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TORO vs. DAC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TORO and DAC is 0.14, 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.


-0.50.00.51.00.1

Performance

TORO vs. DAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Toro Ltd (TORO) and Danaos Corporation (DAC). 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%JulyAugustSeptemberOctoberNovemberDecember
-28.57%
43.98%
TORO
DAC

Key characteristics

Sharpe Ratio

TORO:

-0.84

DAC:

0.46

Sortino Ratio

TORO:

-1.36

DAC:

0.80

Omega Ratio

TORO:

0.86

DAC:

1.10

Calmar Ratio

TORO:

-0.70

DAC:

0.13

Martin Ratio

TORO:

-1.18

DAC:

1.06

Ulcer Index

TORO:

37.68%

DAC:

10.19%

Daily Std Dev

TORO:

53.18%

DAC:

23.44%

Max Drawdown

TORO:

-70.24%

DAC:

-99.42%

Current Drawdown

TORO:

-57.17%

DAC:

-81.45%

Fundamentals

Market Cap

TORO:

$56.33M

DAC:

$1.49B

EPS

TORO:

$2.88

DAC:

$28.89

PE Ratio

TORO:

1.02

DAC:

2.68

Total Revenue (TTM)

TORO:

$23.65M

DAC:

$996.31M

Gross Profit (TTM)

TORO:

$7.78M

DAC:

$654.48M

EBITDA (TTM)

TORO:

$7.25M

DAC:

$709.40M

Returns By Period

In the year-to-date period, TORO achieves a -44.11% return, which is significantly lower than DAC's 7.26% return.


TORO

YTD

-44.11%

1M

1.10%

6M

-28.18%

1Y

-48.31%

5Y*

N/A

10Y*

N/A

DAC

YTD

7.26%

1M

-9.61%

6M

-15.37%

1Y

8.45%

5Y*

57.43%

10Y*

1.37%

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Risk-Adjusted Performance

TORO vs. DAC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Toro Ltd (TORO) and Danaos Corporation (DAC). 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 TORO, currently valued at -0.84, compared to the broader market-4.00-2.000.002.00-0.840.46
The chart of Sortino ratio for TORO, currently valued at -1.36, compared to the broader market-4.00-2.000.002.004.00-1.360.80
The chart of Omega ratio for TORO, currently valued at 0.86, compared to the broader market0.501.001.502.000.861.10
The chart of Calmar ratio for TORO, currently valued at -0.70, compared to the broader market0.002.004.006.00-0.700.53
The chart of Martin ratio for TORO, currently valued at -1.18, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.181.06
TORO
DAC

The current TORO Sharpe Ratio is -0.84, which is lower than the DAC Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of TORO and DAC, 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 Ratio-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-0.84
0.46
TORO
DAC

Dividends

TORO vs. DAC - Dividend Comparison

TORO has not paid dividends to shareholders, while DAC's dividend yield for the trailing twelve months is around 4.25%.


TTM202320222021
TORO
Toro Ltd
0.00%0.00%0.00%0.00%
DAC
Danaos Corporation
4.25%4.12%5.70%2.01%

Drawdowns

TORO vs. DAC - Drawdown Comparison

The maximum TORO drawdown since its inception was -70.24%, smaller than the maximum DAC drawdown of -99.42%. Use the drawdown chart below to compare losses from any high point for TORO and DAC. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-57.17%
-19.07%
TORO
DAC

Volatility

TORO vs. DAC - Volatility Comparison

Toro Ltd (TORO) has a higher volatility of 28.99% compared to Danaos Corporation (DAC) at 7.80%. This indicates that TORO's price experiences larger fluctuations and is considered to be riskier than DAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
28.99%
7.80%
TORO
DAC

Financials

TORO vs. DAC - Financials Comparison

This section allows you to compare key financial metrics between Toro Ltd and Danaos 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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