International Seaways Sortino Ratio
| INSW Stock | | | USD 89.71 -1.91 -2.08% |
The Sortino Ratio measures risk-adjusted return using only downside deviation rather than total volatility. Unlike the Sharpe Ratio, which penalizes both upside and downside volatility equally, the Sortino Ratio penalizes only returns below a target threshold, making it a more targeted measure of harmful volatility. Below is International Seaways's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
With Sortino Ratio at 0.3305, International Seaways shows its current reading on this measure. This reflects International Seaways's positioning relative to its own recent range within Oil & Gas Storage & Transportation.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.3305 | |
| ER[a] | = | Expected return on investing in International Seaways |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
International Seaways's Sortino Ratio of 0.3305 falls above the 0.15 peer average. Values range from 0.0108 (Delek Logistics Partners) to 0.2085 (Torm PLC Class), with wide dispersion across the group. International Seaways's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Sortino Ratio Relative To Other Indicators
The chart below plots Sortino Ratio against Maximum Drawdown for International Seaways and its peers. Each point represents one equity — position along the horizontal axis shows Sortino Ratio while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
International Seaways produces
29.82 in Maximum Drawdown for each unit of Sortino Ratio, with respective readings of
9.85 and
0.33 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for International Seaways.
Methodology, Assumptions & Data Sources
The current Sortino Ratio for International Seaways is 0.3305. International Seaways' Sortino Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. International Seaways operates in the energy sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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