TALO vs. INSW

Last updated Jul 11, 2026

TALO (Talos Energy Inc.) and INSW (International Seaways, Inc.) are both stocks. Both are in the Energy sector — TALO in Oil & Gas E&P, INSW in Oil & Gas Midstream. Over the past 5 years, TALO returned -1.47%/yr vs 51.47%/yr for INSW. At a 0.35 correlation, their price movements are largely independent.

Performance

TALO vs. INSW - Performance Comparison

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

Returns By Period

In the year-to-date period, TALO achieves a 22.50% return, which is significantly lower than INSW's 98.85% return.

TALO

• 1D: -1.68%
• 1M: -8.78%
• 6M: 24.54%
• YTD: 22.50%
• 1Y: 47.86%
• 3Y*: -1.99%
• 5Y*: -1.47%
• 10Y*: —

INSW

• 1D: 6.63%
• 1M: 13.42%
• 6M: 77.43%
• YTD: 98.85%
• 1Y: 149.26%
• 3Y*: 48.58%
• 5Y*: 51.47%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TALO vs. INSW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
TALO Talos Energy Inc.	22.50%	13.49%	-31.76%	-24.63%	92.65%	18.93%	-72.67%	84.74%	-53.37%
INSW International Seaways, Inc.	98.85%	44.97%	-10.85%	42.93%	162.53%	-2.93%	-44.43%	76.72%	-15.25%

Correlation

The correlation between TALO and INSW is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (All Time) Calculated using the full available price history since May 10, 2018	0.35

The correlation between TALO and INSW shifts across timeframes, from 0.20 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap TALO : $2.25B INSW : $4.38B
EPS TALO : -$4.31 INSW : $11.00
PS Ratio TALO : 1.34 INSW : 6.50
PB Ratio TALO : 1.21 INSW : 2.00
Total Revenue (TTM) TALO : $1.74B INSW : $675.87M
Gross Profit (TTM) TALO : $40.64M INSW : $274.33M
EBITDA (TTM) TALO : $480.10M INSW : $525.75M

Return for Risk

TALO vs. INSW — Risk / Return Rank

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

TALO

TALO Risk / Return Rank: 76
TALO Sharpe Ratio Rank: 76
TALO Sortino Ratio Rank: 70
TALO Omega Ratio Rank: 70
TALO Calmar Ratio Rank: 81
TALO Martin Ratio Rank: 83

INSW

INSW Risk / Return Rank: 98
INSW Sharpe Ratio Rank: 98
INSW Sortino Ratio Rank: 98
INSW Omega Ratio Rank: 96
INSW Calmar Ratio Rank: 98
INSW Martin Ratio Rank: 98

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.

TALO vs. INSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Talos Energy Inc. (TALO) 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.

	TALO	INSW	Difference
Sharpe ratio: Return per unit of total volatility	1.01	3.99	-2.98
Sortino ratio: Return per unit of downside risk	1.50	4.53	-3.03
Omega ratio: Gain probability vs. loss probability	1.19	1.54	-0.35
Calmar ratio: Return relative to maximum drawdown	2.24	9.38	-7.14
Martin ratio: Return relative to average drawdown	6.02	25.88	-19.86

TALO vs. INSW - Sharpe Ratio Comparison

The current TALO Sharpe Ratio is 1.01, which is lower than the INSW Sharpe Ratio of 3.99. The chart below compares the historical Sharpe Ratios of TALO 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.

Drawdowns

TALO vs. INSW - Drawdown Comparison

The maximum TALO drawdown since its inception was -86.34%, which is greater than INSW's maximum drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for TALO and INSW.

Drawdown Indicators

	TALO	INSW	Difference
Max Drawdown Largest peak-to-trough decline	-86.34%	-57.49%	-28.85%
Max Drawdown (1Y) Largest decline over 1 year	-22.18%	-16.16%	-6.02%
Max Drawdown (3Y) Largest decline over 3 years	-63.16%	-50.40%	-12.76%
Max Drawdown (5Y) Largest decline over 5 years	-74.63%	-50.40%	-24.23%
Current Drawdown Current decline from peak	-63.97%	-1.67%	-62.30%
Average Drawdown Average peak-to-trough decline	-58.61%	-20.78%	-37.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.25%	5.85%	+2.40%

Volatility

TALO vs. INSW - Volatility Comparison

The current volatility for Talos Energy Inc. (TALO) is 14.27%, while International Seaways, Inc. (INSW) has a volatility of 16.78%. This indicates that TALO 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.

Volatility by Period

	TALO	INSW	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.27%	16.78%	-2.51%
Volatility (6M) Calculated over the trailing 6-month period	38.68%	29.47%	+9.21%
Volatility (1Y) Calculated over the trailing 1-year period	49.11%	38.18%	+10.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	55.73%	41.38%	+14.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	64.23%	45.41%	+18.82%

Dividends

TALO vs. INSW - Dividend Comparison

TALO has not paid dividends to shareholders, while INSW's dividend yield for the trailing twelve months is around 9.41%.

Position	TTM	2025	2024	2023	2022	2021	2020
INSW International Seaways, Inc.	9.41%	6.04%	16.05%	13.83%	3.84%	9.26%	1.47%
TALO Talos Energy Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both TALO and INSW in my portfolio?

TALO and INSW have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TALO or INSW?

INSW has higher volatility (16.78%) compared to TALO (14.27%). In terms of maximum drawdown, TALO dropped -86.34% vs INSW's -57.49%.

Which has better risk-adjusted returns?

INSW currently has the higher Sharpe Ratio (3.99 vs 1.01), 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.