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STNG vs. PIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STNG vs. PIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Scorpio Tankers Inc. (STNG) and VanEck Commodity Strategy ETF (PIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STNG achieves a 57.90% return, which is significantly higher than PIT's 29.50% return.


STNG

1D
4.03%
1M
4.14%
6M
46.43%
YTD
57.90%
1Y
79.55%
3Y*
24.33%
5Y*
34.53%
10Y*
8.38%

PIT

1D
-0.32%
1M
-3.23%
6M
25.36%
YTD
29.50%
1Y
40.55%
3Y*
19.03%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

STNG vs. PIT - Yearly Performance Comparison


2026 (YTD)2025202420232022
STNG
Scorpio Tankers Inc.
57.90%6.03%-16.29%15.40%-0.78%
PIT
VanEck Commodity Strategy ETF
29.50%21.63%6.77%-4.54%1.67%

Correlation

The correlation between STNG and PIT is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Dec 22, 2022

0.23

The correlation between STNG and PIT shifts across timeframes, from 0.11 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

STNG vs. PIT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

STNG
STNG Risk / Return Rank: 9090
Overall Rank
STNG Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
STNG Sortino Ratio Rank: 9191
Sortino Ratio Rank
STNG Omega Ratio Rank: 8787
Omega Ratio Rank
STNG Calmar Ratio Rank: 8989
Calmar Ratio Rank
STNG Martin Ratio Rank: 8989
Martin Ratio Rank

PIT
PIT Risk / Return Rank: 6969
Overall Rank
PIT Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
PIT Sortino Ratio Rank: 6969
Sortino Ratio Rank
PIT Omega Ratio Rank: 7373
Omega Ratio Rank
PIT Calmar Ratio Rank: 6262
Calmar Ratio Rank
PIT Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STNG vs. PIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Scorpio Tankers Inc. (STNG) and VanEck Commodity Strategy ETF (PIT). 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.


STNGPITDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.34

1.34

-0.01

Calmar ratioReturn relative to maximum drawdown

3.49

2.48

+1.02

Martin ratioReturn relative to average drawdown

8.91

8.70

+0.20

STNG vs. PIT - Sharpe Ratio Comparison

The current STNG Sharpe Ratio is 2.12, which is comparable to the PIT Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of STNG and PIT, 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

STNG vs. PIT - Drawdown Comparison

The maximum STNG drawdown since its inception was -91.13%, which is greater than PIT's maximum drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for STNG and PIT.


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Drawdown Indicators


STNGPITDifference

Max Drawdown

Largest peak-to-trough decline

-91.13%

-17.20%

-73.93%

Max Drawdown (1Y)

Largest decline over 1 year

-22.74%

-17.20%

-5.54%

Max Drawdown (3Y)

Largest decline over 3 years

-60.97%

-17.20%

-43.77%

Max Drawdown (5Y)

Largest decline over 5 years

-60.97%

Max Drawdown (10Y)

Largest decline over 10 years

-81.67%

Current Drawdown

Current decline from peak

-8.12%

-12.57%

+4.45%

Average Drawdown

Average peak-to-trough decline

-49.15%

-4.23%

-44.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.90%

4.88%

+4.02%

Volatility

STNG vs. PIT - Volatility Comparison

Scorpio Tankers Inc. (STNG) has a higher volatility of 12.53% compared to VanEck Commodity Strategy ETF (PIT) at 5.78%. This indicates that STNG's price experiences larger fluctuations and is considered to be riskier than PIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STNGPITDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.53%

5.78%

+6.75%

Volatility (6M)

Calculated over the trailing 6-month period

28.31%

19.58%

+8.73%

Volatility (1Y)

Calculated over the trailing 1-year period

38.59%

21.84%

+16.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.01%

17.58%

+27.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.21%

17.58%

+36.63%

Dividends

STNG vs. PIT - Dividend Comparison

STNG's dividend yield for the trailing twelve months is around 2.17%, less than PIT's 6.88% yield.


PositionTTM20252024202320222021202020192018201720162015
PIT
VanEck Commodity Strategy ETF
6.88%8.92%3.59%6.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
STNG
Scorpio Tankers Inc.
2.17%3.19%3.22%1.73%0.74%3.12%3.57%1.02%2.27%1.31%11.04%6.17%

Frequently Asked Questions


STNG and PIT have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STNG has higher volatility (12.53%) compared to PIT (5.78%). In terms of maximum drawdown, STNG dropped -91.13% vs PIT's -17.20%.

STNG currently has the higher Sharpe Ratio (2.12 vs 1.95), 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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