INMB vs. AIRO

Last updated Apr 1, 2026

Compare and contrast key facts about INmune Bio, Inc. (INMB) and AIRO Group Holdings, Inc (AIRO).

Performance

INMB vs. AIRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in INmune Bio, Inc. (INMB) and AIRO Group Holdings, Inc (AIRO). The values are adjusted to include any dividend payments, if applicable.

INMB vs. AIRO - Yearly Performance Comparison

	2026 (YTD)	2025
INMB INmune Bio, Inc.	-27.56%	-79.74%
AIRO AIRO Group Holdings, Inc	-7.03%	-65.92%

Fundamentals

EPS INMB : -$2.00 AIRO : -$287.02
PS Ratio INMB : 563.69 AIRO : 0.03
Total Revenue (TTM) INMB : $50.00K AIRO : $6.36B
Gross Profit (TTM) INMB : $22.00K AIRO : $2.84B
EBITDA (TTM) INMB : -$33.62M AIRO : -$5.36B

Returns By Period

In the year-to-date period, INMB achieves a -27.56% return, which is significantly lower than AIRO's -7.03% return.

INMB

• 1D: -0.88%
• 1M: -12.40%
• YTD: -27.56%
• 6M: -45.41%
• 1Y: -85.53%
• 3Y*: -44.07%
• 5Y*: -37.99%
• 10Y*: —

AIRO

• 1D: -11.26%
• 1M: -22.40%
• YTD: -7.03%
• 6M: -60.39%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

INMB vs. AIRO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

INMB

INMB Risk / Return Rank: 7
INMB Sharpe Ratio Rank: 7
INMB Sortino Ratio Rank: 4
INMB Omega Ratio Rank: 4
INMB Calmar Ratio Rank: 3
INMB Martin Ratio Rank: 17

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

INMB vs. AIRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for INmune Bio, Inc. (INMB) and AIRO Group Holdings, Inc (AIRO). 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.

	INMB	AIRO	Difference
Sharpe ratio Return per unit of total volatility	-0.86	—	—
Sortino ratio Return per unit of downside risk	-1.62	—	—
Omega ratio Gain probability vs. loss probability	0.78	—	—
Calmar ratio Return relative to maximum drawdown	-0.98	—	—
Martin ratio Return relative to average drawdown	-1.25	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	INMB	AIRO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.86	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.44	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.26	-0.76	+0.50

Correlation

The correlation between INMB and AIRO is 0.26, 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.

Dividends

INMB vs. AIRO - Dividend Comparison

Neither INMB nor AIRO has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

INMB vs. AIRO - Drawdown Comparison

The maximum INMB drawdown since its inception was -95.98%, which is greater than AIRO's maximum drawdown of -76.10%. Use the drawdown chart below to compare losses from any high point for INMB and AIRO.

Drawdown Indicators

	INMB	AIRO	Difference
Max Drawdown Largest peak-to-trough decline	-95.98%	-76.10%	-19.88%
Max Drawdown (1Y) Largest decline over 1 year	-86.41%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-95.98%	—	—
Current Drawdown Current decline from peak	-95.94%	-75.47%	-20.47%
Average Drawdown Average peak-to-trough decline	-59.63%	-49.47%	-10.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	67.80%	—	—

Volatility

Volatility by Period

	INMB	AIRO	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.58%	—	—
Volatility (6M) Calculated over the trailing 6-month period	48.63%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	100.11%	101.52%	-1.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	87.48%	101.52%	-14.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	93.16%	101.52%	-8.36%

Financials