BDNNY vs. INSW
BDNNY (Boliden AB ADR) and INSW (International Seaways, Inc.) are both stocks. BDNNY operates in Other Industrial Metals & Mining (Basic Materials), while INSW operates in Oil & Gas Midstream (Energy). Over the past 5 years, BDNNY returned 12.11%/yr vs 49.44%/yr for INSW. At a 0.12 correlation, their price movements are largely independent.
Performance
BDNNY vs. INSW - Performance Comparison
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Returns By Period
In the year-to-date period, BDNNY achieves a 4.10% return, which is significantly lower than INSW's 102.22% return.
BDNNY
- 1D
- -4.56%
- 1M
- -1.19%
- YTD
- 4.10%
- 6M
- 5.22%
- 1Y
- 91.23%
- 3Y*
- 27.55%
- 5Y*
- 12.11%
- 10Y*
- 16.00%
INSW
- 1D
- 1.78%
- 1M
- 14.02%
- YTD
- 102.22%
- 6M
- 105.09%
- 1Y
- 159.64%
- 3Y*
- 50.05%
- 5Y*
- 49.44%
- 10Y*
- —
BDNNY vs. INSW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDNNY Boliden AB ADR | 4.10% | 99.12% | -9.06% | -10.79% | 2.01% | 16.35% | 40.33% | 16.52% | -32.29% | 36.21% |
INSW International Seaways, Inc. | 102.22% | 44.97% | -10.85% | 42.93% | 162.53% | -2.93% | -44.43% | 76.72% | -8.78% | 31.48% |
Correlation
The correlation between BDNNY and INSW is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2016 | 0.12 |
Fundamentals
BDNNY:
$16.00B
INSW:
$4.47B
BDNNY:
SEK 77.44
INSW:
$11.01
BDNNY:
14.00
INSW:
8.18
BDNNY:
1.32
INSW:
1.29
BDNNY:
1.55
INSW:
6.60
BDNNY:
1.90
INSW:
2.04
BDNNY:
SEK 99.33B
INSW:
$675.87M
BDNNY:
SEK 17.63B
INSW:
$274.33M
BDNNY:
SEK 25.40B
INSW:
$525.75M
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Return for Risk
BDNNY vs. INSW — Risk / Return Rank
BDNNY
INSW
BDNNY vs. INSW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boliden AB ADR (BDNNY) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BDNNY | INSW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.52 | ||
| Sortino ratioReturn per unit of downside risk | -2.76 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.58 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.29 | 9.94 | -7.64 |
| Martin ratioReturn relative to average drawdown | 6.08 | 28.95 | -22.87 |
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Drawdowns
BDNNY vs. INSW - Drawdown Comparison
The maximum BDNNY drawdown since its inception was -55.33%, roughly equal to the maximum INSW drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for BDNNY and INSW.
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Drawdown Indicators
| BDNNY | INSW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.33% | -57.49% | +2.16% |
Max Drawdown (1Y)Largest decline over 1 year | -39.97% | -16.16% | -23.81% |
Max Drawdown (3Y)Largest decline over 3 years | -39.97% | -50.40% | +10.43% |
Max Drawdown (5Y)Largest decline over 5 years | -47.71% | -50.40% | +2.69% |
Max Drawdown (10Y)Largest decline over 10 years | -55.33% | — | — |
Current DrawdownCurrent decline from peak | -28.37% | 0.00% | -28.37% |
Average DrawdownAverage peak-to-trough decline | -23.93% | -20.84% | -3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.05% | 5.56% | +9.49% |
Volatility
BDNNY vs. INSW - Volatility Comparison
Boliden AB ADR (BDNNY) has a higher volatility of 17.18% compared to International Seaways, Inc. (INSW) at 10.84%. This indicates that BDNNY'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.
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Volatility by Period
| BDNNY | INSW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.18% | 10.84% | +6.34% |
Volatility (6M)Calculated over the trailing 6-month period | 44.56% | 28.23% | +16.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.81% | 36.64% | +12.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.93% | 41.12% | +3.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.12% | 45.28% | +3.84% |
Dividends
BDNNY vs. INSW - Dividend Comparison
BDNNY's dividend yield for the trailing twelve months is around 2.12%, less than INSW's 9.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
BDNNY Boliden AB ADR | 2.12% | 0.00% | 2.62% | 8.16% | 7.07% | 6.73% | 1.91% | 5.22% |
INSW International Seaways, Inc. | 9.26% | 6.04% | 16.05% | 13.83% | 3.84% | 9.26% | 1.47% | 0.00% |
Financials
BDNNY vs. INSW - Financials Comparison
This section allows you to compare key financial metrics between Boliden AB ADR 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BDNNY and INSW have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BDNNY has higher volatility (17.18%) compared to INSW (10.84%). In terms of maximum drawdown, BDNNY dropped -55.33% vs INSW's -57.49%.
INSW currently has the higher Sharpe Ratio (4.40 vs 1.88), 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.
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