HOG vs. INSW
HOG (Harley-Davidson, Inc.) and INSW (International Seaways, Inc.) are both stocks. HOG operates in Recreational Vehicles (Consumer Cyclical), while INSW operates in Oil & Gas Midstream (Energy). Over the past 5 years, HOG returned -9.61%/yr vs 50.07%/yr for INSW. At a 0.20 correlation, their price movements are largely independent.
Performance
HOG vs. INSW - Performance Comparison
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Returns By Period
In the year-to-date period, HOG achieves a 22.71% return, which is significantly lower than INSW's 98.69% return.
HOG
- 1D
- -3.82%
- 1M
- 4.85%
- YTD
- 22.71%
- 6M
- 20.30%
- 1Y
- 9.04%
- 3Y*
- -7.28%
- 5Y*
- -9.61%
- 10Y*
- -3.14%
INSW
- 1D
- 4.64%
- 1M
- 12.03%
- YTD
- 98.69%
- 6M
- 97.84%
- 1Y
- 148.32%
- 3Y*
- 49.17%
- 5Y*
- 50.07%
- 10Y*
- —
HOG vs. INSW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HOG Harley-Davidson, Inc. | 22.71% | -30.05% | -16.61% | -9.76% | 12.13% | 4.29% | 0.19% | 13.62% | -30.54% | -10.29% |
INSW International Seaways, Inc. | 98.69% | 44.97% | -10.85% | 42.93% | 162.53% | -2.93% | -44.43% | 76.72% | -8.78% | 31.48% |
Correlation
The correlation between HOG 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 | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2016 | 0.20 |
Fundamentals
HOG:
$2.73B
INSW:
$4.40B
HOG:
$1.96
INSW:
$11.01
HOG:
12.60
INSW:
8.03
HOG:
0.92
INSW:
6.49
HOG:
$3.14B
INSW:
$675.87M
HOG:
$994.65M
INSW:
$274.33M
HOG:
$386.96M
INSW:
$525.75M
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Return for Risk
HOG vs. INSW — Risk / Return Rank
HOG
INSW
HOG vs. INSW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harley-Davidson, Inc. (HOG) 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.
| HOG | INSW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.85 | ||
| Sortino ratioReturn per unit of downside risk | -4.08 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.54 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | 0.21 | 9.23 | -9.02 |
| Martin ratioReturn relative to average drawdown | 0.39 | 26.77 | -26.38 |
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Drawdowns
HOG vs. INSW - Drawdown Comparison
The maximum HOG drawdown since its inception was -88.26%, which is greater than INSW's maximum drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for HOG and INSW.
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Drawdown Indicators
| HOG | INSW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.26% | -57.49% | -30.77% |
Max Drawdown (1Y)Largest decline over 1 year | -43.24% | -16.16% | -27.08% |
Max Drawdown (3Y)Largest decline over 3 years | -58.74% | -50.40% | -8.34% |
Max Drawdown (5Y)Largest decline over 5 years | -64.11% | -50.40% | -13.71% |
Max Drawdown (10Y)Largest decline over 10 years | -73.28% | — | — |
Current DrawdownCurrent decline from peak | -54.91% | 0.00% | -54.91% |
Average DrawdownAverage peak-to-trough decline | -24.44% | -20.85% | -3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.18% | 5.63% | +17.55% |
Volatility
HOG vs. INSW - Volatility Comparison
Harley-Davidson, Inc. (HOG) and International Seaways, Inc. (INSW) have volatilities of 11.12% and 11.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HOG | INSW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.12% | 11.01% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 28.19% | 28.32% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.20% | 36.69% | +4.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.43% | 41.12% | -0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.10% | 45.29% | -2.19% |
Dividends
HOG vs. INSW - Dividend Comparison
HOG's dividend yield for the trailing twelve months is around 2.98%, less than INSW's 9.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HOG Harley-Davidson, Inc. | 2.98% | 3.51% | 2.29% | 1.79% | 1.51% | 1.59% | 1.20% | 4.03% | 4.34% | 2.87% | 2.40% | 2.73% |
INSW International Seaways, Inc. | 9.42% | 6.04% | 16.05% | 13.83% | 3.84% | 9.26% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
HOG vs. INSW - Financials Comparison
This section allows you to compare key financial metrics between Harley-Davidson, Inc. 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
HOG 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.
HOG has higher volatility (11.12%) compared to INSW (11.01%). In terms of maximum drawdown, HOG dropped -88.26% vs INSW's -57.49%.
INSW currently has the higher Sharpe Ratio (4.08 vs 0.22), 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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