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INSW vs. JRS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between INSW and JRS is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

INSW vs. JRS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in International Seaways, Inc. (INSW) and Nuveen Real Estate Income Fund (JRS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

INSW:

-0.77

JRS:

0.64

Sortino Ratio

INSW:

-1.01

JRS:

0.95

Omega Ratio

INSW:

0.89

JRS:

1.14

Calmar Ratio

INSW:

-0.61

JRS:

0.44

Martin Ratio

INSW:

-1.01

JRS:

1.68

Ulcer Index

INSW:

30.15%

JRS:

8.41%

Daily Std Dev

INSW:

40.69%

JRS:

22.37%

Max Drawdown

INSW:

-57.49%

JRS:

-87.88%

Current Drawdown

INSW:

-33.11%

JRS:

-17.13%

Fundamentals

Returns By Period

In the year-to-date period, INSW achieves a 10.24% return, which is significantly higher than JRS's -5.23% return.


INSW

YTD

10.24%

1M

16.32%

6M

-2.13%

1Y

-31.19%

3Y*

31.98%

5Y*

22.98%

10Y*

N/A

JRS

YTD

-5.23%

1M

4.71%

6M

-9.34%

1Y

14.12%

3Y*

3.02%

5Y*

12.02%

10Y*

5.19%

*Annualized

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International Seaways, Inc.

Nuveen Real Estate Income Fund

Risk-Adjusted Performance

INSW vs. JRS — Risk-Adjusted Performance Rank

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

INSW
The Risk-Adjusted Performance Rank of INSW is 1515
Overall Rank
The Sharpe Ratio Rank of INSW is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of INSW is 1212
Sortino Ratio Rank
The Omega Ratio Rank of INSW is 1515
Omega Ratio Rank
The Calmar Ratio Rank of INSW is 1313
Calmar Ratio Rank
The Martin Ratio Rank of INSW is 2525
Martin Ratio Rank

JRS
The Risk-Adjusted Performance Rank of JRS is 6969
Overall Rank
The Sharpe Ratio Rank of JRS is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of JRS is 6464
Sortino Ratio Rank
The Omega Ratio Rank of JRS is 6666
Omega Ratio Rank
The Calmar Ratio Rank of JRS is 7171
Calmar Ratio Rank
The Martin Ratio Rank of JRS is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

INSW vs. JRS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for International Seaways, Inc. (INSW) and Nuveen Real Estate Income Fund (JRS). 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.


The current INSW Sharpe Ratio is -0.77, which is lower than the JRS Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of INSW and JRS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

INSW vs. JRS - Dividend Comparison

INSW's dividend yield for the trailing twelve months is around 13.28%, more than JRS's 8.49% yield.


TTM20242023202220212020201920182017201620152014
INSW
International Seaways, Inc.
13.28%16.05%13.83%3.84%9.26%1.47%0.00%0.00%0.00%0.00%0.00%0.00%
JRS
Nuveen Real Estate Income Fund
8.49%7.88%8.70%11.06%5.93%9.00%7.16%9.99%8.88%9.10%9.04%7.83%

Drawdowns

INSW vs. JRS - Drawdown Comparison

The maximum INSW drawdown since its inception was -57.49%, smaller than the maximum JRS drawdown of -87.88%. Use the drawdown chart below to compare losses from any high point for INSW and JRS. For additional features, visit the drawdowns tool.


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Volatility

INSW vs. JRS - Volatility Comparison

International Seaways, Inc. (INSW) has a higher volatility of 8.97% compared to Nuveen Real Estate Income Fund (JRS) at 5.52%. This indicates that INSW's price experiences larger fluctuations and is considered to be riskier than JRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

INSW vs. JRS - Financials Comparison

This section allows you to compare key financial metrics between International Seaways, Inc. and Nuveen Real Estate Income Fund. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


50.00M100.00M150.00M200.00M250.00M300.00M20212022202320242025
183.39M
(INSW) Total Revenue
(JRS) Total Revenue
Values in USD except per share items