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SKYW vs. INSW
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SKYW vs. INSW - Performance Comparison

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

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Returns By Period

In the year-to-date period, SKYW achieves a 10.93% return, which is significantly lower than INSW's 114.02% return.


SKYW

1D
4.12%
1M
14.97%
6M
10.93%
YTD
10.93%
1Y
2.08%
3Y*
38.33%
5Y*
23.18%
10Y*
15.14%
ALL TIME*
14.54%

INSW

1D
-0.99%
1M
15.57%
6M
72.09%
YTD
114.02%
1Y
167.27%
3Y*
44.97%
5Y*
57.35%
10Y*
ALL TIME*
28.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$46.95M$43.33M$49.36M
$60.03M$46.93M$40.72M

SKYW vs. INSW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SKYW
SkyWest, Inc.
10.93%0.28%91.82%216.17%-57.99%-2.51%-37.31%46.54%-15.60%46.83%
INSW
International Seaways, Inc.
114.02%44.97%-10.85%42.93%162.53%-2.93%-44.43%76.72%-8.78%31.48%

Correlation

The correlation between SKYW and INSW is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.01

Correlation (3Y)
Balances recent behavior with more history.

0.09

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.12

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2016

0.19

The correlation between SKYW and INSW shifts across timeframes, from 0.01 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SKYW:

$4.42B

INSW:

$4.71B

EPS

SKYW:

$10.03

INSW:

$11.00

PE Ratio

SKYW:

11.11

INSW:

8.66

PEG Ratio

SKYW:

0.05

INSW:

1.37

PS Ratio

SKYW:

1.09

INSW:

6.99

Total Revenue (TTM)

SKYW:

$4.19B

INSW:

$675.87M

Gross Profit (TTM)

SKYW:

$2.14B

INSW:

$274.33M

EBITDA (TTM)

SKYW:

$897.37M

INSW:

$525.75M

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Return for Risk

SKYW vs. INSW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SKYW
SKYW Risk / Return Rank: 4444
Overall Rank
SKYW Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SKYW Sortino Ratio Rank: 4242
Sortino Ratio Rank
SKYW Omega Ratio Rank: 4040
Omega Ratio Rank
SKYW Calmar Ratio Rank: 4545
Calmar Ratio Rank
SKYW Martin Ratio Rank: 4545
Martin Ratio Rank

INSW
INSW Risk / Return Rank: 9898
Overall Rank
INSW Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
INSW Sortino Ratio Rank: 9898
Sortino Ratio Rank
INSW Omega Ratio Rank: 9797
Omega Ratio Rank
INSW Calmar Ratio Rank: 9999
Calmar Ratio Rank
INSW Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SKYW vs. INSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SkyWest, Inc. (SKYW) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SKYWINSWDifference
Sharpe ratioReturn per unit of total volatility

-4.38

Sortino ratioReturn per unit of downside risk

-4.48

Omega ratioGain probability vs. loss probability

1.04

1.58

-0.54

Calmar ratioReturn relative to maximum drawdown

0.06

10.41

-10.36

Martin ratioReturn relative to average drawdown

0.10

28.80

-28.70

SKYW vs. INSW - Sharpe Ratio Comparison

The current SKYW Sharpe Ratio is 0.06, which is lower than the INSW Sharpe Ratio of 4.44. The chart below compares the historical Sharpe Ratios of SKYW and INSW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SKYW vs. INSW - Drawdown Comparison

The maximum SKYW drawdown since its inception was -81.77%, which is greater than INSW's maximum drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for SKYW and INSW.


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Drawdown Indicators


SKYWINSWDifference

Max Drawdown

Largest peak-to-trough decline

-81.77%

-57.49%

-24.28%

Max Drawdown (1Y)

Largest decline over 1 year

-36.63%

-16.16%

-20.47%

Max Drawdown (3Y)

Largest decline over 3 years

-36.63%

-50.40%

+13.77%

Max Drawdown (5Y)

Largest decline over 5 years

-71.50%

-50.40%

-21.10%

Max Drawdown (10Y)

Largest decline over 10 years

-81.77%

Current Drawdown

Current decline from peak

-9.97%

-0.99%

-8.98%

Average Drawdown

Average peak-to-trough decline

-35.37%

-20.65%

-14.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.14%

5.83%

+15.31%

Volatility

SKYW vs. INSW - Volatility Comparison

SkyWest, Inc. (SKYW) has a higher volatility of 13.97% compared to International Seaways, Inc. (INSW) at 12.30%. This indicates that SKYW'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


SKYWINSWDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.97%

12.30%

+1.67%

Volatility (6M)

Calculated over the trailing 6-month period

29.01%

29.56%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

37.80%

38.02%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.59%

40.85%

+2.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.61%

45.32%

+6.29%

Dividends

SKYW vs. INSW - Dividend Comparison

SKYW has not paid dividends to shareholders, while INSW's dividend yield for the trailing twelve months is around 8.75%.


PositionTTM20252024202320222021202020192018201720162015
INSW
International Seaways, Inc.
8.75%6.04%16.05%13.83%3.84%9.26%1.47%0.00%0.00%0.00%0.00%0.00%
SKYW
SkyWest, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.35%0.74%0.90%0.60%0.52%0.84%

Financials

SKYW vs. INSW - Financials Comparison

This section allows you to compare key financial metrics between SkyWest, Inc. 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

Frequently Asked Questions


SKYW and INSW have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SKYW has higher volatility (13.97%) compared to INSW (12.30%). In terms of maximum drawdown, SKYW dropped -81.77% vs INSW's -57.49%.

INSW currently has the higher Sharpe Ratio (4.44 vs 0.06), 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.

Portfolio Optimizer

Find the right allocation for SKYW and INSW

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