INSW vs. COMT

Last updated Jun 5, 2026

INSW (International Seaways, Inc.) is a stock, while COMT (iShares Commodities Select Strategy ETF) is Commodities fund actively managed by iShares. Over the past 5 years, INSW returned 45.07%/yr vs 13.14%/yr for COMT. At a 0.27 correlation, their price movements are largely independent.

Performance

INSW vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in International Seaways, Inc. (INSW) and iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, INSW achieves a 66.68% return, which is significantly higher than COMT's 37.50% return.

INSW

• 1D: 0.67%
• 1M: -10.90%
• YTD: 66.68%
• 6M: 59.39%
• 1Y: 123.68%
• 3Y*: 44.66%
• 5Y*: 45.07%
• 10Y*: —

COMT

• 1D: -1.55%
• 1M: -5.00%
• YTD: 37.50%
• 6M: 36.36%
• 1Y: 45.51%
• 3Y*: 16.18%
• 5Y*: 13.14%
• 10Y*: 8.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

INSW vs. COMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
INSW International Seaways, Inc.	66.68%	44.97%	-10.85%	42.93%	162.53%	-2.93%	-44.43%	76.72%	-8.78%	31.48%
COMT iShares Commodities Select Strategy ETF	37.50%	6.07%	5.96%	-6.56%	19.45%	36.88%	-18.66%	10.81%	-6.67%	11.70%

Correlation

The correlation between INSW and COMT is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (All Time) Calculated using the full available price history since Dec 2, 2016	0.27

The correlation between INSW and COMT shifts across timeframes, from 0.10 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

Return for Risk

INSW vs. COMT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

INSW

INSW Risk / Return Rank: 95
INSW Sharpe Ratio Rank: 96
INSW Sortino Ratio Rank: 95
INSW Omega Ratio Rank: 91
INSW Calmar Ratio Rank: 96
INSW Martin Ratio Rank: 96

COMT

COMT Risk / Return Rank: 70
COMT Sharpe Ratio Rank: 65
COMT Sortino Ratio Rank: 60
COMT Omega Ratio Rank: 64
COMT Calmar Ratio Rank: 91
COMT Martin Ratio Rank: 73

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

INSW vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for International Seaways, Inc. (INSW) and iShares Commodities Select Strategy ETF (COMT). 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.

	INSW	COMT	Difference
Sharpe ratio: Return per unit of total volatility	3.40	2.14	+1.26
Sortino ratio: Return per unit of downside risk	4.15	2.77	+1.38
Omega ratio: Gain probability vs. loss probability	1.47	1.38	+0.09
Calmar ratio: Return relative to maximum drawdown	7.70	5.70	+2.00
Martin ratio: Return relative to average drawdown	22.55	13.42	+9.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

INSW vs. COMT - Sharpe Ratio Comparison

The current INSW Sharpe Ratio is 3.40, which is higher than the COMT Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of INSW and COMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	INSW	COMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.40	2.14	+1.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.10	0.63	+0.48
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.20	+0.41

Drawdowns

INSW vs. COMT - Drawdown Comparison

The maximum INSW drawdown since its inception was -57.49%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for INSW and COMT.

Drawdown Indicators

	INSW	COMT	Difference
Max Drawdown Largest peak-to-trough decline	-57.49%	-51.89%	-5.60%
Max Drawdown (1Y) Largest decline over 1 year	-16.16%	-8.02%	-8.14%
Max Drawdown (3Y) Largest decline over 3 years	-50.40%	-13.31%	-37.09%
Max Drawdown (5Y) Largest decline over 5 years	-50.40%	-29.00%	-21.40%
Max Drawdown (10Y) Largest decline over 10 years	—	-39.22%	—
Current Drawdown Current decline from peak	-14.33%	-6.30%	-8.03%
Average Drawdown Average peak-to-trough decline	-20.90%	-24.06%	+3.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.51%	3.40%	+2.11%

Volatility

INSW vs. COMT - Volatility Comparison

International Seaways, Inc. (INSW) has a higher volatility of 10.99% compared to iShares Commodities Select Strategy ETF (COMT) at 7.46%. This indicates that INSW's price experiences larger fluctuations and is considered to be riskier than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	INSW	COMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.99%	7.46%	+3.53%
Volatility (6M) Calculated over the trailing 6-month period	27.72%	18.88%	+8.84%
Volatility (1Y) Calculated over the trailing 1-year period	36.61%	21.36%	+15.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.01%	21.07%	+19.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.21%	18.89%	+26.32%

Dividends

INSW vs. COMT - Dividend Comparison

INSW's dividend yield for the trailing twelve months is around 5.58%, which matches COMT's 5.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COMT iShares Commodities Select Strategy ETF	5.63%	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.	5.58%	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

Can I hold both INSW and COMT in my portfolio?

INSW and COMT have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, INSW or COMT?

INSW has higher volatility (10.99%) compared to COMT (7.46%). In terms of maximum drawdown, INSW dropped -57.49% vs COMT's -51.89%.

Which has better risk-adjusted returns?

INSW currently has the higher Sharpe Ratio (3.40 vs 2.14), 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.