ENGIY vs. INSM
ENGIY (Engie SA ADR) and INSM (Insmed Incorporated) are both stocks. ENGIY operates in Utilities - Diversified (Utilities), while INSM operates in Biotechnology (Healthcare). Over the past 10 years, ENGIY returned 13.96%/yr vs 26.59%/yr for INSM. At a 0.17 correlation, their price movements are largely independent.
Performance
ENGIY vs. INSM - Performance Comparison
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Returns By Period
In the year-to-date period, ENGIY achieves a 24.35% return, which is significantly higher than INSM's -38.74% return. Over the past 10 years, ENGIY has underperformed INSM with an annualized return of 13.96%, while INSM has yielded a comparatively higher 26.59% annualized return.
ENGIY
- 1D
- 0.32%
- 1M
- 1.94%
- YTD
- 24.35%
- 6M
- 24.12%
- 1Y
- 39.13%
- 3Y*
- 30.88%
- 5Y*
- 25.95%
- 10Y*
- 13.96%
INSM
- 1D
- 1.79%
- 1M
- -0.27%
- YTD
- -38.74%
- 6M
- -38.76%
- 1Y
- 5.94%
- 3Y*
- 71.60%
- 5Y*
- 29.33%
- 10Y*
- 26.59%
ENGIY vs. INSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENGIY Engie SA ADR | 24.35% | 79.77% | -5.17% | 35.23% | 4.34% | 0.59% | -5.38% | 19.84% | -11.88% | 49.24% |
INSM Insmed Incorporated | -38.74% | 152.09% | 122.78% | 55.11% | -26.65% | -18.17% | 39.41% | 82.01% | -57.92% | 135.68% |
Correlation
The correlation between ENGIY and INSM is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2008 | 0.17 |
Fundamentals
ENGIY:
$93.50B
INSM:
$22.97B
ENGIY:
€2.67
INSM:
-$5.54
ENGIY:
0.56
INSM:
27.78
ENGIY:
2.49
INSM:
32.59
ENGIY:
€145.51B
INSM:
$819.56M
ENGIY:
€40.55B
INSM:
$668.55M
ENGIY:
€29.92B
INSM:
-$1.14B
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Return for Risk
ENGIY vs. INSM — Risk / Return Rank
ENGIY
INSM
ENGIY vs. INSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Engie SA ADR (ENGIY) and Insmed Incorporated (INSM). 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.
| ENGIY | INSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.70 | ||
| Sortino ratioReturn per unit of downside risk | +1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.08 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 0.11 | +2.61 |
| Martin ratioReturn relative to average drawdown | 6.77 | 0.23 | +6.54 |
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Drawdowns
ENGIY vs. INSM - Drawdown Comparison
The maximum ENGIY drawdown since its inception was -64.15%, smaller than the maximum INSM drawdown of -98.65%. Use the drawdown chart below to compare losses from any high point for ENGIY and INSM.
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Drawdown Indicators
| ENGIY | INSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -98.65% | +34.50% |
Max Drawdown (1Y)Largest decline over 1 year | -14.49% | -56.54% | +42.05% |
Max Drawdown (3Y)Largest decline over 3 years | -18.38% | -56.54% | +38.16% |
Max Drawdown (5Y)Largest decline over 5 years | -34.50% | -56.54% | +22.04% |
Max Drawdown (10Y)Largest decline over 10 years | -48.73% | -64.84% | +16.11% |
Current DrawdownCurrent decline from peak | -5.83% | -49.57% | +43.74% |
Average DrawdownAverage peak-to-trough decline | -35.36% | -86.02% | +50.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.80% | 26.03% | -20.23% |
Volatility
ENGIY vs. INSM - Volatility Comparison
The current volatility for Engie SA ADR (ENGIY) is 4.56%, while Insmed Incorporated (INSM) has a volatility of 17.20%. This indicates that ENGIY experiences smaller price fluctuations and is considered to be less risky than INSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENGIY | INSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.56% | 17.20% | -12.64% |
Volatility (6M)Calculated over the trailing 6-month period | 17.58% | 42.95% | -25.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.65% | 52.07% | -30.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.14% | 72.85% | -48.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.00% | 78.41% | -52.41% |
Dividends
ENGIY vs. INSM - Dividend Comparison
ENGIY's dividend yield for the trailing twelve months is around 3.86%, while INSM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENGIY Engie SA ADR | 3.86% | 6.40% | 5.47% | 8.78% | 6.76% | 4.33% | 0.00% | 5.25% | 6.00% | 9.09% | 12.96% | 6.36% |
INSM Insmed Incorporated | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
ENGIY vs. INSM - Financials Comparison
This section allows you to compare key financial metrics between Engie SA ADR and Insmed Incorporated. 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
ENGIY vs. INSM - Profitability Comparison
ENGIY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Engie SA ADR reported a gross profit of 3.79B and revenue of 33.63B. Therefore, the gross margin over that period was 11.3%.
INSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Insmed Incorporated reported a gross profit of 258.54M and revenue of 305.96M. Therefore, the gross margin over that period was 84.5%.
ENGIY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Engie SA ADR reported an operating income of 3.94B and revenue of 33.63B, resulting in an operating margin of 11.7%.
INSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Insmed Incorporated reported an operating income of -198.20M and revenue of 305.96M, resulting in an operating margin of -64.8%.
ENGIY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Engie SA ADR reported a net income of 898.30M and revenue of 33.63B, resulting in a net margin of 2.7%.
INSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Insmed Incorporated reported a net income of -163.56M and revenue of 305.96M, resulting in a net margin of -53.5%.
Frequently Asked Questions
ENGIY and INSM have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
INSM has higher volatility (17.20%) compared to ENGIY (4.56%). In terms of maximum drawdown, ENGIY dropped -64.15% vs INSM's -98.65%.
ENGIY currently has the higher Sharpe Ratio (1.82 vs 0.11), 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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