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JRS vs. INSW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JRS and INSW is 0.14, 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.


-0.50.00.51.00.1

Performance

JRS vs. INSW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Real Estate Income Fund (JRS) and International Seaways, Inc. (INSW). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
63.71%
275.31%
JRS
INSW

Key characteristics

Sharpe Ratio

JRS:

1.01

INSW:

-0.70

Sortino Ratio

JRS:

1.42

INSW:

-0.87

Omega Ratio

JRS:

1.18

INSW:

0.90

Calmar Ratio

JRS:

0.60

INSW:

-0.46

Martin Ratio

JRS:

4.83

INSW:

-1.21

Ulcer Index

JRS:

3.96%

INSW:

17.24%

Daily Std Dev

JRS:

19.00%

INSW:

29.77%

Max Drawdown

JRS:

-87.89%

INSW:

-57.49%

Current Drawdown

JRS:

-15.79%

INSW:

-45.09%

Fundamentals

Returns By Period

In the year-to-date period, JRS achieves a 15.30% return, which is significantly higher than INSW's -19.31% return.


JRS

YTD

15.30%

1M

-8.38%

6M

15.95%

1Y

19.11%

5Y*

3.86%

10Y*

5.38%

INSW

YTD

-19.31%

1M

-19.62%

6M

-42.02%

1Y

-22.69%

5Y*

10.85%

10Y*

N/A

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Risk-Adjusted Performance

JRS vs. INSW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Real Estate Income Fund (JRS) and International Seaways, Inc. (INSW). 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 JRS, currently valued at 1.01, compared to the broader market-4.00-2.000.002.001.01-0.70
The chart of Sortino ratio for JRS, currently valued at 1.42, compared to the broader market-4.00-2.000.002.004.001.42-0.87
The chart of Omega ratio for JRS, currently valued at 1.18, compared to the broader market0.501.001.502.001.180.90
The chart of Calmar ratio for JRS, currently valued at 0.60, compared to the broader market0.002.004.006.000.60-0.46
The chart of Martin ratio for JRS, currently valued at 4.83, compared to the broader market-5.000.005.0010.0015.0020.0025.004.83-1.21
JRS
INSW

The current JRS Sharpe Ratio is 1.01, which is higher than the INSW Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of JRS and INSW, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.01
-0.70
JRS
INSW

Dividends

JRS vs. INSW - Dividend Comparison

JRS's dividend yield for the trailing twelve months is around 8.18%, less than INSW's 17.74% yield.


TTM20232022202120202019201820172016201520142013
JRS
Nuveen Real Estate Income Fund
8.18%8.70%11.06%5.93%9.00%7.16%9.99%8.88%9.10%9.04%7.83%9.93%
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%

Drawdowns

JRS vs. INSW - Drawdown Comparison

The maximum JRS drawdown since its inception was -87.89%, which is greater than INSW's maximum drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for JRS and INSW. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.79%
-45.09%
JRS
INSW

Volatility

JRS vs. INSW - Volatility Comparison

The current volatility for Nuveen Real Estate Income Fund (JRS) is 7.29%, while International Seaways, Inc. (INSW) has a volatility of 8.18%. This indicates that JRS experiences smaller price fluctuations and is considered to be less risky than INSW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.29%
8.18%
JRS
INSW

Financials

JRS vs. INSW - Financials Comparison

This section allows you to compare key financial metrics between Nuveen Real Estate Income Fund and International Seaways, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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