INSW vs. IOO
Compare and contrast key facts about International Seaways, Inc. (INSW) and iShares Global 100 ETF (IOO).
IOO is a passively managed fund by iShares that tracks the performance of the S&P Global 100 Index. It was launched on Dec 5, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: INSW or IOO.
Performance
INSW vs. IOO - Performance Comparison
Returns By Period
In the year-to-date period, INSW achieves a 0.39% return, which is significantly lower than IOO's 24.15% return.
INSW
0.39%
-15.41%
-30.47%
2.40%
17.58%
N/A
IOO
24.15%
-1.45%
7.80%
28.46%
15.79%
11.99%
Key characteristics
| INSW | IOO | |
|---|---|---|
| Sharpe Ratio | 0.02 | 2.05 |
| Sortino Ratio | 0.24 | 2.74 |
| Omega Ratio | 1.03 | 1.38 |
| Calmar Ratio | 0.02 | 2.51 |
| Martin Ratio | 0.05 | 10.37 |
| Ulcer Index | 13.09% | 2.69% |
| Daily Std Dev | 29.57% | 13.64% |
| Max Drawdown | -57.49% | -55.85% |
| Current Drawdown | -31.68% | -2.28% |
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Correlation
The correlation between INSW and IOO is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
INSW vs. IOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for International Seaways, Inc. (INSW) and iShares Global 100 ETF (IOO). 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.
Dividends
INSW vs. IOO - Dividend Comparison
INSW's dividend yield for the trailing twelve months is around 13.90%, more than IOO's 1.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INSW International Seaways, Inc. | 13.90% | 13.83% | 3.84% | 9.26% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IOO iShares Global 100 ETF | 1.09% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% | 3.52% | 2.37% |
Drawdowns
INSW vs. IOO - Drawdown Comparison
The maximum INSW drawdown since its inception was -57.49%, roughly equal to the maximum IOO drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for INSW and IOO. For additional features, visit the drawdowns tool.
Volatility
INSW vs. IOO - Volatility Comparison
International Seaways, Inc. (INSW) has a higher volatility of 9.08% compared to iShares Global 100 ETF (IOO) at 4.24%. This indicates that INSW's price experiences larger fluctuations and is considered to be riskier than IOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.