TEN vs. INSW
TEN (Tsakos Energy Navigation Ltd) and INSW (International Seaways, Inc.) are both stocks. Both operate in the Oil & Gas Midstream industry within the Energy sector. Over the past 5 years, TEN returned 42.50%/yr vs 49.44%/yr for INSW. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
TEN vs. INSW - Performance Comparison
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Returns By Period
In the year-to-date period, TEN achieves a 86.94% return, which is significantly lower than INSW's 102.22% return.
TEN
- 1D
- 3.60%
- 1M
- -3.43%
- YTD
- 86.94%
- 6M
- 88.70%
- 1Y
- 116.80%
- 3Y*
- 41.53%
- 5Y*
- 42.50%
- 10Y*
- 9.56%
INSW
- 1D
- 1.78%
- 1M
- 14.02%
- YTD
- 102.22%
- 6M
- 105.09%
- 1Y
- 159.64%
- 3Y*
- 50.05%
- 5Y*
- 49.44%
- 10Y*
- —
TEN vs. INSW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEN Tsakos Energy Navigation Ltd | 86.94% | 36.04% | -16.03% | 40.05% | 138.54% | -8.72% | -61.54% | 68.70% | -28.96% | -12.82% |
INSW International Seaways, Inc. | 102.22% | 44.97% | -10.85% | 42.93% | 162.53% | -2.93% | -44.43% | 76.72% | -8.78% | 31.48% |
Correlation
The correlation between TEN and INSW is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2016 | 0.61 |
Over the past year, TEN and INSW have become more correlated (0.83) than their long-term average of 0.61, meaning their price movements have been converging.
Fundamentals
TEN:
$1.23B
INSW:
$4.47B
TEN:
$7.10
INSW:
$11.01
TEN:
5.80
INSW:
8.18
TEN:
0.01
INSW:
1.29
TEN:
1.44
INSW:
6.60
TEN:
0.63
INSW:
2.04
TEN:
$854.60M
INSW:
$675.87M
TEN:
$337.69M
INSW:
$274.33M
TEN:
$410.58M
INSW:
$525.75M
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Return for Risk
TEN vs. INSW — Risk / Return Rank
TEN
INSW
TEN vs. INSW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tsakos Energy Navigation Ltd (TEN) 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.
| TEN | INSW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.58 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 6.49 | 9.94 | -3.45 |
| Martin ratioReturn relative to average drawdown | 19.97 | 28.95 | -8.98 |
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Drawdowns
TEN vs. INSW - Drawdown Comparison
The maximum TEN drawdown since its inception was -92.52%, which is greater than INSW's maximum drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for TEN and INSW.
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Drawdown Indicators
| TEN | INSW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.52% | -57.49% | -35.03% |
Max Drawdown (1Y)Largest decline over 1 year | -18.10% | -16.16% | -1.94% |
Max Drawdown (3Y)Largest decline over 3 years | -52.64% | -50.40% | -2.24% |
Max Drawdown (5Y)Largest decline over 5 years | -52.64% | -50.40% | -2.24% |
Max Drawdown (10Y)Largest decline over 10 years | -68.69% | — | — |
Current DrawdownCurrent decline from peak | -44.89% | 0.00% | -44.89% |
Average DrawdownAverage peak-to-trough decline | -57.21% | -20.84% | -36.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.88% | 5.56% | +0.32% |
Volatility
TEN vs. INSW - Volatility Comparison
Tsakos Energy Navigation Ltd (TEN) has a higher volatility of 11.62% compared to International Seaways, Inc. (INSW) at 10.84%. This indicates that TEN'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
| TEN | INSW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.62% | 10.84% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 27.28% | 28.23% | -0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.50% | 36.64% | -1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.02% | 41.12% | +5.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.46% | 45.28% | +4.18% |
Dividends
TEN vs. INSW - Dividend Comparison
TEN's dividend yield for the trailing twelve months is around 3.89%, less than INSW's 9.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INSW International Seaways, Inc. | 9.26% | 6.04% | 16.05% | 13.83% | 3.84% | 9.26% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TEN Tsakos Energy Navigation Ltd | 3.89% | 4.91% | 8.65% | 5.85% | 1.48% | 1.38% | 6.23% | 2.29% | 5.64% | 5.12% | 6.18% | 3.03% |
Financials
TEN vs. INSW - Financials Comparison
This section allows you to compare key financial metrics between Tsakos Energy Navigation Ltd 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
TEN and INSW have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TEN has higher volatility (11.62%) compared to INSW (10.84%). In terms of maximum drawdown, TEN dropped -92.52% vs INSW's -57.49%.
INSW currently has the higher Sharpe Ratio (4.40 vs 3.32), 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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