INSW vs. IXC
INSW (International Seaways, Inc.) is a stock, while IXC (iShares Global Energy ETF) is Energy Equities fund tracking the S&P Global 1200 Energy Capped Index. Over the past 5 years, INSW returned 51.47%/yr vs 18.91%/yr for IXC. At a 0.39 correlation, their price movements are largely independent.
Performance
INSW vs. IXC - Performance Comparison
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Returns By Period
In the year-to-date period, INSW achieves a 98.85% return, which is significantly higher than IXC's 23.35% return.
INSW
- 1D
- 6.63%
- 1M
- 13.42%
- 6M
- 77.43%
- YTD
- 98.85%
- 1Y
- 149.26%
- 3Y*
- 48.58%
- 5Y*
- 51.47%
- 10Y*
- —
IXC
- 1D
- 0.51%
- 1M
- -4.24%
- 6M
- 20.68%
- YTD
- 23.35%
- 1Y
- 29.02%
- 3Y*
- 14.69%
- 5Y*
- 18.91%
- 10Y*
- 8.83%
INSW vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INSW International Seaways, Inc. | 98.85% | 44.97% | -10.85% | 42.93% | 162.53% | -2.93% | -44.43% | 76.72% | -8.78% | 31.48% |
IXC iShares Global Energy ETF | 23.35% | 13.98% | 1.95% | 3.92% | 48.51% | 40.88% | -31.00% | 12.67% | -14.85% | 5.54% |
Correlation
The correlation between INSW and IXC is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2016 | 0.39 |
The correlation between INSW and IXC shifts across timeframes, from 0.23 (1 year) to 0.41 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
INSW vs. IXC — Risk / Return Rank
INSW
IXC
INSW vs. IXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for International Seaways, Inc. (INSW) and iShares Global Energy ETF (IXC). 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 | IXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.43 | ||
| Sortino ratioReturn per unit of downside risk | +2.43 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.26 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 9.38 | 1.95 | +7.43 |
| Martin ratioReturn relative to average drawdown | 25.88 | 6.26 | +19.62 |
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Drawdowns
INSW vs. IXC - Drawdown Comparison
The maximum INSW drawdown since its inception was -57.49%, smaller than the maximum IXC drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for INSW and IXC.
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Drawdown Indicators
| INSW | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.49% | -67.88% | +10.39% |
Max Drawdown (1Y)Largest decline over 1 year | -16.16% | -15.36% | -0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -50.40% | -19.06% | -31.34% |
Max Drawdown (5Y)Largest decline over 5 years | -50.40% | -24.93% | -25.47% |
Max Drawdown (10Y)Largest decline over 10 years | — | -64.16% | — |
Current DrawdownCurrent decline from peak | -1.67% | -11.22% | +9.55% |
Average DrawdownAverage peak-to-trough decline | -20.78% | -17.45% | -3.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.85% | 4.78% | +1.07% |
Volatility
INSW vs. IXC - Volatility Comparison
International Seaways, Inc. (INSW) has a higher volatility of 16.78% compared to iShares Global Energy ETF (IXC) at 6.59%. This indicates that INSW's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| INSW | IXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.78% | 6.59% | +10.19% |
Volatility (6M)Calculated over the trailing 6-month period | 29.47% | 15.86% | +13.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.18% | 19.18% | +19.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.38% | 23.45% | +17.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.41% | 26.81% | +18.60% |
Dividends
INSW vs. IXC - Dividend Comparison
INSW's dividend yield for the trailing twelve months is around 9.41%, more than IXC's 3.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INSW International Seaways, Inc. | 9.41% | 6.04% | 16.05% | 13.83% | 3.84% | 9.26% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IXC iShares Global Energy ETF | 3.08% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
Frequently Asked Questions
INSW and IXC have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
INSW has higher volatility (16.78%) compared to IXC (6.59%). In terms of maximum drawdown, INSW dropped -57.49% vs IXC's -67.88%.
INSW currently has the higher Sharpe Ratio (3.99 vs 1.56), 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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