PMT vs. INSW
Compare and contrast key facts about PennyMac Mortgage Investment Trust (PMT) and International Seaways, Inc. (INSW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PMT or INSW.
Key characteristics
| PMT | INSW | |
|---|---|---|
| YTD Return | -3.85% | 0.53% |
| 1Y Return | 9.33% | -1.74% |
| 3Y Return (Ann) | 0.56% | 45.47% |
| 5Y Return (Ann) | 0.35% | 18.66% |
| Sharpe Ratio | 0.38 | -0.04 |
| Sortino Ratio | 0.62 | 0.15 |
| Omega Ratio | 1.09 | 1.02 |
| Calmar Ratio | 0.61 | -0.04 |
| Martin Ratio | 1.28 | -0.10 |
| Ulcer Index | 6.90% | 12.21% |
| Daily Std Dev | 23.49% | 29.47% |
| Max Drawdown | -75.90% | -57.49% |
| Current Drawdown | -8.79% | -31.58% |
Fundamentals
| PMT | INSW | |
|---|---|---|
| Market Cap | $1.15B | $2.09B |
| EPS | $1.38 | $10.33 |
| PE Ratio | 9.57 | 4.12 |
| PEG Ratio | 2.12 | 0.00 |
| Total Revenue (TTM) | $1.55B | $837.73M |
| Gross Profit (TTM) | $1.41B | $411.87M |
| EBITDA (TTM) | $473.62M | $744.47M |
Correlation
The correlation between PMT and INSW is 0.18, 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.
Performance
PMT vs. INSW - Performance Comparison
In the year-to-date period, PMT achieves a -3.85% return, which is significantly lower than INSW's 0.53% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PMT vs. INSW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PennyMac Mortgage Investment Trust (PMT) 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.
Dividends
PMT vs. INSW - Dividend Comparison
PMT's dividend yield for the trailing twelve months is around 12.12%, less than INSW's 13.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PMT PennyMac Mortgage Investment Trust | 12.12% | 10.70% | 14.61% | 10.85% | 8.64% | 8.43% | 10.10% | 11.70% | 11.48% | 14.15% | 14.18% | 9.93% |
INSW International Seaways, Inc. | 13.88% | 13.83% | 3.84% | 9.26% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PMT vs. INSW - Drawdown Comparison
The maximum PMT drawdown since its inception was -75.90%, which is greater than INSW's maximum drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for PMT and INSW. For additional features, visit the drawdowns tool.
Volatility
PMT vs. INSW - Volatility Comparison
The current volatility for PennyMac Mortgage Investment Trust (PMT) is 4.92%, while International Seaways, Inc. (INSW) has a volatility of 9.64%. This indicates that PMT 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.
Financials
PMT vs. INSW - Financials Comparison
This section allows you to compare key financial metrics between PennyMac Mortgage Investment Trust 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.
Total Revenue: Total amount of money received from sales and other business activities