EONGY vs. INSM
EONGY (E.ON SE ADR) and INSM (Insmed Incorporated) are both stocks. EONGY operates in Utilities - Diversified (Utilities), while INSM operates in Biotechnology (Healthcare). Over the past 10 years, EONGY returned 14.65%/yr vs 25.53%/yr for INSM. At a 0.16 correlation, their price movements are largely independent.
Performance
EONGY vs. INSM - Performance Comparison
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Returns By Period
In the year-to-date period, EONGY achieves a 16.21% return, which is significantly higher than INSM's -43.78% return. Over the past 10 years, EONGY has underperformed INSM with an annualized return of 14.65%, while INSM has yielded a comparatively higher 25.53% annualized return.
EONGY
- 1D
- -0.09%
- 1M
- -3.35%
- YTD
- 16.21%
- 6M
- 23.24%
- 1Y
- 22.28%
- 3Y*
- 25.00%
- 5Y*
- 16.33%
- 10Y*
- 14.65%
INSM
- 1D
- 1.17%
- 1M
- -17.07%
- YTD
- -43.78%
- 6M
- -50.33%
- 1Y
- 1.00%
- 3Y*
- 71.44%
- 5Y*
- 26.62%
- 10Y*
- 25.53%
EONGY vs. INSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EONGY E.ON SE ADR | 16.21% | 68.77% | -9.82% | 41.96% | -25.33% | 30.17% | 7.27% | 11.88% | -7.04% | 62.83% |
INSM Insmed Incorporated | -43.78% | 152.09% | 122.78% | 55.11% | -26.65% | -18.17% | 39.41% | 82.01% | -57.92% | 135.68% |
Correlation
The correlation between EONGY and INSM is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2007 | 0.16 |
Fundamentals
EONGY:
$55.84B
INSM:
$21.08B
EONGY:
€1.33
INSM:
-$5.71
EONGY:
0.64
INSM:
24.77
EONGY:
2.20
INSM:
29.91
EONGY:
€75.47B
INSM:
$819.56M
EONGY:
€15.73B
INSM:
$668.55M
EONGY:
€9.86B
INSM:
-$1.14B
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Return for Risk
EONGY vs. INSM — Risk / Return Rank
EONGY
INSM
EONGY vs. INSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for E.ON SE ADR (EONGY) 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.
| EONGY | INSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.95 | ||
| Sortino ratioReturn per unit of downside risk | +1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.06 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 0.02 | +2.03 |
| Martin ratioReturn relative to average drawdown | 4.71 | 0.04 | +4.67 |
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Drawdowns
EONGY vs. INSM - Drawdown Comparison
The maximum EONGY drawdown since its inception was -85.09%, smaller than the maximum INSM drawdown of -98.65%. Use the drawdown chart below to compare losses from any high point for EONGY and INSM.
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Drawdown Indicators
| EONGY | INSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.09% | -98.65% | +13.56% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -56.54% | +45.61% |
Max Drawdown (3Y)Largest decline over 3 years | -29.37% | -56.54% | +27.17% |
Max Drawdown (5Y)Largest decline over 5 years | -46.78% | -56.54% | +9.76% |
Max Drawdown (10Y)Largest decline over 10 years | -46.78% | -64.84% | +18.06% |
Current DrawdownCurrent decline from peak | -25.11% | -53.72% | +28.61% |
Average DrawdownAverage peak-to-trough decline | -61.01% | -86.07% | +25.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.74% | 23.68% | -18.94% |
Volatility
EONGY vs. INSM - Volatility Comparison
The current volatility for E.ON SE ADR (EONGY) is 7.13%, while Insmed Incorporated (INSM) has a volatility of 17.27%. This indicates that EONGY 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
| EONGY | INSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 17.27% | -10.14% |
Volatility (6M)Calculated over the trailing 6-month period | 18.19% | 46.13% | -27.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.12% | 52.05% | -28.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.58% | 72.82% | -48.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.16% | 78.49% | -53.33% |
Dividends
EONGY vs. INSM - Dividend Comparison
EONGY's dividend yield for the trailing twelve months is around 3.12%, while INSM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EONGY E.ON SE ADR | 3.12% | 3.27% | 4.98% | 4.06% | 5.22% | 2.91% | 3.33% | 3.39% | 2.77% | 4.35% | 29.92% | 5.47% |
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
EONGY vs. INSM - Financials Comparison
This section allows you to compare key financial metrics between E.ON SE 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
EONGY vs. INSM - Profitability Comparison
EONGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, E.ON SE ADR reported a gross profit of 2.78B and revenue of 22.18B. Therefore, the gross margin over that period was 12.5%.
INSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.
EONGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, E.ON SE ADR reported an operating income of 2.62B and revenue of 22.18B, resulting in an operating margin of 11.8%.
INSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Insmed Incorporated reported an operating income of -198.20M and revenue of 305.96M, resulting in an operating margin of -64.8%.
EONGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, E.ON SE ADR reported a net income of 2.27B and revenue of 22.18B, resulting in a net margin of 10.2%.
INSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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
EONGY and INSM have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
INSM has higher volatility (17.27%) compared to EONGY (7.13%). In terms of maximum drawdown, EONGY dropped -85.09% vs INSM's -98.65%.
EONGY currently has the higher Sharpe Ratio (0.97 vs 0.02), 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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