PW vs. INSW
PW (Power REIT) and INSW (International Seaways, Inc.) are both stocks. PW operates in REIT - Specialty (Real Estate), while INSW operates in Oil & Gas Midstream (Energy). Over the past 5 years, PW returned -53.92%/yr vs 44.87%/yr for INSW. At a 0.09 correlation, their price movements are largely independent.
Performance
PW vs. INSW - Performance Comparison
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Returns By Period
In the year-to-date period, PW achieves a 5.68% return, which is significantly lower than INSW's 65.57% return.
PW
- 1D
- 11.45%
- 1M
- 23.33%
- YTD
- 5.68%
- 6M
- -0.54%
- 1Y
- -19.47%
- 3Y*
- -21.19%
- 5Y*
- -53.92%
- 10Y*
- -15.02%
INSW
- 1D
- -0.71%
- 1M
- -8.15%
- YTD
- 65.57%
- 6M
- 56.10%
- 1Y
- 127.10%
- 3Y*
- 42.07%
- 5Y*
- 44.87%
- 10Y*
- —
PW vs. INSW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PW Power REIT | 5.68% | -34.19% | 104.71% | -83.55% | -94.27% | 157.92% | 196.78% | 60.71% | -9.09% | -12.22% |
INSW International Seaways, Inc. | 65.57% | 44.97% | -10.85% | 42.93% | 162.53% | -2.93% | -44.43% | 76.72% | -8.78% | 31.48% |
Correlation
The correlation between PW and INSW is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 2016 | 0.09 |
The correlation between PW and INSW shifts across timeframes, from -0.02 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
Fundamentals
PW:
-$1.19
INSW:
$11.01
PW:
15.11
INSW:
5.72
PW:
$2.08M
INSW:
$675.87M
PW:
$651.40K
INSW:
$274.33M
PW:
$791.56K
INSW:
$525.75M
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Return for Risk
PW vs. INSW — Risk / Return Rank
PW
INSW
PW vs. INSW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Power REIT (PW) 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.
| PW | INSW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.70 | ||
| Sortino ratioReturn per unit of downside risk | -3.86 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.48 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 7.91 | -8.19 |
| Martin ratioReturn relative to average drawdown | -0.46 | 23.47 | -23.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PW | INSW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.21 | 3.49 | -3.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.46 | 1.10 | -1.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.16 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.61 | -0.60 |
Drawdowns
PW vs. INSW - Drawdown Comparison
The maximum PW drawdown since its inception was -99.48%, which is greater than INSW's maximum drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for PW and INSW.
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Drawdown Indicators
| PW | INSW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.48% | -57.49% | -41.99% |
Max Drawdown (1Y)Largest decline over 1 year | -68.90% | -16.16% | -52.74% |
Max Drawdown (3Y)Largest decline over 3 years | -79.64% | -50.40% | -29.24% |
Max Drawdown (5Y)Largest decline over 5 years | -99.48% | -50.40% | -49.08% |
Max Drawdown (10Y)Largest decline over 10 years | -99.48% | — | — |
Current DrawdownCurrent decline from peak | -98.84% | -14.90% | -83.94% |
Average DrawdownAverage peak-to-trough decline | -25.12% | -20.91% | -4.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.78% | 5.44% | +37.34% |
Volatility
PW vs. INSW - Volatility Comparison
Power REIT (PW) has a higher volatility of 31.85% compared to International Seaways, Inc. (INSW) at 11.74%. This indicates that PW's price experiences larger fluctuations and is considered to be riskier than INSW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PW | INSW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 31.85% | 11.74% | +20.11% |
Volatility (6M)Calculated over the trailing 6-month period | 59.02% | 27.72% | +31.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 94.14% | 36.61% | +57.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 118.83% | 41.01% | +77.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 95.26% | 45.21% | +50.05% |
Dividends
PW vs. INSW - Dividend Comparison
PW has not paid dividends to shareholders, while INSW's dividend yield for the trailing twelve months is around 5.62%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
INSW International Seaways, Inc. | 5.62% | 6.04% | 16.05% | 13.83% | 3.84% | 9.26% | 1.47% |
PW Power REIT | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
PW vs. INSW - Financials Comparison
This section allows you to compare key financial metrics between Power REIT 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
Frequently Asked Questions
PW and INSW have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PW has higher volatility (31.85%) compared to INSW (11.74%). In terms of maximum drawdown, PW dropped -99.48% vs INSW's -57.49%.
INSW currently has the higher Sharpe Ratio (3.49 vs -0.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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