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IMMR vs. IPAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IMMR vs. IPAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Immersion Corporation (IMMR) and Inter Parfums, Inc. (IPAR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IMMR achieves a 15.09% return, which is significantly lower than IPAR's 49.29% return. Over the past 10 years, IMMR has underperformed IPAR with an annualized return of 1.45%, while IPAR has yielded a comparatively higher 16.30% annualized return.


IMMR

1D
2.09%
1M
12.78%
6M
15.12%
YTD
15.09%
1Y
15.67%
3Y*
6.20%
5Y*
2.72%
10Y*
1.45%
ALL TIME*
-2.58%

IPAR

1D
-0.81%
1M
4.32%
6M
29.80%
YTD
49.29%
1Y
8.88%
3Y*
-3.17%
5Y*
12.81%
10Y*
16.30%
ALL TIME*
15.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.30M$4.82M$4.30M
$28.31M$36.49M$30.17M

IMMR vs. IPAR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMMR
Immersion Corporation
15.09%-18.30%26.47%3.43%23.12%-49.42%51.95%-17.08%26.91%-33.58%
IPAR
Inter Parfums, Inc.
49.29%-33.59%-6.45%52.00%-7.40%79.01%-16.23%12.74%53.32%35.12%

Correlation

The correlation between IMMR and IPAR is 0.14, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.14

Correlation (3Y)
Balances recent behavior with more history.

0.25

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.29

Correlation (10Y)
Provides a long-term view across more market conditions.

0.27

Correlation (All Time)
Calculated using the full available price history since Nov 12, 1999

0.22

The correlation between IMMR and IPAR shifts across timeframes, from 0.14 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

IMMR:

$250.93M

IPAR:

$3.99B

EPS

IMMR:

$0.14

IPAR:

$6.27

PE Ratio

IMMR:

55.32

IPAR:

19.87

PEG Ratio

IMMR:

0.64

IPAR:

1.09

PS Ratio

IMMR:

0.14

IPAR:

2.67

PB Ratio

IMMR:

0.84

IPAR:

4.52

Total Revenue (TTM)

IMMR:

$1.73B

IPAR:

$1.49B

Gross Profit (TTM)

IMMR:

$360.34M

IPAR:

$955.88M

EBITDA (TTM)

IMMR:

$78.13M

IPAR:

$291.43M

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Return for Risk

IMMR vs. IPAR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IMMR
IMMR Risk / Return Rank: 5656
Overall Rank
IMMR Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IMMR Sortino Ratio Rank: 5555
Sortino Ratio Rank
IMMR Omega Ratio Rank: 5252
Omega Ratio Rank
IMMR Calmar Ratio Rank: 5858
Calmar Ratio Rank
IMMR Martin Ratio Rank: 5959
Martin Ratio Rank

IPAR
IPAR Risk / Return Rank: 4949
Overall Rank
IPAR Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IPAR Sortino Ratio Rank: 4646
Sortino Ratio Rank
IPAR Omega Ratio Rank: 4646
Omega Ratio Rank
IPAR Calmar Ratio Rank: 5050
Calmar Ratio Rank
IPAR Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IMMR vs. IPAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Immersion Corporation (IMMR) and Inter Parfums, Inc. (IPAR). 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.


IMMRIPARDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.09

1.06

+0.03

Calmar ratioReturn relative to maximum drawdown

0.53

0.20

+0.32

Martin ratioReturn relative to average drawdown

1.20

0.34

+0.86

IMMR vs. IPAR - Sharpe Ratio Comparison

The current IMMR Sharpe Ratio is 0.30, which is higher than the IPAR Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of IMMR and IPAR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IMMR vs. IPAR - Drawdown Comparison

The maximum IMMR drawdown since its inception was -98.66%, which is greater than IPAR's maximum drawdown of -81.82%. Use the drawdown chart below to compare losses from any high point for IMMR and IPAR.


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Drawdown Indicators


IMMRIPARDifference

Max Drawdown

Largest peak-to-trough decline

-98.66%

-81.82%

-16.84%

Max Drawdown (1Y)

Largest decline over 1 year

-24.77%

-33.57%

+8.80%

Max Drawdown (3Y)

Largest decline over 3 years

-56.90%

-46.41%

-10.49%

Max Drawdown (5Y)

Largest decline over 5 years

-56.90%

-46.51%

-10.39%

Max Drawdown (10Y)

Largest decline over 10 years

-74.29%

-54.94%

-19.35%

Current Drawdown

Current decline from peak

-88.14%

-14.05%

-74.09%

Average Drawdown

Average peak-to-trough decline

-88.21%

-28.40%

-59.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.86%

19.98%

-9.12%

Volatility

IMMR vs. IPAR - Volatility Comparison

Immersion Corporation (IMMR) has a higher volatility of 19.94% compared to Inter Parfums, Inc. (IPAR) at 9.17%. This indicates that IMMR's price experiences larger fluctuations and is considered to be riskier than IPAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMMRIPARDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.94%

9.17%

+10.77%

Volatility (6M)

Calculated over the trailing 6-month period

32.97%

22.14%

+10.83%

Volatility (1Y)

Calculated over the trailing 1-year period

43.91%

30.09%

+13.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.41%

33.51%

+12.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.27%

36.50%

+14.77%

Dividends

IMMR vs. IPAR - Dividend Comparison

IMMR's dividend yield for the trailing twelve months is around 3.57%, more than IPAR's 2.57% yield.


PositionTTM20252024202320222021202020192018201720162015
IMMR
Immersion Corporation
3.57%5.59%2.06%3.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IPAR
Inter Parfums, Inc.
2.57%3.77%2.28%1.74%2.07%0.94%0.55%1.59%1.38%1.66%1.89%2.18%

Financials

IMMR vs. IPAR - Financials Comparison

This section allows you to compare key financial metrics between Immersion Corporation and Inter Parfums, 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.


Quarterly
Annual

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


Values in USD except per share items

IMMR vs. IPAR - Profitability Comparison

The chart below illustrates the profitability comparison between Immersion Corporation and Inter Parfums, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

IMMR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Immersion Corporation reported a gross profit of 73.93M and revenue of 270.00M. Therefore, the gross margin over that period was 27.4%.

IPAR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Inter Parfums, Inc. reported a gross profit of 224.64M and revenue of 344.89M. Therefore, the gross margin over that period was 65.1%.

IMMR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Immersion Corporation reported an operating income of 147.00K and revenue of 270.00M, resulting in an operating margin of 0.1%.

IPAR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Inter Parfums, Inc. reported an operating income of 74.13M and revenue of 344.89M, resulting in an operating margin of 21.5%.

IMMR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Immersion Corporation reported a net income of 3.73M and revenue of 270.00M, resulting in a net margin of 1.4%.

IPAR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Inter Parfums, Inc. reported a net income of 75.21M and revenue of 344.89M, resulting in a net margin of 21.8%.


Frequently Asked Questions


IMMR and IPAR have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IMMR has higher volatility (19.94%) compared to IPAR (9.17%). In terms of maximum drawdown, IMMR dropped -98.66% vs IPAR's -81.82%.

IMMR currently has the higher Sharpe Ratio (0.30 vs 0.23), 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.

Portfolio Optimizer

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