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

Correlation

The correlation between INSW and VOO 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.


-0.50.00.51.00.2

Performance

INSW vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in International Seaways, Inc. (INSW) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
275.31%
210.75%
INSW
VOO

Key characteristics

Sharpe Ratio

INSW:

-0.70

VOO:

2.25

Sortino Ratio

INSW:

-0.87

VOO:

2.98

Omega Ratio

INSW:

0.90

VOO:

1.42

Calmar Ratio

INSW:

-0.46

VOO:

3.31

Martin Ratio

INSW:

-1.21

VOO:

14.77

Ulcer Index

INSW:

17.24%

VOO:

1.90%

Daily Std Dev

INSW:

29.77%

VOO:

12.46%

Max Drawdown

INSW:

-57.49%

VOO:

-33.99%

Current Drawdown

INSW:

-45.09%

VOO:

-2.47%

Returns By Period

In the year-to-date period, INSW achieves a -19.31% return, which is significantly lower than VOO's 26.02% return.


INSW

YTD

-19.31%

1M

-19.62%

6M

-42.02%

1Y

-22.69%

5Y*

10.85%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

INSW vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for International Seaways, Inc. (INSW) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for INSW, currently valued at -0.70, compared to the broader market-4.00-2.000.002.00-0.702.25
The chart of Sortino ratio for INSW, currently valued at -0.87, compared to the broader market-4.00-2.000.002.004.00-0.872.98
The chart of Omega ratio for INSW, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.42
The chart of Calmar ratio for INSW, currently valued at -0.46, compared to the broader market0.002.004.006.00-0.463.31
The chart of Martin ratio for INSW, currently valued at -1.21, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.2114.77
INSW
VOO

The current INSW Sharpe Ratio is -0.70, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of INSW and VOO, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.70
2.25
INSW
VOO

Dividends

INSW vs. VOO - Dividend Comparison

INSW's dividend yield for the trailing twelve months is around 17.74%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
INSW
International Seaways, Inc.
17.74%13.83%3.84%9.26%1.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

INSW vs. VOO - Drawdown Comparison

The maximum INSW drawdown since its inception was -57.49%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for INSW and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-45.09%
-2.47%
INSW
VOO

Volatility

INSW vs. VOO - Volatility Comparison

International Seaways, Inc. (INSW) has a higher volatility of 8.18% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that INSW's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.18%
3.75%
INSW
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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