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TORO vs. DAC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, TORO achieves a 60.71% return, which is significantly higher than DAC's 38.38% return.


TORO

1D
0.39%
1M
-15.31%
YTD
60.71%
6M
106.96%
1Y
318.00%
3Y*
36.18%
5Y*
10Y*

DAC

1D
-0.33%
1M
4.79%
YTD
38.38%
6M
32.28%
1Y
57.63%
3Y*
33.16%
5Y*
20.11%
10Y*
12.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TORO vs. DAC - Yearly Performance Comparison


2026 (YTD)202520242023
TORO
Toro Ltd
60.71%87.90%-42.89%27.79%
DAC
Danaos Corporation
38.38%22.24%12.41%34.23%

Correlation

The correlation between TORO and DAC is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2023

0.20

Fundamentals

Market Cap

TORO:

$92.81M

DAC:

$2.34B

EPS

TORO:

$0.11

DAC:

$28.34

PE Ratio

TORO:

44.52

DAC:

4.53

PS Ratio

TORO:

13.56

DAC:

2.26

PB Ratio

TORO:

0.57

DAC:

0.60

Total Revenue (TTM)

TORO:

$21.99M

DAC:

$1.04B

Gross Profit (TTM)

TORO:

$4.77M

DAC:

$705.76M

EBITDA (TTM)

TORO:

$321.50K

DAC:

$739.01M

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Toro Ltd

Danaos Corporation

Return for Risk

TORO vs. DAC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TORO
TORO Risk / Return Rank: 9797
Overall Rank
TORO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
TORO Sortino Ratio Rank: 9898
Sortino Ratio Rank
TORO Omega Ratio Rank: 9696
Omega Ratio Rank
TORO Calmar Ratio Rank: 9898
Calmar Ratio Rank
TORO Martin Ratio Rank: 9797
Martin Ratio Rank

DAC
DAC Risk / Return Rank: 9191
Overall Rank
DAC Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DAC Sortino Ratio Rank: 9393
Sortino Ratio Rank
DAC Omega Ratio Rank: 8989
Omega Ratio Rank
DAC Calmar Ratio Rank: 9090
Calmar Ratio Rank
DAC Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TORO vs. DAC - Risk-Adjusted Trends 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.


TORODACDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+1.60

Omega ratioGain probability vs. loss probability

1.61

1.43

+0.18

Calmar ratioReturn relative to maximum drawdown

12.27

4.61

+7.67

Martin ratioReturn relative to average drawdown

25.96

14.74

+11.22

TORO vs. DAC - Sharpe Ratio Comparison

The current TORO Sharpe Ratio is 2.87, which is comparable to the DAC Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of TORO and DAC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TORODACDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.87

2.71

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

-0.03

+0.33

Drawdowns

TORO vs. DAC - Drawdown Comparison

The maximum TORO drawdown since its inception was -71.81%, 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.


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Drawdown Indicators


TORODACDifference

Max Drawdown

Largest peak-to-trough decline

-71.81%

-99.42%

+27.61%

Max Drawdown (1Y)

Largest decline over 1 year

-26.11%

-12.58%

-13.53%

Max Drawdown (3Y)

Largest decline over 3 years

-71.81%

-28.87%

-42.94%

Max Drawdown (5Y)

Largest decline over 5 years

-50.14%

Max Drawdown (10Y)

Largest decline over 10 years

-95.81%

Current Drawdown

Current decline from peak

-24.93%

-67.11%

+42.18%

Average Drawdown

Average peak-to-trough decline

-36.01%

-80.47%

+44.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.32%

3.92%

+8.40%

Volatility

TORO vs. DAC - Volatility Comparison

Toro Ltd (TORO) has a higher volatility of 19.38% compared to Danaos Corporation (DAC) at 7.26%. 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.


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Volatility by Period


TORODACDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.38%

7.26%

+12.12%

Volatility (6M)

Calculated over the trailing 6-month period

75.77%

16.62%

+59.15%

Volatility (1Y)

Calculated over the trailing 1-year period

112.01%

21.45%

+90.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

95.36%

34.65%

+60.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.36%

65.05%

+30.31%

Dividends

TORO vs. DAC - Dividend Comparison

TORO's dividend yield for the trailing twelve months is around 52.06%, more than DAC's 2.77% yield.


PositionTTM20252024202320222021
DAC
Danaos Corporation
2.77%3.66%4.06%4.12%5.70%2.01%
TORO
Toro Ltd
52.06%0.00%0.00%0.00%0.00%0.00%

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


0.0050.00M100.00M150.00M200.00M250.00M20222023202420252026
6.11M
253.70M
(TORO) Total Revenue
(DAC) Total Revenue
Values in USD except per share items

TORO vs. DAC - Profitability Comparison

The chart below illustrates the profitability comparison between Toro Ltd and Danaos Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20222023202420252026
3.2%
59.3%
Portfolio components
TORO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Toro Ltd reported a gross profit of 192.49K and revenue of 6.11M. Therefore, the gross margin over that period was 3.2%.

DAC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Danaos Corporation reported a gross profit of 150.55M and revenue of 253.70M. Therefore, the gross margin over that period was 59.3%.

TORO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Toro Ltd reported an operating income of -945.30K and revenue of 6.11M, resulting in an operating margin of -15.5%.

DAC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Danaos Corporation reported an operating income of 125.20M and revenue of 253.70M, resulting in an operating margin of 49.4%.

TORO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Toro Ltd reported a net income of 2.18M and revenue of 6.11M, resulting in a net margin of 35.7%.

DAC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Danaos Corporation reported a net income of 140.42M and revenue of 253.70M, resulting in a net margin of 55.4%.


Frequently Asked Questions


TORO and DAC have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TORO has higher volatility (19.38%) compared to DAC (7.26%). In terms of maximum drawdown, TORO dropped -71.81% vs DAC's -99.42%.

TORO currently has the higher Sharpe Ratio (2.87 vs 2.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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