TDW vs. INSW
TDW (Tidewater Inc.) and INSW (International Seaways, Inc.) are both stocks. Both are in the Energy sector — TDW in Oil & Gas Equipment & Services, INSW in Oil & Gas Midstream. Over the past 5 years, TDW returned 43.45%/yr vs 51.47%/yr for INSW. At a 0.34 correlation, their price movements are largely independent.
Performance
TDW vs. INSW - Performance Comparison
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Returns By Period
In the year-to-date period, TDW achieves a 45.26% return, which is significantly lower than INSW's 98.85% return.
TDW
- 1D
- 3.84%
- 1M
- -1.15%
- 6M
- 29.86%
- YTD
- 45.26%
- 1Y
- 39.46%
- 3Y*
- 7.38%
- 5Y*
- 43.45%
- 10Y*
- -7.74%
INSW
- 1D
- 6.63%
- 1M
- 13.42%
- 6M
- 77.43%
- YTD
- 98.85%
- 1Y
- 149.26%
- 3Y*
- 48.58%
- 5Y*
- 51.47%
- 10Y*
- —
TDW vs. INSW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TDW Tidewater Inc. | 45.26% | -7.68% | -24.13% | 95.69% | 244.07% | 23.96% | -55.14% | 0.78% | -21.60% | -77.81% |
INSW International Seaways, Inc. | 98.85% | 44.97% | -10.85% | 42.93% | 162.53% | -2.93% | -44.43% | 76.72% | -8.78% | 31.48% |
Correlation
The correlation between TDW and INSW is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2016 | 0.34 |
Fundamentals
TDW:
$3.65B
INSW:
$4.38B
TDW:
$6.02
INSW:
$11.00
TDW:
12.19
INSW:
8.05
TDW:
0.51
INSW:
1.27
TDW:
2.70
INSW:
6.50
TDW:
2.66
INSW:
2.00
TDW:
$1.35B
INSW:
$675.87M
TDW:
$314.74M
INSW:
$274.33M
TDW:
$489.31M
INSW:
$525.75M
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Return for Risk
TDW vs. INSW — Risk / Return Rank
TDW
INSW
TDW vs. INSW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tidewater Inc. (TDW) 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.
| TDW | INSW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.29 | ||
| Sortino ratioReturn per unit of downside risk | -3.07 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.54 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 9.38 | -8.06 |
| Martin ratioReturn relative to average drawdown | 2.87 | 25.88 | -23.01 |
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Drawdowns
TDW vs. INSW - Drawdown Comparison
The maximum TDW drawdown since its inception was -99.80%, which is greater than INSW's maximum drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for TDW and INSW.
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Drawdown Indicators
| TDW | INSW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.80% | -57.49% | -42.31% |
Max Drawdown (1Y)Largest decline over 1 year | -29.10% | -16.16% | -12.94% |
Max Drawdown (3Y)Largest decline over 3 years | -70.35% | -50.40% | -19.95% |
Max Drawdown (5Y)Largest decline over 5 years | -70.35% | -50.40% | -19.95% |
Max Drawdown (10Y)Largest decline over 10 years | -97.40% | — | — |
Current DrawdownCurrent decline from peak | -96.45% | -1.67% | -94.78% |
Average DrawdownAverage peak-to-trough decline | -49.08% | -20.78% | -28.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.43% | 5.85% | +7.58% |
Volatility
TDW vs. INSW - Volatility Comparison
The current volatility for Tidewater Inc. (TDW) is 13.87%, while International Seaways, Inc. (INSW) has a volatility of 16.78%. This indicates that TDW 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.
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Volatility by Period
| TDW | INSW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.87% | 16.78% | -2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 31.93% | 29.47% | +2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.82% | 38.18% | +16.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.38% | 41.38% | +12.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 66.30% | 45.41% | +20.89% |
Dividends
TDW vs. INSW - Dividend Comparison
TDW 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 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INSW International Seaways, Inc. | 9.41% | 6.04% | 16.05% | 13.83% | 3.84% | 9.26% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TDW Tidewater Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.12% | 0.00% | 0.00% | 0.04% | 0.00% | 14.37% |
Financials
TDW vs. INSW - Financials Comparison
This section allows you to compare key financial metrics between Tidewater 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
TDW and INSW have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
INSW has higher volatility (16.78%) compared to TDW (13.87%). In terms of maximum drawdown, TDW dropped -99.80% vs INSW's -57.49%.
INSW currently has the higher Sharpe Ratio (3.99 vs 0.70), 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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