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

Correlation

The correlation between ASC and INSW is 0.58, 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.


-0.50.00.51.00.6

Performance

ASC vs. INSW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ardmore Shipping Corporation (ASC) and International Seaways, Inc. (INSW). The values are adjusted to include any dividend payments, if applicable.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-46.08%
-40.94%
ASC
INSW

Key characteristics

Sharpe Ratio

ASC:

-0.53

INSW:

-0.72

Sortino Ratio

ASC:

-0.61

INSW:

-0.92

Omega Ratio

ASC:

0.93

INSW:

0.90

Calmar Ratio

ASC:

-0.37

INSW:

-0.48

Martin Ratio

ASC:

-0.88

INSW:

-1.27

Ulcer Index

ASC:

21.10%

INSW:

17.01%

Daily Std Dev

ASC:

35.17%

INSW:

29.78%

Max Drawdown

ASC:

-80.11%

INSW:

-57.49%

Current Drawdown

ASC:

-49.25%

INSW:

-45.20%

Fundamentals

Market Cap

ASC:

$471.37M

INSW:

$1.67B

EPS

ASC:

$3.55

INSW:

$10.33

PE Ratio

ASC:

3.16

INSW:

3.29

PEG Ratio

ASC:

-6.04

INSW:

0.00

Total Revenue (TTM)

ASC:

$445.07M

INSW:

$1.01B

Gross Profit (TTM)

ASC:

$197.12M

INSW:

$581.88M

EBITDA (TTM)

ASC:

$199.62M

INSW:

$678.12M

Returns By Period

In the year-to-date period, ASC achieves a -14.67% return, which is significantly higher than INSW's -19.48% return.


ASC

YTD

-14.67%

1M

-7.19%

6M

-46.08%

1Y

-17.60%

5Y*

8.59%

10Y*

2.56%

INSW

YTD

-19.48%

1M

-20.02%

6M

-40.94%

1Y

-20.98%

5Y*

10.81%

10Y*

N/A

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

ASC vs. INSW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ardmore Shipping Corporation (ASC) and International Seaways, Inc. (INSW). 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 ASC, currently valued at -0.53, compared to the broader market-4.00-2.000.002.00-0.53-0.72
The chart of Sortino ratio for ASC, currently valued at -0.61, compared to the broader market-4.00-2.000.002.004.00-0.61-0.92
The chart of Omega ratio for ASC, currently valued at 0.93, compared to the broader market0.501.001.502.000.930.90
The chart of Calmar ratio for ASC, currently valued at -0.37, compared to the broader market0.002.004.006.00-0.37-0.48
The chart of Martin ratio for ASC, currently valued at -0.88, compared to the broader market0.0010.0020.00-0.88-1.27
ASC
INSW

The current ASC Sharpe Ratio is -0.53, which is comparable to the INSW Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of ASC and INSW, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.53
-0.72
ASC
INSW

Dividends

ASC vs. INSW - Dividend Comparison

ASC's dividend yield for the trailing twelve months is around 9.57%, less than INSW's 17.78% yield.


TTM20232022202120202019201820172016201520142013
ASC
Ardmore Shipping Corporation
9.57%8.16%0.00%0.00%1.53%0.00%0.00%0.00%5.41%4.80%3.34%0.42%
INSW
International Seaways, Inc.
17.78%13.83%3.84%9.26%1.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ASC vs. INSW - Drawdown Comparison

The maximum ASC drawdown since its inception was -80.11%, which is greater than INSW's maximum drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for ASC and INSW. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-49.25%
-45.20%
ASC
INSW

Volatility

ASC vs. INSW - Volatility Comparison

Ardmore Shipping Corporation (ASC) has a higher volatility of 8.99% compared to International Seaways, Inc. (INSW) at 8.12%. This indicates that ASC's price experiences larger fluctuations and is considered to be riskier than INSW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%7.00%8.00%9.00%10.00%11.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
8.99%
8.12%
ASC
INSW

Financials

ASC vs. INSW - Financials Comparison

This section allows you to compare key financial metrics between Ardmore Shipping Corporation and International Seaways, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab