currently valued at 0.03, compared to the broader market-4.00-2.000.002.004.000.03
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 -0.15, compared to the broader market0.002.004.006.00-0.15
Martin ratio
The chart of Martin ratio for TNK, currently valued at -0.37, compared to the broader market0.0010.0020.0030.00-0.37
TK
Sharpe ratio
The chart of Sharpe ratio for TK, currently valued at 0.93, compared to the broader market-4.00-2.000.002.004.000.93
Sortino ratio
The chart of Sortino ratio for TK, currently valued at 1.97, compared to the broader market-4.00-2.000.002.004.001.97
Omega ratio
The chart of Omega ratio for TK, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for TK, currently valued at 0.53, compared to the broader market0.002.004.006.000.53
Martin ratio
The chart of Martin ratio for TK, currently valued at 3.42, compared to the broader market0.0010.0020.0030.003.42

TNK vs. TK - Sharpe Ratio Comparison

The current TNK Sharpe Ratio is -0.15, which is lower than the TK Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of TNK and TK, 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
-0.15
0.93
TNK
TK

Dividends

TNK vs. TK - Dividend Comparison

TNK's dividend yield for the trailing twelve months is around 5.86%, less than TK's 27.57% yield.


TTM20232022202120202019201820172016201520142013
TNK
Teekay Tankers Ltd.
5.86%2.97%0.00%0.00%0.00%0.00%3.23%8.57%13.27%1.74%2.37%3.05%
TK
Teekay Corporation
27.57%0.00%0.00%9.16%0.00%1.03%6.59%2.36%2.74%17.55%2.49%2.63%

Drawdowns

TNK vs. TK - Drawdown Comparison

The maximum TNK drawdown since its inception was -90.41%, smaller than the maximum TK drawdown of -97.03%. Use the drawdown chart below to compare losses from any high point for TNK and TK. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-36.36%
-79.82%
TNK
TK

Volatility

TNK vs. TK - Volatility Comparison

The current volatility for Teekay Tankers Ltd. (TNK) is 9.10%, while Teekay Corporation (TK) has a volatility of 15.02%. This indicates that TNK experiences smaller price fluctuations and is considered to be less risky than TK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
9.10%
15.02%
TNK
TK

Financials

TNK vs. TK - Financials Comparison

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