PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CNI vs. INMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CNIINMD
YTD Return-9.79%-12.32%
1Y Return1.97%-0.00%
3Y Return (Ann)-2.91%-40.85%
5Y Return (Ann)5.93%-2.03%
Sharpe Ratio0.18-0.02
Sortino Ratio0.370.29
Omega Ratio1.041.04
Calmar Ratio0.18-0.01
Martin Ratio0.38-0.03
Ulcer Index8.47%28.00%
Daily Std Dev18.07%46.17%
Max Drawdown-46.86%-84.79%
Current Drawdown-15.09%-80.07%

Fundamentals


CNIINMD
Market Cap$70.42B$1.49B
EPS$6.06$1.83
PE Ratio18.4210.66
PEG Ratio3.382.90
Total Revenue (TTM)$18.64B$383.41M
Gross Profit (TTM)$7.96B$308.76M
EBITDA (TTM)$8.91B$95.07M

Correlation

-0.50.00.51.00.3

The correlation between CNI and INMD is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

CNI vs. INMD - Performance Comparison

In the year-to-date period, CNI achieves a -9.79% return, which is significantly higher than INMD's -12.32% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-10.79%
4.95%
CNI
INMD

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CNI vs. INMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian National Railway Company (CNI) and InMode Ltd. (INMD). 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.


CNI
Sharpe ratio
The chart of Sharpe ratio for CNI, currently valued at 0.18, compared to the broader market-4.00-2.000.002.004.000.18
Sortino ratio
The chart of Sortino ratio for CNI, currently valued at 0.37, compared to the broader market-4.00-2.000.002.004.006.000.37
Omega ratio
The chart of Omega ratio for CNI, currently valued at 1.04, compared to the broader market0.501.001.502.001.04
Calmar ratio
The chart of Calmar ratio for CNI, currently valued at 0.18, compared to the broader market0.002.004.006.000.18
Martin ratio
The chart of Martin ratio for CNI, currently valued at 0.38, compared to the broader market0.0010.0020.0030.000.38
INMD
Sharpe ratio
The chart of Sharpe ratio for INMD, currently valued at -0.02, compared to the broader market-4.00-2.000.002.004.00-0.02
Sortino ratio
The chart of Sortino ratio for INMD, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.006.000.29
Omega ratio
The chart of Omega ratio for INMD, currently valued at 1.04, compared to the broader market0.501.001.502.001.04
Calmar ratio
The chart of Calmar ratio for INMD, currently valued at -0.01, compared to the broader market0.002.004.006.00-0.01
Martin ratio
The chart of Martin ratio for INMD, currently valued at -0.03, compared to the broader market0.0010.0020.0030.00-0.03

CNI vs. INMD - Sharpe Ratio Comparison

The current CNI Sharpe Ratio is 0.18, which is higher than the INMD Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of CNI and INMD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.18
-0.02
CNI
INMD

Dividends

CNI vs. INMD - Dividend Comparison

CNI's dividend yield for the trailing twelve months is around 2.19%, while INMD has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
CNI
Canadian National Railway Company
2.19%1.85%2.34%2.00%1.71%1.94%1.88%1.55%1.70%1.73%1.31%1.44%
INMD
InMode Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CNI vs. INMD - Drawdown Comparison

The maximum CNI drawdown since its inception was -46.86%, smaller than the maximum INMD drawdown of -84.79%. Use the drawdown chart below to compare losses from any high point for CNI and INMD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-15.09%
-80.07%
CNI
INMD

Volatility

CNI vs. INMD - Volatility Comparison

The current volatility for Canadian National Railway Company (CNI) is 5.08%, while InMode Ltd. (INMD) has a volatility of 10.82%. This indicates that CNI experiences smaller price fluctuations and is considered to be less risky than INMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
5.08%
10.82%
CNI
INMD

Financials

CNI vs. INMD - Financials Comparison

This section allows you to compare key financial metrics between Canadian National Railway Company and InMode Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items