COMT vs. INSW
COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) is Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index, while INSW (International Seaways, Inc.) is a stock. Over the past 5 years, COMT returned 11.49%/yr vs 56.61%/yr for INSW. Their 0.26 correlation means their historical movements had little consistent relationship.
Performance
COMT vs. INSW - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, COMT achieves a 31.11% return, which is significantly lower than INSW's 116.16% return.
COMT
- 1D
- -0.06%
- 1M
- 8.35%
- 6M
- 19.02%
- YTD
- 31.11%
- 1Y
- 31.84%
- 3Y*
- 10.95%
- 5Y*
- 11.49%
- 10Y*
- 9.00%
- ALL TIME*
- 3.41%
INSW
- 1D
- 1.02%
- 1M
- 23.66%
- 6M
- 75.93%
- YTD
- 116.16%
- 1Y
- 171.90%
- 3Y*
- 47.43%
- 5Y*
- 56.61%
- 10Y*
- —
- ALL TIME*
- 29.02%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.08M | $10.46M | $14.41M | |
| $46.42M | $43.17M | $49.32M |
COMT vs. INSW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 31.11% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
INSW International Seaways, Inc. | 116.16% | 44.97% | -10.85% | 42.93% | 162.53% | -2.93% | -44.43% | 76.72% | -8.78% | 31.48% |
Correlation
The correlation between COMT and INSW is 0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.03 |
Correlation (3Y) Balances recent behavior with more history. | 0.22 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.26 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2016 | 0.26 |
Over the past year, the correlation between COMT and INSW has dropped to 0.03 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
COMT vs. INSW — Risk / Return Rank
COMT
INSW
COMT vs. INSW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) 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.
| COMT | INSW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.08 | ||
| Sortino ratioReturn per unit of downside risk | -2.87 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.59 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 10.70 | -8.88 |
| Martin ratioReturn relative to average drawdown | 5.69 | 29.60 | -23.91 |
Loading charts...
Drawdowns
COMT vs. INSW - Drawdown Comparison
The maximum COMT drawdown since its inception was -51.89%, smaller than the maximum INSW drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for COMT and INSW.
Loading charts...
Drawdown Indicators
| COMT | INSW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -57.49% | +5.60% |
Max Drawdown (1Y)Largest decline over 1 year | -17.57% | -16.16% | -1.41% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | -50.40% | +32.83% |
Max Drawdown (5Y)Largest decline over 5 years | -29.00% | -50.40% | +21.40% |
Max Drawdown (10Y)Largest decline over 10 years | -39.22% | — | — |
Current DrawdownCurrent decline from peak | -10.65% | 0.00% | -10.65% |
Average DrawdownAverage peak-to-trough decline | -23.90% | -20.66% | -3.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.63% | 5.83% | -0.20% |
Volatility
COMT vs. INSW - Volatility Comparison
The current volatility for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) is 5.08%, while International Seaways, Inc. (INSW) has a volatility of 13.15%. This indicates that COMT experiences smaller price fluctuations and is considered to be less risky than INSW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| COMT | INSW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 13.15% | -8.07% |
Volatility (6M)Calculated over the trailing 6-month period | 19.62% | 29.53% | -9.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.67% | 38.05% | -16.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.10% | 40.83% | -19.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.86% | 45.33% | -26.47% |
Dividends
COMT vs. INSW - Dividend Comparison
COMT's dividend yield for the trailing twelve months is around 5.90%, less than INSW's 8.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.90% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
INSW International Seaways, Inc. | 8.66% | 6.04% | 16.05% | 13.83% | 3.84% | 9.26% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
COMT and INSW have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
INSW has higher volatility (13.15%) compared to COMT (5.08%). In terms of maximum drawdown, COMT dropped -51.89% vs INSW's -57.49%.
INSW currently has the higher Sharpe Ratio (4.56 vs 1.48), 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.
Find the right allocation for COMT and INSW
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer