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TRMD vs. FRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TRMD and FRO is 0.42, 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.


-0.50.00.51.00.4

Performance

TRMD vs. FRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TORM plc (TRMD) and Frontline Ltd. (FRO). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
368.01%
399.98%
TRMD
FRO

Key characteristics

Sharpe Ratio

TRMD:

-0.73

FRO:

-0.69

Sortino Ratio

TRMD:

-0.91

FRO:

-0.85

Omega Ratio

TRMD:

0.90

FRO:

0.91

Calmar Ratio

TRMD:

-0.50

FRO:

-0.30

Martin Ratio

TRMD:

-1.36

FRO:

-1.51

Ulcer Index

TRMD:

17.55%

FRO:

18.36%

Daily Std Dev

TRMD:

32.61%

FRO:

40.23%

Max Drawdown

TRMD:

-48.24%

FRO:

-98.40%

Current Drawdown

TRMD:

-47.92%

FRO:

-91.14%

Fundamentals

Market Cap

TRMD:

$2.32B

FRO:

$3.08B

EPS

TRMD:

$8.08

FRO:

$2.46

PE Ratio

TRMD:

2.94

FRO:

5.62

Total Revenue (TTM)

TRMD:

$1.65B

FRO:

$2.04B

Gross Profit (TTM)

TRMD:

$889.07M

FRO:

$744.04M

EBITDA (TTM)

TRMD:

$969.48M

FRO:

$1.07B

Returns By Period

In the year-to-date period, TRMD achieves a -25.01% return, which is significantly higher than FRO's -26.90% return.


TRMD

YTD

-25.01%

1M

-16.72%

6M

-41.67%

1Y

-29.14%

5Y*

29.76%

10Y*

N/A

FRO

YTD

-26.90%

1M

-32.41%

6M

-45.21%

1Y

-29.74%

5Y*

12.18%

10Y*

7.85%

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Risk-Adjusted Performance

TRMD vs. FRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TORM plc (TRMD) and Frontline Ltd. (FRO). 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 TRMD, currently valued at -0.73, compared to the broader market-4.00-2.000.002.00-0.73-0.69
The chart of Sortino ratio for TRMD, currently valued at -0.91, compared to the broader market-4.00-2.000.002.004.00-0.91-0.85
The chart of Omega ratio for TRMD, currently valued at 0.90, compared to the broader market0.501.001.502.000.900.91
The chart of Calmar ratio for TRMD, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.50-0.55
The chart of Martin ratio for TRMD, currently valued at -1.36, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.36-1.51
TRMD
FRO

The current TRMD Sharpe Ratio is -0.73, which is comparable to the FRO Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of TRMD and FRO, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.73
-0.69
TRMD
FRO

Dividends

TRMD vs. FRO - Dividend Comparison

TRMD's dividend yield for the trailing twelve months is around 39.05%, more than FRO's 14.57% yield.


TTM202320222021202020192018201720162015
TRMD
TORM plc
39.05%23.05%6.99%0.00%14.89%0.00%0.00%0.00%0.00%0.00%
FRO
Frontline Ltd.
14.57%14.31%1.24%0.00%25.72%0.78%0.00%6.54%14.77%1.67%

Drawdowns

TRMD vs. FRO - Drawdown Comparison

The maximum TRMD drawdown since its inception was -48.24%, smaller than the maximum FRO drawdown of -98.40%. Use the drawdown chart below to compare losses from any high point for TRMD and FRO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-47.92%
-50.62%
TRMD
FRO

Volatility

TRMD vs. FRO - Volatility Comparison

The current volatility for TORM plc (TRMD) is 9.65%, while Frontline Ltd. (FRO) has a volatility of 15.27%. This indicates that TRMD experiences smaller price fluctuations and is considered to be less risky than FRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
9.65%
15.27%
TRMD
FRO

Financials

TRMD vs. FRO - Financials Comparison

This section allows you to compare key financial metrics between TORM plc and Frontline Ltd.. 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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