INSW vs. PMT
INSW (International Seaways, Inc.) and PMT (PennyMac Mortgage Investment Trust) are both stocks. INSW operates in Oil & Gas Midstream (Energy), while PMT operates in REIT - Mortgage (Real Estate). Over the past 5 years, INSW returned 49.22%/yr vs -0.94%/yr for PMT. At a 0.17 correlation, their price movements are largely independent.
Performance
INSW vs. PMT - Performance Comparison
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Returns By Period
In the year-to-date period, INSW achieves a 97.14% return, which is significantly higher than PMT's -9.00% return.
INSW
- 1D
- -2.51%
- 1M
- 11.15%
- YTD
- 97.14%
- 6M
- 99.36%
- 1Y
- 164.42%
- 3Y*
- 48.78%
- 5Y*
- 49.22%
- 10Y*
- —
PMT
- 1D
- 4.08%
- 1M
- 5.14%
- YTD
- -9.00%
- 6M
- -9.65%
- 1Y
- -0.62%
- 3Y*
- 7.58%
- 5Y*
- -0.94%
- 10Y*
- 7.71%
INSW vs. PMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INSW International Seaways, Inc. | 97.14% | 44.97% | -10.85% | 42.93% | 162.53% | -2.93% | -44.43% | 76.72% | -8.78% | 31.48% |
PMT PennyMac Mortgage Investment Trust | -9.00% | 13.23% | -5.38% | 36.11% | -18.07% | 8.47% | -12.99% | 30.33% | 28.04% | 9.42% |
Correlation
The correlation between INSW and PMT is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2016 | 0.17 |
Fundamentals
INSW:
$4.36B
PMT:
$910.88M
INSW:
$11.01
PMT:
$1.52
INSW:
7.97
PMT:
6.88
INSW:
1.26
PMT:
0.05
INSW:
6.44
PMT:
0.86
INSW:
1.99
PMT:
0.49
INSW:
$675.87M
PMT:
$1.06B
INSW:
$274.33M
PMT:
$946.50M
INSW:
$525.75M
PMT:
$966.77M
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Return for Risk
INSW vs. PMT — Risk / Return Rank
INSW
PMT
INSW vs. PMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for International Seaways, Inc. (INSW) and PennyMac Mortgage Investment Trust (PMT). 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 | PMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.58 | ||
| Sortino ratioReturn per unit of downside risk | +4.98 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.02 | +0.57 |
| Calmar ratioReturn relative to maximum drawdown | 10.24 | -0.02 | +10.26 |
| Martin ratioReturn relative to average drawdown | 29.80 | -0.06 | +29.86 |
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Drawdowns
INSW vs. PMT - Drawdown Comparison
The maximum INSW drawdown since its inception was -57.49%, smaller than the maximum PMT drawdown of -75.90%. Use the drawdown chart below to compare losses from any high point for INSW and PMT.
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Drawdown Indicators
| INSW | PMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.49% | -75.90% | +18.41% |
Max Drawdown (1Y)Largest decline over 1 year | -16.16% | -26.14% | +9.98% |
Max Drawdown (3Y)Largest decline over 3 years | -50.40% | -26.14% | -24.26% |
Max Drawdown (5Y)Largest decline over 5 years | -50.40% | -39.81% | -10.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -75.90% | — |
Current DrawdownCurrent decline from peak | -2.51% | -17.31% | +14.80% |
Average DrawdownAverage peak-to-trough decline | -20.84% | -11.59% | -9.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.54% | 10.77% | -5.23% |
Volatility
INSW vs. PMT - Volatility Comparison
International Seaways, Inc. (INSW) and PennyMac Mortgage Investment Trust (PMT) have volatilities of 11.02% and 10.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| INSW | PMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.02% | 10.82% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 28.40% | 23.38% | +5.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.63% | 27.87% | +8.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.10% | 29.80% | +11.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.28% | 45.28% | 0.00% |
Dividends
INSW vs. PMT - Dividend Comparison
INSW's dividend yield for the trailing twelve months is around 9.50%, less than PMT's 20.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INSW International Seaways, Inc. | 9.50% | 6.04% | 16.05% | 13.83% | 3.84% | 9.26% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PMT PennyMac Mortgage Investment Trust | 20.37% | 12.75% | 12.71% | 10.70% | 14.61% | 10.85% | 8.64% | 8.43% | 10.10% | 11.70% | 11.48% | 14.15% |
Financials
INSW vs. PMT - Financials Comparison
This section allows you to compare key financial metrics between International Seaways, Inc. and PennyMac Mortgage Investment Trust. 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 PMT have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
INSW has higher volatility (11.02%) compared to PMT (10.82%). In terms of maximum drawdown, INSW dropped -57.49% vs PMT's -75.90%.
INSW currently has the higher Sharpe Ratio (4.55 vs -0.02), 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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