INSW vs. XLE
Compare and contrast key facts about International Seaways, Inc. (INSW) and Energy Select Sector SPDR Fund (XLE).
XLE is a passively managed fund by State Street that tracks the performance of the Energy Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: INSW or XLE.
Performance
INSW vs. XLE - Performance Comparison
Returns By Period
In the year-to-date period, INSW achieves a 0.41% return, which is significantly lower than XLE's 17.31% return.
INSW
0.41%
-16.21%
-30.49%
0.84%
17.78%
N/A
XLE
17.31%
6.25%
3.41%
17.24%
15.71%
4.85%
Key characteristics
| INSW | XLE | |
|---|---|---|
| Sharpe Ratio | 0.07 | 1.11 |
| Sortino Ratio | 0.31 | 1.58 |
| Omega Ratio | 1.03 | 1.20 |
| Calmar Ratio | 0.06 | 1.48 |
| Martin Ratio | 0.15 | 3.45 |
| Ulcer Index | 12.79% | 5.71% |
| Daily Std Dev | 29.63% | 17.64% |
| Max Drawdown | -57.49% | -71.54% |
| Current Drawdown | -31.66% | -0.53% |
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Correlation
The correlation between INSW and XLE is 0.41, 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.
Risk-Adjusted Performance
INSW vs. XLE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for International Seaways, Inc. (INSW) and Energy Select Sector SPDR Fund (XLE). 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.
Dividends
INSW vs. XLE - Dividend Comparison
INSW's dividend yield for the trailing twelve months is around 13.90%, more than XLE's 3.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INSW International Seaways, Inc. | 13.90% | 13.83% | 3.84% | 9.26% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLE Energy Select Sector SPDR Fund | 3.10% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
Drawdowns
INSW vs. XLE - Drawdown Comparison
The maximum INSW drawdown since its inception was -57.49%, smaller than the maximum XLE drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for INSW and XLE. For additional features, visit the drawdowns tool.
Volatility
INSW vs. XLE - Volatility Comparison
International Seaways, Inc. (INSW) has a higher volatility of 9.33% compared to Energy Select Sector SPDR Fund (XLE) at 4.93%. This indicates that INSW's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.