INSW vs. CORN
INSW (International Seaways, Inc.) is a stock, while CORN (Teucrium Corn Fund) is Agricultural Commodities fund tracking the Teucrium Corn Fund Benchmark. Over the past 5 years, INSW returned 56.61%/yr vs -2.59%/yr for CORN. Their 0.07 correlation means their historical movements had little consistent relationship.
Performance
INSW vs. CORN - Performance Comparison
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Returns By Period
In the year-to-date period, INSW achieves a 116.16% return, which is significantly higher than CORN's -0.45% return.
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%
CORN
- 1D
- -0.62%
- 1M
- 4.13%
- 6M
- 0.97%
- YTD
- -0.45%
- 1Y
- 2.24%
- 3Y*
- -8.35%
- 5Y*
- -2.59%
- 10Y*
- -0.54%
- ALL TIME*
- -2.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.63M | $5.32M | $8.06M | |
| $46.42M | $43.17M | $49.32M |
INSW vs. CORN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INSW International Seaways, Inc. | 116.16% | 44.97% | -10.85% | 42.93% | 162.53% | -2.93% | -44.43% | 76.72% | -8.78% | 31.48% |
CORN Teucrium Corn Fund | -0.45% | -5.54% | -12.98% | -19.90% | 25.02% | 38.25% | 5.27% | -7.79% | -4.28% | -10.38% |
Correlation
The correlation between INSW and CORN is -0.00, 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. | -0.00 |
Correlation (3Y) Balances recent behavior with more history. | 0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.07 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2016 | 0.07 |
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Return for Risk
INSW vs. CORN — Risk / Return Rank
INSW
CORN
INSW vs. CORN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for International Seaways, Inc. (INSW) and Teucrium Corn Fund (CORN). 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.
| INSW | CORN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.42 | ||
| Sortino ratioReturn per unit of downside risk | +4.62 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.04 | +0.55 |
| Calmar ratioReturn relative to maximum drawdown | 10.70 | 0.16 | +10.54 |
| Martin ratioReturn relative to average drawdown | 29.60 | 0.47 | +29.13 |
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Drawdowns
INSW vs. CORN - Drawdown Comparison
The maximum INSW drawdown since its inception was -57.49%, smaller than the maximum CORN drawdown of -78.09%. Use the drawdown chart below to compare losses from any high point for INSW and CORN.
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Drawdown Indicators
| INSW | CORN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.49% | -78.09% | +20.60% |
Max Drawdown (1Y)Largest decline over 1 year | -16.16% | -13.86% | -2.30% |
Max Drawdown (3Y)Largest decline over 3 years | -50.40% | -28.70% | -21.70% |
Max Drawdown (5Y)Largest decline over 5 years | -50.40% | -45.19% | -5.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.19% | — |
Current DrawdownCurrent decline from peak | 0.00% | -66.49% | +66.49% |
Average DrawdownAverage peak-to-trough decline | -20.66% | -51.23% | +30.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.83% | 4.79% | +1.04% |
Volatility
INSW vs. CORN - Volatility Comparison
International Seaways, Inc. (INSW) has a higher volatility of 13.15% compared to Teucrium Corn Fund (CORN) at 5.91%. This indicates that INSW's price experiences larger fluctuations and is considered to be riskier than CORN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| INSW | CORN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.15% | 5.91% | +7.24% |
Volatility (6M)Calculated over the trailing 6-month period | 29.53% | 12.60% | +16.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.05% | 15.83% | +22.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.83% | 19.20% | +21.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.33% | 19.27% | +26.06% |
Dividends
INSW vs. CORN - Dividend Comparison
INSW's dividend yield for the trailing twelve months is around 8.66%, while CORN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CORN Teucrium Corn Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
INSW International Seaways, Inc. | 8.66% | 6.04% | 16.05% | 13.83% | 3.84% | 9.26% | 1.47% |
Frequently Asked Questions
INSW and CORN have a correlation of -0.00, 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 CORN (5.91%). In terms of maximum drawdown, INSW dropped -57.49% vs CORN's -78.09%.
INSW currently has the higher Sharpe Ratio (4.56 vs 0.14), 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.
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