INSW vs. LLY
INSW (International Seaways, Inc.) and LLY (Eli Lilly and Company) are both stocks. INSW operates in Oil & Gas Midstream (Energy), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 5 years, INSW returned 47.47%/yr vs 39.59%/yr for LLY. At a 0.07 correlation, their price movements are largely independent.
Performance
INSW vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, INSW achieves a 84.31% return, which is significantly higher than LLY's 5.78% return.
INSW
- 1D
- 5.13%
- 1M
- 1.50%
- YTD
- 84.31%
- 6M
- 84.31%
- 1Y
- 131.78%
- 3Y*
- 47.96%
- 5Y*
- 47.47%
- 10Y*
- —
LLY
- 1D
- -2.41%
- 1M
- 12.74%
- YTD
- 5.78%
- 6M
- 10.64%
- 1Y
- 39.26%
- 3Y*
- 37.45%
- 5Y*
- 39.59%
- 10Y*
- 33.45%
INSW vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INSW International Seaways, Inc. | 84.31% | 44.97% | -10.85% | 42.93% | 162.53% | -2.93% | -44.43% | 76.72% | -8.78% | 31.48% |
LLY Eli Lilly and Company | 5.78% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
Correlation
The correlation between INSW and LLY is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2016 | 0.07 |
Fundamentals
INSW:
$4.08B
LLY:
$1.02T
INSW:
$11.01
LLY:
$28.14
INSW:
7.45
LLY:
40.26
INSW:
1.17
LLY:
0.81
INSW:
6.02
LLY:
14.08
INSW:
1.86
LLY:
32.54
INSW:
$675.87M
LLY:
$72.25B
INSW:
$274.33M
LLY:
$59.75B
INSW:
$525.75M
LLY:
$32.97B
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Return for Risk
INSW vs. LLY — Risk / Return Rank
INSW
LLY
INSW vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for International Seaways, Inc. (INSW) and Eli Lilly and Company (LLY). 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 | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.81 | ||
| Sortino ratioReturn per unit of downside risk | +2.93 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.22 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 8.85 | 1.72 | +7.13 |
| Martin ratioReturn relative to average drawdown | 24.96 | 4.28 | +20.68 |
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Drawdowns
INSW vs. LLY - Drawdown Comparison
The maximum INSW drawdown since its inception was -57.49%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for INSW and LLY.
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Drawdown Indicators
| INSW | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.49% | -68.24% | +10.75% |
Max Drawdown (1Y)Largest decline over 1 year | -16.16% | -23.64% | +7.48% |
Max Drawdown (3Y)Largest decline over 3 years | -50.40% | -34.48% | -15.92% |
Max Drawdown (5Y)Largest decline over 5 years | -50.40% | -34.48% | -15.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.48% | — |
Current DrawdownCurrent decline from peak | -5.27% | -2.41% | -2.86% |
Average DrawdownAverage peak-to-trough decline | -20.89% | -19.21% | -1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.72% | 9.49% | -3.77% |
Volatility
INSW vs. LLY - Volatility Comparison
International Seaways, Inc. (INSW) has a higher volatility of 10.54% compared to Eli Lilly and Company (LLY) at 9.27%. This indicates that INSW's price experiences larger fluctuations and is considered to be riskier than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| INSW | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.54% | 9.27% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 27.99% | 27.16% | +0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.87% | 38.01% | -1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.05% | 32.46% | +8.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.30% | 30.19% | +15.11% |
Dividends
INSW vs. LLY - Dividend Comparison
INSW's dividend yield for the trailing twelve months is around 10.16%, more than LLY's 0.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INSW International Seaways, Inc. | 10.16% | 6.04% | 16.05% | 13.83% | 3.84% | 9.26% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.57% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
Financials
INSW vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between International Seaways, Inc. and Eli Lilly and Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
INSW and LLY have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
INSW has higher volatility (10.54%) compared to LLY (9.27%). In terms of maximum drawdown, INSW dropped -57.49% vs LLY's -68.24%.
INSW currently has the higher Sharpe Ratio (3.88 vs 1.07), 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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