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INSW vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between INSW and VGT 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.


-0.50.00.51.0
Correlation: 0.2

Performance

INSW vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in International Seaways, Inc. (INSW) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
300.07%
404.33%
INSW
VGT

Key characteristics

Sharpe Ratio

INSW:

-0.72

VGT:

0.37

Sortino Ratio

INSW:

-0.94

VGT:

0.71

Omega Ratio

INSW:

0.89

VGT:

1.10

Calmar Ratio

INSW:

-0.58

VGT:

0.41

Martin Ratio

INSW:

-1.02

VGT:

1.41

Ulcer Index

INSW:

28.68%

VGT:

7.90%

Daily Std Dev

INSW:

40.92%

VGT:

29.95%

Max Drawdown

INSW:

-57.49%

VGT:

-54.63%

Current Drawdown

INSW:

-41.46%

VGT:

-15.44%

Returns By Period

In the year-to-date period, INSW achieves a -3.52% return, which is significantly higher than VGT's -11.99% return.


INSW

YTD

-3.52%

1M

-1.02%

6M

-21.05%

1Y

-30.15%

5Y*

14.66%

10Y*

N/A

VGT

YTD

-11.99%

1M

-2.96%

6M

-8.98%

1Y

10.91%

5Y*

19.45%

10Y*

18.64%

*Annualized

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Risk-Adjusted Performance

INSW vs. VGT — 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 1717
Overall Rank
The Sharpe Ratio Rank of INSW is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of INSW is 1414
Sortino Ratio Rank
The Omega Ratio Rank of INSW is 1717
Omega Ratio Rank
The Calmar Ratio Rank of INSW is 1515
Calmar Ratio Rank
The Martin Ratio Rank of INSW is 2828
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 5050
Overall Rank
The Sharpe Ratio Rank of VGT is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5050
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 5050
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5353
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 4848
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. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for International Seaways, Inc. (INSW) and Vanguard Information Technology ETF (VGT). 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 chart of Sharpe ratio for INSW, currently valued at -0.72, compared to the broader market-2.00-1.000.001.002.003.00
INSW: -0.72
VGT: 0.37
The chart of Sortino ratio for INSW, currently valued at -0.94, compared to the broader market-6.00-4.00-2.000.002.004.00
INSW: -0.94
VGT: 0.71
The chart of Omega ratio for INSW, currently valued at 0.89, compared to the broader market0.501.001.502.00
INSW: 0.89
VGT: 1.10
The chart of Calmar ratio for INSW, currently valued at -0.58, compared to the broader market0.001.002.003.004.005.00
INSW: -0.58
VGT: 0.41
The chart of Martin ratio for INSW, currently valued at -1.02, compared to the broader market-5.000.005.0010.0015.0020.00
INSW: -1.02
VGT: 1.41

The current INSW Sharpe Ratio is -0.72, which is lower than the VGT Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of INSW and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.72
0.37
INSW
VGT

Dividends

INSW vs. VGT - Dividend Comparison

INSW's dividend yield for the trailing twelve months is around 15.17%, more than VGT's 0.58% yield.


TTM20242023202220212020201920182017201620152014
INSW
International Seaways, Inc.
15.17%16.05%13.83%3.84%9.26%1.47%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.58%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

INSW vs. VGT - Drawdown Comparison

The maximum INSW drawdown since its inception was -57.49%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for INSW and VGT. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-41.46%
-15.44%
INSW
VGT

Volatility

INSW vs. VGT - Volatility Comparison

International Seaways, Inc. (INSW) has a higher volatility of 21.43% compared to Vanguard Information Technology ETF (VGT) at 19.16%. This indicates that INSW's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.43%
19.16%
INSW
VGT